# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001410368-26-000293
**Filing Date:** 2026-1
**Character Count:** 841422
**Document Hash:** f1a8bb3beba49e650ed039867cdd4cdd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-000293.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001410368-26-000293

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02993
- **FILM NUMBER:** 26517591

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0000314650

**LEI of Registrant:** 549300N9BD0BQUVMK160

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

**LEI of Series:** 549300N9BD0BQUVMK160

**EDGAR Series Identifier:** S000009066

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 34 days

- **WAL:** 83 days

- **Total Value of Portfolio Securities:** $34565151832.35

- **Amortized Cost of Portfolio Securities:** $34557676716.85

- **Cash:** $461927.75

- **Total Other Assets:** $56782087.98

- **Total Liabilities:** $203613826.39

- **Net Assets of Series:** $34411306906.19

- **Number of Shares Outstanding (Series):** 34410940170.4350

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $22923242383.61           | $27595790540.06            | 70.5900%                  | 84.9800%                   |
| 2025-12-02 | $22469732409.49           | $27342823372.39            | 69.7400%                  | 84.8600%                   |
| 2025-12-03 | $22034914655.83           | $27307534654.63            | 68.1500%                  | 84.4600%                   |
| 2025-12-04 | $21637257874.79           | $26989929212.79            | 68.0600%                  | 84.9000%                   |
| 2025-12-05 | $22117507502.42           | $27200729609.12            | 68.8900%                  | 84.7200%                   |
| 2025-12-08 | $23079393314.66           | $27163764956.76            | 70.6100%                  | 83.1100%                   |
| 2025-12-09 | $21603602700.03           | $26687494301.18            | 68.1300%                  | 84.1600%                   |
| 2025-12-10 | $21851608816.44           | $26609593522.14            | 69.0800%                  | 84.1200%                   |
| 2025-12-11 | $21329022392.13           | $26641548246.33            | 67.3700%                  | 84.1500%                   |
| 2025-12-12 | $21444897108.82           | $26757461848.97            | 67.2900%                  | 83.9600%                   |
| 2025-12-15 | $22081784114.85           | $26943959552.35            | 69.2000%                  | 84.4400%                   |
| 2025-12-16 | $22170471164.00           | $27431667437.60            | 68.3800%                  | 84.6100%                   |
| 2025-12-17 | $22060657715.63           | $27520917448.78            | 67.8600%                  | 84.6600%                   |
| 2025-12-18 | $22354096853.45           | $27939361903.45            | 68.1500%                  | 85.1700%                   |
| 2025-12-19 | $23037478966.67           | $28622781782.27            | 68.5200%                  | 85.1300%                   |
| 2025-12-22 | $24349182189.52           | $29336585000.77            | 70.9200%                  | 85.4500%                   |
| 2025-12-23 | $24201099074.53           | $29737533567.53            | 69.6700%                  | 85.6100%                   |
| 2025-12-24 | $23486979781.97           | $29513447763.67            | 68.1000%                  | 85.5700%                   |
| 2025-12-26 | $24805849205.48           | $30032389184.83            | 70.8500%                  | 85.7800%                   |
| 2025-12-29 | $25307154584.17           | $29935793667.47            | 72.3400%                  | 85.5700%                   |
| 2025-12-30 | $24372387002.78           | $29599063738.53            | 70.3500%                  | 85.4300%                   |
| 2025-12-31 | $24638892412.74           | $29575118437.74            | 71.1600%                  | 85.4200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0600%             |
| 2025-12-02 | 4.0600%             |
| 2025-12-03 | 4.0600%             |
| 2025-12-04 | 4.0500%             |
| 2025-12-05 | 4.0100%             |
| 2025-12-08 | 3.9900%             |
| 2025-12-09 | 3.9800%             |
| 2025-12-10 | 3.9800%             |
| 2025-12-11 | 3.9600%             |
| 2025-12-12 | 3.8900%             |
| 2025-12-15 | 3.8700%             |
| 2025-12-16 | 3.8500%             |
| 2025-12-17 | 3.8300%             |
| 2025-12-18 | 3.8300%             |
| 2025-12-19 | 3.8100%             |
| 2025-12-22 | 3.8100%             |
| 2025-12-23 | 3.8000%             |
| 2025-12-24 | 3.8000%             |
| 2025-12-26 | 3.8200%             |
| 2025-12-29 | 3.8200%             |
| 2025-12-30 | 3.8300%             |
| 2025-12-31 | 3.8400%             |

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

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $24187233931.55

- **Number of Shares Outstanding:** 24186979338.8940

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $519161108.89             | $337107781.78           |
| 2025-12-02 | $490488259.93             | $461723671.04           |
| 2025-12-03 | $411902839.98             | $477739309.81           |
| 2025-12-04 | $422831176.27             | $518797308.70           |
| 2025-12-05 | $551656789.73             | $492612085.79           |
| 2025-12-08 | $439356208.43             | $419980550.81           |
| 2025-12-09 | $533310235.73             | $537413061.71           |
| 2025-12-10 | $424382317.80             | $497520767.27           |
| 2025-12-11 | $498073402.22             | $506419247.57           |
| 2025-12-12 | $572192042.81             | $512312630.40           |
| 2025-12-15 | $575863906.89             | $448510074.80           |
| 2025-12-16 | $835106668.65             | $522925080.49           |
| 2025-12-17 | $563992875.62             | $533912529.16           |
| 2025-12-18 | $729771626.14             | $534190471.47           |
| 2025-12-19 | $950909713.05             | $466882236.00           |
| 2025-12-22 | $1025485508.70            | $594293453.27           |
| 2025-12-23 | $785884796.09             | $604624522.61           |
| 2025-12-24 | $594690577.01             | $656158224.51           |
| 2025-12-26 | $726576753.14             | $401746741.38           |
| 2025-12-29 | $408327491.04             | $500293262.72           |
| 2025-12-30 | $383663825.40             | $547230844.20           |
| 2025-12-31 | $433540011.84             | $502489009.08           |

**Total Gross Subscriptions (Month):** $12877168135.36

**Total Gross Redemptions (Month):** $11074882864.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.3500%           |
| 2025-12-02 | 3.3500%           |
| 2025-12-03 | 3.3500%           |
| 2025-12-04 | 3.3300%           |
| 2025-12-05 | 3.2900%           |
| 2025-12-08 | 3.2800%           |
| 2025-12-09 | 3.2700%           |
| 2025-12-10 | 3.2600%           |
| 2025-12-11 | 3.2400%           |
| 2025-12-12 | 3.1800%           |
| 2025-12-15 | 3.1600%           |
| 2025-12-16 | 3.1400%           |
| 2025-12-17 | 3.1200%           |
| 2025-12-18 | 3.1100%           |
| 2025-12-19 | 3.1000%           |
| 2025-12-22 | 3.1000%           |
| 2025-12-23 | 3.0900%           |
| 2025-12-24 | 3.0900%           |
| 2025-12-26 | 3.1100%           |
| 2025-12-29 | 3.1200%           |
| 2025-12-30 | 3.1200%           |
| 2025-12-31 | 3.1300%           |

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

### Class: Retirement Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $10224072974.64

- **Number of Shares Outstanding:** 10223960831.5410

- **Expense Reimbursement/Waiver:** 4181081.87

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $585582427.55             | $511738517.87           |
| 2025-12-02 | $366862039.32             | $450558700.52           |
| 2025-12-03 | $574580455.90             | $547357115.87           |
| 2025-12-04 | $551455716.39             | $536494309.90           |
| 2025-12-05 | $595687055.25             | $546852668.67           |
| 2025-12-08 | $525897258.68             | $532373700.43           |
| 2025-12-09 | $484222809.64             | $699142503.13           |
| 2025-12-10 | $564118324.12             | $572844750.09           |
| 2025-12-11 | $586454053.96             | $553867026.58           |
| 2025-12-12 | $565759801.58             | $571918851.49           |
| 2025-12-15 | $614535619.58             | $560009420.03           |
| 2025-12-16 | $744655615.74             | $573495930.85           |
| 2025-12-17 | $653422583.19             | $598743624.04           |
| 2025-12-18 | $738282239.01             | $643760661.08           |
| 2025-12-19 | $781355769.93             | $575201553.79           |
| 2025-12-22 | $1043076637.56            | $636881267.97           |
| 2025-12-23 | $692025885.52             | $578490169.93           |
| 2025-12-24 | $770477184.84             | $961122025.00           |
| 2025-12-26 | $905468067.71             | $600232988.10           |
| 2025-12-29 | $443674473.61             | $454692628.30           |
| 2025-12-30 | $344729377.30             | $502695054.65           |
| 2025-12-31 | $558102169.93             | $517029505.78           |

**Total Gross Subscriptions (Month):** $13690425566.31

**Total Gross Redemptions (Month):** $12725502974.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.3500%           |
| 2025-12-02 | 3.3500%           |
| 2025-12-03 | 3.3400%           |
| 2025-12-04 | 3.3300%           |
| 2025-12-05 | 3.2900%           |
| 2025-12-08 | 3.2800%           |
| 2025-12-09 | 3.2700%           |
| 2025-12-10 | 3.2700%           |
| 2025-12-11 | 3.2500%           |
| 2025-12-12 | 3.1800%           |
| 2025-12-15 | 3.1600%           |
| 2025-12-16 | 3.1400%           |
| 2025-12-17 | 3.1200%           |
| 2025-12-18 | 3.1100%           |
| 2025-12-19 | 3.1000%           |
| 2025-12-22 | 3.1000%           |
| 2025-12-23 | 3.0900%           |
| 2025-12-24 | 3.0900%           |
| 2025-12-26 | 3.1000%           |
| 2025-12-29 | 3.1100%           |
| 2025-12-30 | 3.1100%           |
| 2025-12-31 | 3.1300%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: J.P. Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_3.82_0102
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  | 0.0000% | $303338012.49      | $299980002.36      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $1839852.63        | $1863590.66        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | 0.0000% | $85192496.93       | $83669376.32       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $218529852.63      | $153867183.15      | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $261726.32         | $166192.22         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $204314778.95      | $205652223.49      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $31060294.74       | $19801433.49       | U.S. Treasuries (including strips) |

### Security 2: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 01399X005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 01399X005_3.78_0305
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 787622 C | 2051-12-20      | 2.5000%  | 0.0000% | $152.91            | $132.61            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785994 X | 2052-02-15      | 4.0000%  | 0.0000% | $1055018.74        | $1007893.51        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785789 C | 2051-12-20      | 2.5000%  | 0.0000% | $2342.12           | $2018.16           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5103 X | 2052-03-15      | 4.5000%  | 0.0000% | $100279.07         | $99185.02          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5004 X | 2052-02-15      | 3.5000%  | 0.0000% | $29663.38          | $27049.70          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CL4048 C | 2052-01-20      | 4.0000%  | 0.0000% | $106670.20         | $101830.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CK1887 C | 2052-01-20      | 4.0000%  | 0.0000% | $539789.00         | $512663.17         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CK1880 C | 2052-01-20      | 3.5000%  | 0.0000% | $133369.62         | $122729.61         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CJ2935 C | 2052-01-20      | 5.0000%  | 0.0000% | $111886.81         | $113539.34         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CJ2927 C | 2052-01-20      | 4.0000%  | 0.0000% | $94951.35          | $90914.15          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI8282 C | 2052-01-20      | 3.5000%  | 0.0000% | $1405965.25        | $1287276.01        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI1885 C | 2052-01-20      | 3.5000%  | 0.0000% | $94213.63          | $87152.01          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8147 M | 2052-07-20      | 2.5000%  | 0.0000% | $761644.66         | $661071.26         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8873 M | 2053-05-20      | 2.5000%  | 0.0000% | $1992005.35        | $1729405.92        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8872 M | 2053-05-20      | 2.0000%  | 0.0000% | $268424.65         | $223502.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7939 M | 2052-03-20      | 4.0000%  | 0.0000% | $6488.84           | $6213.93           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7883 M | 2052-02-20      | 3.5000%  | 0.0000% | $666401.12         | $614846.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7880 M | 2052-02-20      | 2.0000%  | 0.0000% | $19905287.86       | $16548154.91       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7828 M | 2052-01-20      | 3.0000%  | 0.0000% | $812008.54         | $734888.03         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  | 0.0000% | $6053318.72        | $5249318.95        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CK7993 C | 2052-01-20      | 4.0000%  | 0.0000% | $160609.64         | $153532.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7829 M | 2052-01-20      | 3.5000%  | 0.0000% | $1035565.57        | $958174.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7935 M | 2052-03-20      | 2.0000%  | 0.0000% | $1939014.80        | $1611989.61        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CJ2928 C | 2052-01-20      | 4.0000%  | 0.0000% | $201531.31         | $192494.92         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BZ4383 C | 2052-01-20      | 3.0000%  | 0.0000% | $2719918.62        | $2430486.64        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9165 M | 2053-09-20      | 2.5000%  | 0.0000% | $884615.51         | $767946.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7827 M | 2052-01-20      | 2.5000%  | 0.0000% | $12065229.92       | $10462754.23       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0362 M | 2055-05-20      | 3.5000%  | 0.0000% | $112406.26         | $102927.79         | Agency Mortgage-Backed Securities  |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | 0.0000% | $137552.05         | $134864.50         | U.S. Treasuries (including strips) |

### Security 3: BMO Bank, N.A.

- **C.1 - Title:** BMO Capital Markets Corp. 3.730000%
- **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: 05560H004, C.3 - LEI: 3Y4U8VZURTYWI1W2K376, C.5 - Other ID: 05560H004_3.73_0107
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  | 0.0000% | $19406876.80       | $17375080.30       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  | 0.0000% | $8392117.59        | $7530711.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  | 0.0000% | $698837.54         | $649847.63         | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  | 0.0000% | $18968819.16       | $17923517.07       | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  | 0.0000% | $78114.16          | $71387.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $1177049.41        | $1064617.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  | 0.0000% | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  | 0.0000% | $1194870.07        | $1133582.79        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  | 0.0000% | $5808732.60        | $5529320.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  | 0.0000% | $835291.10         | $662140.82         | Agency Mortgage-Backed Securities         |

### Security 4: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 06399G001, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 06399G001_3.74_0107
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.000 CLBQ7041 | 2052-01-01      | 2.0000%  | 0.0000% | $2086500.63        | $1695546.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1422 | 2032-03-01      | 2.5000%  | 0.0000% | $2065093.72        | $2002272.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3232 | 2056-01-01      | 5.5000%  | 0.0000% | $1585910.18        | $1632325.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3236 | 2055-12-01      | 5.5000%  | 0.0000% | $1587379.03        | $1627256.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2862 | 2056-01-01      | 5.5000%  | 0.0000% | $1576114.07        | $1618950.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2858 | 2056-01-01      | 5.5000%  | 0.0000% | $1569388.77        | $1609582.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0032 | 2040-10-01      | 5.0000%  | 0.0000% | $1859747.98        | $1893161.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0056 | 2055-10-01      | 5.5000%  | 0.0000% | $2082373.53        | $2123194.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4707 | 2055-08-01      | 6.5000%  | 0.0000% | $1545926.77        | $1628749.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6812 | 2056-01-01      | 6.0000%  | 0.0000% | $2023956.21        | $2134688.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6071 | 2056-01-01      | 5.5000%  | 0.0000% | $1641288.66        | $1697063.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2663 | 2055-11-01      | 5.5000%  | 0.0000% | $1562607.93        | $1598482.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1708 | 2055-10-01      | 6.5000%  | 0.0000% | $1562461.97        | $1639436.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2028 | 2055-06-01      | 5.5000%  | 0.0000% | $1566254.37        | $1596958.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7781 | 2054-12-01      | 6.5000%  | 0.0000% | $1643214.93        | $1717357.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3868 | 2054-05-01      | 6.0000%  | 0.0000% | $1838613.03        | $1899029.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL4051 | 2033-08-01      | 3.5000%  | 0.0000% | $1988030.52        | $1959748.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8447 | 2054-06-01      | 6.0000%  | 0.0000% | $1790367.03        | $1850004.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH0106 | 2053-08-01      | 5.5000%  | 0.0000% | $1751099.28        | $1787981.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG4793 | 2053-06-01      | 5.0000%  | 0.0000% | $1816072.72        | $1835909.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL3786 | 2052-05-01      | 2.5000%  | 0.0000% | $2493700.17        | $2147251.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3110 | 2055-11-01      | 5.0000%  | 0.0000% | $1805413.90        | $1816606.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1310 | 2055-06-01      | 5.5000%  | 0.0000% | $1939190.92        | $1987851.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0456 | 2055-02-01      | 5.5000%  | 0.0000% | $1521847.18        | $1562433.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ6754 | 2055-11-01      | 6.0000%  | 0.0000% | $1976049.67        | $2047576.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1319 | 2055-07-01      | 5.5000%  | 0.0000% | $2082090.20        | $2122906.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7252 | 2055-07-01      | 6.0000%  | 0.0000% | $2042719.05        | $2127737.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX2029 | 2055-01-01      | 6.5000%  | 0.0000% | $1982309.81        | $2081981.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $1803804.57        | $1721297.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL8687 | 2045-03-01      | 4.5000%  | 0.0000% | $2148826.75        | $2155737.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH1709 | 2053-10-01      | 6.0000%  | 0.0000% | $1459124.11        | $1542638.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN6384 | 2036-05-01      | 1.5000%  | 0.0000% | $2365233.14        | $2149750.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0692 | 2054-01-01      | 5.5000%  | 0.0000% | $1968180.22        | $2011742.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0104 | 2051-02-01      | 3.5000%  | 0.0000% | $1735167.15        | $1657760.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3114 | 2053-11-01      | 5.5000%  | 0.0000% | $1917491.24        | $1965751.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4662 | 2055-10-01      | 6.0000%  | 0.0000% | $1631943.43        | $1695057.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3747 | 2055-12-01      | 5.5000%  | 0.0000% | $2121905.49        | $2171654.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0118 | 2054-05-01      | 6.0000%  | 0.0000% | $1534832.04        | $1606895.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8923 | 2055-09-01      | 5.5000%  | 0.0000% | $1888796.22        | $1933128.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0068 | 2055-10-01      | 3.5000%  | 0.0000% | $2134352.11        | $1988173.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  | 0.0000% | $1549646.91        | $1618601.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1663 | 2055-06-01      | 6.0000%  | 0.0000% | $1636114.53        | $1696078.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2956 | 2055-07-01      | 6.0000%  | 0.0000% | $1573670.40        | $1630630.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6188 | 2053-02-01      | 5.5000%  | 0.0000% | $1922384.14        | $1966636.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  | 0.0000% | $2222158.47        | $2069966.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5817 | 2055-07-01      | 6.5000%  | 0.0000% | $1556714.41        | $1599602.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8644 | 2055-12-01      | 6.0000%  | 0.0000% | $1826161.56        | $1892263.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $1621555.14        | $1591880.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5907 | 2055-12-01      | 4.0000%  | 0.0000% | $845832.14         | $807136.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5864 | 2045-10-01      | 5.0000%  | 0.0000% | $1575342.45        | $1593845.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  | 0.0000% | $1714074.95        | $1737192.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $2018425.90        | $2083560.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $1449592.65        | $1496221.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $1532790.54        | $1543297.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  | 0.0000% | $2044398.97        | $1820557.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTFA3334 | 2044-12-01      | 5.0000%  | 0.0000% | $1894911.58        | $1932998.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA3290 | 2038-02-01      | 2.5000%  | 0.0000% | $1638602.57        | $1555783.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1314 | 2052-11-01      | 5.5000%  | 0.0000% | $1817628.60        | $1909762.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1669 | 2048-07-01      | 3.5000%  | 0.0000% | $2103661.47        | $2009549.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8493 | 2054-05-01      | 6.0000%  | 0.0000% | $1982804.35        | $2061301.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7868 | 2054-01-01      | 6.5000%  | 0.0000% | $1530229.27        | $1604008.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $2486210.43        | $2141853.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5847 | 2055-09-01      | 6.5000%  | 0.0000% | $1560139.91        | $1595567.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4511 | 2034-11-01      | 2.5000%  | 0.0000% | $1770542.08        | $1692856.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7770 | 2053-03-01      | 5.5000%  | 0.0000% | $1664488.04        | $1716890.01        | Agency Mortgage-Backed Securities |

### Security 5: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 06399G001, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 06399G001_3.84_0105
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-211 FM | 2055-12-20      | 4.8742%  | 0.0000% | $20657851.11       | $20810849.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FD | 2055-05-20      | 5.6677%  | 0.0000% | $21463387.11       | $21721651.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF | 2055-05-20      | 5.6377%  | 0.0000% | $21463387.11       | $21694625.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 F  | 2055-05-20      | 5.6677%  | 0.0000% | $12162310.30       | $12308656.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 GQ | 2055-12-20      | 5.0000%  | 0.0000% | $8713919.78        | $8762009.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FA | 2054-04-20      | 5.0177%  | 0.0000% | $17978387.11       | $18009834.38       | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40010686.80
- **C.18.a - Value (excl. sponsor support):** $40010686.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **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):** $37011523.28
- **C.18.a - Value (excl. sponsor support):** $37011523.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.830000%
- **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):** $60022325.40
- **C.18.a - Value (excl. sponsor support):** $60022325.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.845000%
- **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):** $30013597.80
- **C.18.a - Value (excl. sponsor support):** $30013597.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.855000%
- **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):** $70042019.60
- **C.18.a - Value (excl. sponsor support):** $70042019.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.785000%
- **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):** $99991035.00
- **C.18.a - Value (excl. sponsor support):** $99991035.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.830000%
- **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):** $60014556.00
- **C.18.a - Value (excl. sponsor support):** $60014556.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **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):** $175000934.50
- **C.18.a - Value (excl. sponsor support):** $175000934.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 14: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65000487.50
- **C.18.a - Value (excl. sponsor support):** $65000487.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 15: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YV2, C.4 - ISIN: US3130B6YV20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125699399.15
- **C.18.a - Value (excl. sponsor support):** $125699399.15
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 16: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **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):** $199996454.00
- **C.18.a - Value (excl. sponsor support):** $199996454.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **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):** $178005550.04
- **C.18.a - Value (excl. sponsor support):** $178005550.04
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 18: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14000281.12
- **C.18.a - Value (excl. sponsor support):** $14000281.12
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100001344.00
- **C.18.a - Value (excl. sponsor support):** $100001344.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99924026.00
- **C.18.a - Value (excl. sponsor support):** $99924026.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59994733.80
- **C.18.a - Value (excl. sponsor support):** $59994733.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125014481.25
- **C.18.a - Value (excl. sponsor support):** $125014481.25
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $135038130.75
- **C.18.a - Value (excl. sponsor support):** $135038130.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119826889.20
- **C.18.a - Value (excl. sponsor support):** $119826889.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119950687.20
- **C.18.a - Value (excl. sponsor support):** $119950687.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89982450.00
- **C.18.a - Value (excl. sponsor support):** $89982450.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99951250.00
- **C.18.a - Value (excl. sponsor support):** $99951250.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 28: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49970750.00
- **C.18.a - Value (excl. sponsor support):** $49970750.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 29: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59906400.00
- **C.18.a - Value (excl. sponsor support):** $59906400.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 30: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34897625.00
- **C.18.a - Value (excl. sponsor support):** $34897625.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148738666.50
- **C.18.a - Value (excl. sponsor support):** $148738666.50
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34996993.85
- **C.18.a - Value (excl. sponsor support):** $34996993.85
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30027351.60
- **C.18.a - Value (excl. sponsor support):** $30027351.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7998972.88
- **C.18.a - Value (excl. sponsor support):** $7998972.88
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50002844.00
- **C.18.a - Value (excl. sponsor support):** $50002844.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 36: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40002413.20
- **C.18.a - Value (excl. sponsor support):** $40002413.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 37: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.860000%
- **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):** $25007999.75
- **C.18.a - Value (excl. sponsor support):** $25007999.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **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):** $11004154.04
- **C.18.a - Value (excl. sponsor support):** $11004154.04
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30009126.60
- **C.18.a - Value (excl. sponsor support):** $30009126.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30004615.80
- **C.18.a - Value (excl. sponsor support):** $30004615.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **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):** $35019244.40
- **C.18.a - Value (excl. sponsor support):** $35019244.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15002233.20
- **C.18.a - Value (excl. sponsor support):** $15002233.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **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):** $20012533.60
- **C.18.a - Value (excl. sponsor support):** $20012533.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **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):** $60001752.00
- **C.18.a - Value (excl. sponsor support):** $60001752.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **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):** $35022748.25
- **C.18.a - Value (excl. sponsor support):** $35022748.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **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):** $45001691.10
- **C.18.a - Value (excl. sponsor support):** $45001691.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **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):** $60003321.60
- **C.18.a - Value (excl. sponsor support):** $60003321.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 48: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **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):** $60024009.00
- **C.18.a - Value (excl. sponsor support):** $60024009.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPN5, C.4 - ISIN: US3133ERPN52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20000598.40
- **C.18.a - Value (excl. sponsor support):** $20000598.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 50: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.855000%
- **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):** $50005085.00
- **C.18.a - Value (excl. sponsor support):** $50005085.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 51: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **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):** $40022354.00
- **C.18.a - Value (excl. sponsor support):** $40022354.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.860000%
- **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):** $40006348.40
- **C.18.a - Value (excl. sponsor support):** $40006348.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30000802.80
- **C.18.a - Value (excl. sponsor support):** $30000802.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 54: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **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):** $15007861.35
- **C.18.a - Value (excl. sponsor support):** $15007861.35
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.860000%
- **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):** $70012150.60
- **C.18.a - Value (excl. sponsor support):** $70012150.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.860000%
- **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):** $20003803.40
- **C.18.a - Value (excl. sponsor support):** $20003803.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.855000%
- **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):** $40004800.80
- **C.18.a - Value (excl. sponsor support):** $40004800.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.855000%
- **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):** $32006517.12
- **C.18.a - Value (excl. sponsor support):** $32006517.12
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **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):** $35017691.45
- **C.18.a - Value (excl. sponsor support):** $35017691.45
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100053964.00
- **C.18.a - Value (excl. sponsor support):** $100053964.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **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):** $15006532.20
- **C.18.a - Value (excl. sponsor support):** $15006532.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **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):** $20011153.20
- **C.18.a - Value (excl. sponsor support):** $20011153.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.860000%
- **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):** $90033885.00
- **C.18.a - Value (excl. sponsor support):** $90033885.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49995683.50
- **C.18.a - Value (excl. sponsor support):** $49995683.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999930.20
- **C.18.a - Value (excl. sponsor support):** $9999930.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14999844.45
- **C.18.a - Value (excl. sponsor support):** $14999844.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69999887.30
- **C.18.a - Value (excl. sponsor support):** $69999887.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24998018.00
- **C.18.a - Value (excl. sponsor support):** $24998018.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39996295.60
- **C.18.a - Value (excl. sponsor support):** $39996295.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86006863.66
- **C.18.a - Value (excl. sponsor support):** $86006863.66
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24002184.96
- **C.18.a - Value (excl. sponsor support):** $24002184.96
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69998872.30
- **C.18.a - Value (excl. sponsor support):** $69998872.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.825000%
- **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):** $29997037.80
- **C.18.a - Value (excl. sponsor support):** $29997037.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99989831.00
- **C.18.a - Value (excl. sponsor support):** $99989831.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99963036.00
- **C.18.a - Value (excl. sponsor support):** $99963036.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **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):** $79990700.00
- **C.18.a - Value (excl. sponsor support):** $79990700.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24998572.25
- **C.18.a - Value (excl. sponsor support):** $24998572.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62993543.76
- **C.18.a - Value (excl. sponsor support):** $62993543.76
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30000157.20
- **C.18.a - Value (excl. sponsor support):** $30000157.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39997219.60
- **C.18.a - Value (excl. sponsor support):** $39997219.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **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):** $60028564.20
- **C.18.a - Value (excl. sponsor support):** $60028564.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.820000%
- **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):** $40013270.40
- **C.18.a - Value (excl. sponsor support):** $40013270.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.840000%
- **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):** $98486958.60
- **C.18.a - Value (excl. sponsor support):** $98486958.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $119987870.40
- **C.18.a - Value (excl. sponsor support):** $119987870.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $75135273.00
- **C.18.a - Value (excl. sponsor support):** $75135273.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $65027831.70
- **C.18.a - Value (excl. sponsor support):** $65027831.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.830000%
- **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):** $19009262.50
- **C.18.a - Value (excl. sponsor support):** $19009262.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.850000%
- **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):** $60031509.60
- **C.18.a - Value (excl. sponsor support):** $60031509.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $60100893.00
- **C.18.a - Value (excl. sponsor support):** $60100893.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.850000%
- **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):** $50035798.00
- **C.18.a - Value (excl. sponsor support):** $50035798.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.850000%
- **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):** $40078566.40
- **C.18.a - Value (excl. sponsor support):** $40078566.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $129998485.50
- **C.18.a - Value (excl. sponsor support):** $129998485.50
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs Group LP 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 381905009, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 381905009_3.83_0102
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  | 0.0000% | $142503.98         | $148877.61         | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  | 0.0000% | $34874.67          | $35430.77          | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | 0.0000% | $2648065.38        | $2034026.67        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | 0.0000% | $136776.92         | $133582.09         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $219230.77         | $215860.18         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $48369.23          | $45736.74          | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $151153.85         | $149477.63         | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $130559630.77      | $134525958.56      | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $881884.62         | $642935.77         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $7064757.69        | $6979691.37        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $2884615.38        | $2267121.63        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $691765.38         | $640315.33         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $5410857.69        | $5652532.46        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | 0.0000% | $464365.38         | $439746.59         | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $205153.85         | $202729.94         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | 0.0000% | $86676.92          | $83178.19          | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $524976.92         | $334747.84         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $11165884.62       | $11090147.22       | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  | 0.0000% | $2953.85           | $2595.02           | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $2042.31           | $1496.46           | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $1096153.85        | $613333.81         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $10149969.23       | $5082690.98        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $1673.08           | $1086.53           | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $1661538.46        | $1250085.05        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $804807.69         | $611627.29         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | 0.0000% | $1142307.69        | $822538.62         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $24753138.46       | $24440846.68       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $86538.46          | $60643.02          | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $107953.85         | $76614.84          | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | 0.0000% | $133846.15         | $112253.26         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $365076.92         | $359464.01         | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | 0.0000% | $215769.23         | $200190.91         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | 0.0000% | $404625230.77      | $403581297.67      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $1200.00           | $1212.79           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $12544615.38       | $12565465.64       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $17322461.54       | $17589747.12       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | 0.0000% | $10793480.77       | $10457789.21       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $276911.54         | $275491.47         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $484615.38         | $483115.02         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | 0.0000% | $971042.31         | $961176.52         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | 0.0000% | $140503.85         | $139076.33         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | 0.0000% | $22026.92          | $20805.05          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $1899253.85        | $1667348.30        | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $1523.08           | $1436.36           | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | 0.0000% | $245965.38         | $234953.13         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $346153.85         | $327314.42         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $6883234.62        | $6017211.85        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $623065.38         | $599672.11         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | 0.0000% | $258761.54         | $255331.98         | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $84189461.54       | $83194759.33       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | 0.0000% | $2853461.54        | $2695175.29        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $190338.46         | $189453.63         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $16903.85          | $16269.18          | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | 0.0000% | $5861.54           | $4891.16           | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $230769.23         | $191294.71         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $78438.46          | $77655.91          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $167988.46         | $166312.49         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $299180.77         | $297883.07         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | 0.0000% | $1705003.85        | $1685459.51        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | 0.0000% | $11276538.46       | $11147276.31       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $98146.15          | $97262.55          | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $11248269.23       | $10749276.12       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $219207.69         | $213799.20         | U.S. Treasuries (including strips) |

### Security 94: Fixed Income Clearing Corp. - ING

- **C.1 - Title:** ING Bank NV 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 454991001, C.3 - LEI: N/A, C.5 - Other ID: 454991001_3.83_0102
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.500 CLQZ2065 | 2055-09-01      | 6.5000%  | 0.0000% | $995.86            | $1058.37           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1890 | 2055-08-01      | 6.5000%  | 0.0000% | $995.98            | $1059.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1428 | 2055-08-01      | 6.0000%  | 0.0000% | $906.89            | $936.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD3562 | 2035-11-01      | 5.5000%  | 0.0000% | $165.70            | $174.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6042 | 2053-04-01      | 4.5000%  | 0.0000% | $13929587.39       | $13874760.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $12057412.65       | $11944675.84       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4096 | 2052-07-01      | 4.5000%  | 0.0000% | $121158406.96      | $120465138.56      | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3779 | 2052-06-01      | 3.5000%  | 0.0000% | $3512472.53        | $3297627.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3973 | 2049-08-01      | 4.0000%  | 0.0000% | $301.54            | $293.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY1766 | 2053-06-01      | 5.0000%  | 0.0000% | $10777037.88       | $10910863.55       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT7951 | 2052-11-01      | 6.0000%  | 0.0000% | $550.07            | $585.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5631 | 2049-02-01      | 4.5000%  | 0.0000% | $21742896.28       | $21815626.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAE4868 | 2040-10-01      | 4.5000%  | 0.0000% | $152141.55         | $153759.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK4275 | 2048-09-01      | 4.5000%  | 0.0000% | $252.70            | $251.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ8292 | 2045-08-01      | 3.5000%  | 0.0000% | $168.05            | $160.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7278 | 2055-07-01      | 6.0000%  | 0.0000% | $1845252.49        | $1938011.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAU7493 | 2043-09-01      | 4.5000%  | 0.0000% | $151.08            | $152.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAU3167 | 2033-08-01      | 3.5000%  | 0.0000% | $114.03            | $112.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT8491 | 2043-08-01      | 3.5000%  | 0.0000% | $229.83            | $220.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO3537 | 2042-06-01      | 3.5000%  | 0.0000% | $168.32            | $161.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL0465 | 2041-06-01      | 4.5000%  | 0.0000% | $116.56            | $117.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI5601 | 2054-05-01      | 6.5000%  | 0.0000% | $810.13            | $865.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ6491 | 2054-10-01      | 5.5000%  | 0.0000% | $887.88            | $918.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ6437 | 2054-10-01      | 5.5000%  | 0.0000% | $915.33            | $946.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1725 | 2054-08-01      | 5.5000%  | 0.0000% | $971.15            | $1007.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9815 | 2055-09-01      | 6.0000%  | 0.0000% | $2264227.97        | $2359979.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH8503 | 2054-01-01      | 6.5000%  | 0.0000% | $670.07            | $709.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG6104 | 2053-07-01      | 6.0000%  | 0.0000% | $800.48            | $838.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3685 | 2052-11-01      | 5.5000%  | 0.0000% | $739.44            | $762.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0865 | 2052-10-01      | 5.0000%  | 0.0000% | $1827037.46        | $1839226.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5111 | 2052-07-01      | 5.0000%  | 0.0000% | $916.56            | $931.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL7512 | 2043-12-01      | 4.0000%  | 0.0000% | $123.85            | $121.68            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A90816 G | 2040-01-01      | 5.5000%  | 0.0000% | $195498.20         | $203080.27         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A89952 G | 2039-11-01      | 5.5000%  | 0.0000% | $52.04             | $54.57             | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q02242 G | 2041-07-01      | 5.0000%  | 0.0000% | $64.89             | $67.19             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1487 | 2052-08-01      | 4.0000%  | 0.0000% | $770.11            | $740.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ6219 | 2054-10-01      | 5.5000%  | 0.0000% | $886.96            | $918.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF3354 | 2052-11-01      | 6.0000%  | 0.0000% | $788.11            | $829.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA8623 | 2051-01-01      | 3.0000%  | 0.0000% | $699.48            | $622.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9469 | 2052-09-01      | 4.5000%  | 0.0000% | $776.74            | $771.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB3640 | 2052-05-01      | 4.5000%  | 0.0000% | $29496026.51       | $29063201.81       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2968 | 2054-08-01      | 7.0000%  | 0.0000% | $827.55            | $886.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC5482 | 2051-08-01      | 3.0000%  | 0.0000% | $683.22            | $612.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK4285 | 2048-09-01      | 4.5000%  | 0.0000% | $269.53            | $270.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9576 | 2053-08-01      | 6.0000%  | 0.0000% | $14252258.49       | $15067958.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1508 | 2052-10-01      | 5.0000%  | 0.0000% | $776.80            | $788.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5315 | 2052-12-01      | 6.0000%  | 0.0000% | $654.41            | $701.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM4226 | 2047-09-01      | 4.0000%  | 0.0000% | $86.71             | $84.19             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0691 | 2054-01-01      | 5.5000%  | 0.0000% | $12837932.43       | $13215769.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN1938 | 2048-11-01      | 4.0000%  | 0.0000% | $624808.56         | $607557.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI6307 | 2054-05-01      | 5.5000%  | 0.0000% | $831.23            | $858.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8877 | 2055-07-01      | 6.0000%  | 0.0000% | $1043063.14        | $1094108.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6978 | 2055-02-01      | 7.0000%  | 0.0000% | $929.56            | $1000.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7058 | 2055-06-01      | 6.5000%  | 0.0000% | $3194918.27        | $3363203.14        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63179 G | 2049-04-01      | 3.5000%  | 0.0000% | $4003852.55        | $3818116.50        | Agency Mortgage-Backed Securities |

### Security 95: J.P. Morgan Securities LLC

- **C.1 - Title:** J P Morgan Repo 3.820000%
- **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.5 - Other ID: 466999000_3.82_0102
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TRFR BK 10/31/27 | 2027-10-31      | 3.7921%  | 0.0000% | $58995528.95       | $59438518.62       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $118074473.68      | $119956190.69      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $51070168.42       | $51752458.25       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | 0.0000% | $51507031.58       | $52904621.39       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | 0.0000% | $87717789.47       | $88567160.83       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $97394210.53       | $98431569.64       | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $110029642.11      | $109670395.32      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | 0.0000% | $97802273.68       | $95496197.10       | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | 0.0000% | $25862079.84       | $25476584.74       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $17596294.74       | $17722457.46       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $44539263.16       | $45583848.55       | U.S. Treasuries (including strips) |

### Security 96: RBC Dominion Securities Inc.

- **C.1 - Title:** Rbc Dain Rauscher Repo 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 74999S007_3.83_0102
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-198 FE     | 2055-11-20      | 4.9377%  | 0.0000% | $6366091.63        | $6384195.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-193 FE     | 2055-11-20      | 5.3677%  | 0.0000% | $60611305.79       | $60539973.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FE     | 2055-04-20      | 4.9677%  | 0.0000% | $1150.05           | $1153.19           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FH     | 2055-01-20      | 5.2177%  | 0.0000% | $2345039.06        | $2358859.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-171 FA     | 2054-10-20      | 5.0677%  | 0.0000% | $1274.72           | $1277.89           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FL     | 2054-07-20      | 5.2177%  | 0.0000% | $13885481.14       | $13985849.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FH     | 2054-07-20      | 5.2177%  | 0.0000% | $9962720.28        | $10035500.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-084 FA     | 2054-05-20      | 5.0477%  | 0.0000% | $581645.82         | $584251.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  | 0.0000% | $1490.08           | $1242.53           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-223 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $455.68            | $380.04            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $217.46            | $178.06            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-174 YF     | 2055-09-20      | 4.9177%  | 0.0000% | $4249636.74        | $4271422.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FX     | 2055-08-20      | 4.9677%  | 0.0000% | $689.91            | $693.68            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $1381.95           | $1207.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 XF     | 2065-02-20      | 5.1177%  | 0.0000% | $449.84            | $451.52            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FG     | 2055-05-20      | 5.3177%  | 0.0000% | $282.58            | $285.78            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $192.14            | $171.35            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA     | 2053-04-20      | 4.8177%  | 0.0000% | $156.92            | $156.91            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FC     | 2055-07-20      | 5.0177%  | 0.0000% | $295.86            | $297.57            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CTFS9626 | 2044-11-01      | 5.0000%  | 0.0000% | $21007.69          | $21545.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4689 | 2055-08-01      | 5.0000%  | 0.0000% | $286.30            | $287.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $29.26             | $28.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1095 | 2055-08-01      | 6.0000%  | 0.0000% | $286.61            | $296.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8358 C     | 2055-01-20      | 6.5000%  | 0.0000% | $259.75            | $273.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6407 | 2055-09-01      | 6.0000%  | 0.0000% | $1248509.04        | $1299430.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7983 C     | 2055-11-20      | 6.0000%  | 0.0000% | $300202.71         | $311820.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7802 | 2055-10-01      | 5.5000%  | 0.0000% | $3519736.93        | $3628747.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $231.51            | $228.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4567 | 2037-03-01      | 2.0000%  | 0.0000% | $436968.55         | $405505.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $275.96            | $282.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6882 | 2055-11-01      | 5.5000%  | 0.0000% | $291.99            | $301.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6433 | 2054-11-01      | 5.0000%  | 0.0000% | $272.96            | $274.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CKBU4849 | 2054-07-01      | 6.5000%  | 0.0000% | $2340103.05        | $2421601.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5543 | 2034-11-01      | 5.0000%  | 0.0000% | $213.72            | $217.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $11599.44          | $11644.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $1279774.59        | $1308349.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4854 | 2052-11-01      | 2.5000%  | 0.0000% | $447743.58         | $382464.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $2407435.07        | $2371612.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $237.51            | $211.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA4697 | 2042-08-01      | 4.0000%  | 0.0000% | $196.28            | $194.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  | 0.0000% | $410526.45         | $389778.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $389588.81         | $334014.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $231.63            | $236.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $262196.44         | $214682.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1006 | 2055-09-01      | 5.5000%  | 0.0000% | $915109.06         | $947416.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5367 | 2054-04-01      | 5.5000%  | 0.0000% | $19954.59          | $20526.67          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783516 X     | 2040-10-15      | 4.0000%  | 0.0000% | $624238.90         | $609113.80         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 756028 X     | 2041-01-15      | 4.5000%  | 0.0000% | $58.19             | $58.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785720 C     | 2051-10-20      | 3.0000%  | 0.0000% | $226.92            | $205.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785535 C     | 2051-06-20      | 3.0000%  | 0.0000% | $968960.69         | $876682.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786326 C     | 2052-08-20      | 5.5000%  | 0.0000% | $230.87            | $237.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783656 M     | 2042-05-20      | 4.0000%  | 0.0000% | $398530.85         | $389305.79         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783641 X     | 2042-06-15      | 4.0000%  | 0.0000% | $946990.61         | $923773.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $263.88            | $264.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW5983 C     | 2050-07-20      | 3.5000%  | 0.0000% | $3479.29           | $3291.09           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3736       | 2058-02-15      | 4.9500%  | 0.0000% | $276.92            | $281.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $2380.93           | $2264.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  | 0.0000% | $496.97            | $499.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8798 M     | 2053-04-20      | 4.0000%  | 0.0000% | $17741.49          | $16985.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8728 M     | 2053-03-20      | 6.5000%  | 0.0000% | $116.32            | $121.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $216.02            | $217.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $84496.89          | $85135.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $12598358.47       | $12905800.40       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $13663602.09       | $13487068.35       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $213.46            | $215.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M     | 2052-07-20      | 2.5000%  | 0.0000% | $206.96            | $179.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $211.16            | $175.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7772 M     | 2051-12-20      | 5.0000%  | 0.0000% | $138.74            | $140.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7710 M     | 2051-11-20      | 5.0000%  | 0.0000% | $126.33            | $128.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3241 | 2054-05-01      | 6.0000%  | 0.0000% | $284.20            | $298.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CICC0492 | 2040-05-01      | 6.5000%  | 0.0000% | $876838.19         | $922488.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1509 | 2055-11-01      | 5.0000%  | 0.0000% | $123739.51         | $125405.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2401 | 2055-11-01      | 5.5000%  | 0.0000% | $771888.31         | $791319.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2161 | 2046-12-01      | 3.0000%  | 0.0000% | $531660.08         | $484313.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS7738 | 2031-01-01      | 2.5000%  | 0.0000% | $33.79             | $32.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9573 | 2053-08-01      | 5.5000%  | 0.0000% | $224.98            | $230.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA2555 | 2050-01-01      | 3.5000%  | 0.0000% | $276.39            | $262.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  | 0.0000% | $198.16            | $188.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRBM7777 | 2048-07-01      | 3.5000%  | 0.0000% | $272.87            | $260.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | 0.0000% | $250658.08         | $245390.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM3663 | 2047-04-01      | 3.0000%  | 0.0000% | $59832.46          | $54550.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $47.65             | $45.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5526 | 2055-12-01      | 6.0000%  | 0.0000% | $237301.24         | $245372.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4681 | 2055-11-01      | 6.5000%  | 0.0000% | $874511.77         | $931384.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2892 | 2055-11-01      | 5.5000%  | 0.0000% | $1729203.89        | $1772731.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4491 | 2051-02-01      | 2.0000%  | 0.0000% | $203.99            | $166.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7794 | 2052-08-01      | 5.0000%  | 0.0000% | $14248758.48       | $14469096.54       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6115 | 2051-10-01      | 2.5000%  | 0.0000% | $204.41            | $175.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6135 | 2051-10-01      | 2.5000%  | 0.0000% | $219.17            | $189.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CTQK1717 | 2044-12-01      | 6.5000%  | 0.0000% | $278.41            | $291.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ4676 | 2054-09-01      | 6.5000%  | 0.0000% | $258.17            | $270.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQJ4650 | 2054-09-01      | 7.5000%  | 0.0000% | $352620.04         | $378778.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5503 | 2053-11-01      | 6.5000%  | 0.0000% | $168.21            | $179.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQF5938 | 2053-01-01      | 2.5000%  | 0.0000% | $11746.00          | $10002.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF0348 | 2052-09-01      | 4.0000%  | 0.0000% | $3063.83           | $2945.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE2104 | 2052-05-01      | 3.5000%  | 0.0000% | $209.06            | $195.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD8681 | 2052-03-01      | 3.0000%  | 0.0000% | $157036.30         | $141238.45         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G67721 G | 2049-04-01      | 4.5000%  | 0.0000% | $13825.74          | $13814.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $155585.33         | $158885.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2601 | 2047-02-01      | 4.0000%  | 0.0000% | $138042.42         | $135040.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 08.500 CLZJ4957 | 2031-01-01      | 8.5000%  | 0.0000% | $7408.74           | $7606.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CICC0481 | 2040-05-01      | 6.0000%  | 0.0000% | $266.32            | $280.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0386 | 2055-05-01      | 5.0000%  | 0.0000% | $1154965.97        | $1166489.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0847 | 2052-02-01      | 3.0000%  | 0.0000% | $1871934.12        | $1677646.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9668 | 2051-11-01      | 2.0000%  | 0.0000% | $8781874.30        | $7224520.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4946 | 2048-09-01      | 5.0000%  | 0.0000% | $80859.10          | $82070.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4231 | 2050-09-01      | 2.5000%  | 0.0000% | $11926802.85       | $10250053.39       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4162 | 2050-08-01      | 3.0000%  | 0.0000% | $137.41            | $124.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7435 | 2054-12-01      | 5.0000%  | 0.0000% | $539.74            | $546.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8067 | 2050-06-01      | 2.5000%  | 0.0000% | $111.07            | $95.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $438.36            | $448.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  | 0.0000% | $8287793.18        | $8782132.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8175 | 2054-03-01      | 6.5000%  | 0.0000% | $1123.77           | $1189.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8916 | 2054-07-01      | 6.0000%  | 0.0000% | $229.21            | $237.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  | 0.0000% | $247.38            | $248.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7474 | 2053-11-01      | 5.5000%  | 0.0000% | $1119931.47        | $1150106.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6768 | 2053-07-01      | 6.5000%  | 0.0000% | $188.10            | $198.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  | 0.0000% | $254.62            | $261.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  | 0.0000% | $3008514.21        | $3167246.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1109 | 2051-07-01      | 2.0000%  | 0.0000% | $203.20            | $166.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZT1550 | 2032-07-01      | 2.5000%  | 0.0000% | $9331.10           | $9064.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7070 | 2051-04-01      | 3.0000%  | 0.0000% | $13606715.31       | $12366544.85       | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $47.91             | $46.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $212.16            | $209.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3984 | 2035-04-01      | 2.5000%  | 0.0000% | $51.54             | $49.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $261.42            | $262.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $6269.31           | $5982.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $9808.75           | $8940.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $3174306.93        | $2871097.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $115332.47         | $104315.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8440 | 2052-08-01      | 4.5000%  | 0.0000% | $1117105.55        | $1101750.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY8318 | 2053-08-01      | 6.0000%  | 0.0000% | $204.30            | $211.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  | 0.0000% | $9703105.73        | $10138901.31       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $42.81             | $39.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $217.97            | $223.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  | 0.0000% | $51.42             | $49.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0146 | 2043-09-01      | 3.5000%  | 0.0000% | $177.90            | $171.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785089 M     | 2047-01-20      | 4.0000%  | 0.0000% | $2818463.37        | $2738019.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB6076 | 2042-09-01      | 3.5000%  | 0.0000% | $1221391.93        | $1165864.61        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB9207 X     | 2042-11-15      | 3.0000%  | 0.0000% | $28.95             | $26.39             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $875.43            | $838.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  | 0.0000% | $933882.49         | $985551.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA3953 | 2030-03-01      | 2.5000%  | 0.0000% | $8400.85           | $8200.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  | 0.0000% | $28.65             | $26.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785731 C     | 2051-10-20      | 3.0000%  | 0.0000% | $7777655.59        | $6950400.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CKMA3811 | 2049-10-01      | 3.0000%  | 0.0000% | $25.86             | $22.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0030 | 2051-04-01      | 2.5000%  | 0.0000% | $230.95            | $196.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0097 | 2055-03-01      | 5.5000%  | 0.0000% | $13312087.34       | $13709018.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9974 | 2054-12-01      | 6.0000%  | 0.0000% | $1983.37           | $2082.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9042 | 2054-08-01      | 5.5000%  | 0.0000% | $10114835.23       | $10463375.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  | 0.0000% | $61607.67          | $62989.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8316 | 2054-06-01      | 6.5000%  | 0.0000% | $37250.59          | $39179.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8291 | 2053-07-01      | 5.5000%  | 0.0000% | $247.54            | $255.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  | 0.0000% | $821212.80         | $845513.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $504.27            | $507.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6478 | 2051-10-01      | 2.5000%  | 0.0000% | $243.64            | $209.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | 0.0000% | $26474.95          | $27969.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $17706.84          | $16549.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $103809.41         | $93893.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7735 | 2055-11-01      | 5.5000%  | 0.0000% | $285.41            | $292.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQZ7350 | 2055-11-01      | 7.0000%  | 0.0000% | $1971911.65        | $2100388.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4961 | 2055-10-01      | 5.5000%  | 0.0000% | $278.12            | $283.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ2149 | 2055-09-01      | 5.0000%  | 0.0000% | $283.93            | $285.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1917 | 2055-09-01      | 6.5000%  | 0.0000% | $385795.31         | $406465.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1314 | 2055-08-01      | 5.5000%  | 0.0000% | $274.30            | $283.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7735 | 2055-07-01      | 6.0000%  | 0.0000% | $267.49            | $278.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5658 | 2055-05-01      | 5.5000%  | 0.0000% | $271.89            | $277.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4270 | 2055-05-01      | 6.5000%  | 0.0000% | $244890.00         | $260256.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4054 | 2055-05-01      | 6.0000%  | 0.0000% | $1170222.26        | $1209178.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | 0.0000% | $4458290.70        | $4551439.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY3439 | 2055-05-01      | 6.5000%  | 0.0000% | $950669.88         | $1001086.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX2475 | 2055-01-01      | 6.5000%  | 0.0000% | $10327347.13       | $10850795.61       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5885 | 2040-11-01      | 4.5000%  | 0.0000% | $279.78            | $281.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  | 0.0000% | $7217324.23        | $7358807.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $2111534.49        | $2180427.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA2939 | 2027-03-01      | 3.0000%  | 0.0000% | $22866.26          | $22759.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2737 | 2046-09-01      | 3.0000%  | 0.0000% | $50.31             | $45.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQMA0708 | 2041-03-01      | 4.5000%  | 0.0000% | $32413.62          | $32582.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CKMA0185 | 2039-08-01      | 5.5000%  | 0.0000% | $10.53             | $10.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  | 0.0000% | $595084.03         | $582636.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB3658 | 2041-10-01      | 3.5000%  | 0.0000% | $8395.53           | $8026.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995067 | 2036-09-01      | 6.0000%  | 0.0000% | $44896.56          | $46925.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.600 CA908287 | 2036-12-01      | 5.6000%  | 0.0000% | $35.61             | $36.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL908133 | 2036-11-01      | 8.0000%  | 0.0000% | $5.15              | $5.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3834 | 2052-09-01      | 4.5000%  | 0.0000% | $975246.29         | $965986.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CI890790 | 2032-08-01      | 3.0000%  | 0.0000% | $43.66             | $42.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $30.74             | $29.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA8158 | 2054-03-01      | 5.5000%  | 0.0000% | $1451.46           | $1480.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1885 | 2052-02-01      | 2.5000%  | 0.0000% | $235.21            | $200.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2361 | 2053-02-01      | 6.0000%  | 0.0000% | $161861.20         | $171378.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2138 | 2053-01-01      | 5.5000%  | 0.0000% | $42405.00          | $43766.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  | 0.0000% | $12225.66          | $12380.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $16238.91          | $15242.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTSC0340 | 2042-09-01      | 3.0000%  | 0.0000% | $12583.06          | $11809.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8278 | 2039-01-01      | 5.5000%  | 0.0000% | $73852.20          | $76103.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $487.82            | $476.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  | 0.0000% | $10321.24          | $10244.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  | 0.0000% | $312.01            | $284.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0628 | 2043-02-01      | 3.5000%  | 0.0000% | $20.90             | $19.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0532 | 2042-06-01      | 4.0000%  | 0.0000% | $50.22             | $49.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2879 | 2052-08-01      | 3.0000%  | 0.0000% | $145973.19         | $132114.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $160.39            | $163.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $414252.22         | $382481.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $36518194.40       | $30359206.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  | 0.0000% | $16662.16          | $16602.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3006 | 2032-05-01      | 3.5000%  | 0.0000% | $64085.93          | $63706.84          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04038 G | 2042-06-01      | 3.5000%  | 0.0000% | $9068.80           | $8756.31           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $37.76             | $38.91             | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $3.80              | $3.90              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $70.91             | $72.37             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $229.78            | $231.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0745 M     | 2055-11-20      | 5.0000%  | 0.0000% | $224499137.34      | $225366078.25      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0622 M     | 2055-09-20      | 5.0000%  | 0.0000% | $51867.09          | $52067.38          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0567 M     | 2055-08-20      | 5.5000%  | 0.0000% | $770.15            | $786.50            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0566 M     | 2055-08-20      | 5.0000%  | 0.0000% | $282.40            | $286.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $25082202.49       | $26086109.29       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $389431.54         | $395683.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $1125166.42        | $1129829.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $4099513.36        | $4020515.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5413 C     | 2055-12-20      | 5.5000%  | 0.0000% | $286.00            | $292.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0288 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1511247.44        | $1549537.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3593 C     | 2055-04-20      | 6.5000%  | 0.0000% | $10102.31          | $10630.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8359 C     | 2055-02-20      | 6.5000%  | 0.0000% | $82895.83          | $87228.35          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5565       | 2060-01-15      | 6.2000%  | 0.0000% | $283.67            | $307.67            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 770012 X     | 2028-12-15      | 3.0000%  | 0.0000% | $47.00             | $46.48             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $9476839.70        | $9662617.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4183 | 2055-05-01      | 6.5000%  | 0.0000% | $2984857.90        | $3142967.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2900 | 2055-09-01      | 6.0000%  | 0.0000% | $29123981.35       | $30223266.03       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0889 | 2055-04-01      | 6.0000%  | 0.0000% | $269.45            | $282.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0775 | 2054-05-01      | 6.0000%  | 0.0000% | $251.73            | $260.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0771 | 2054-03-01      | 6.0000%  | 0.0000% | $749.98            | $778.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9189 | 2055-11-01      | 5.0000%  | 0.0000% | $274.91            | $276.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $161.45            | $146.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1227 | 2054-04-01      | 6.0000%  | 0.0000% | $2246453.54        | $2326061.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | 0.0000% | $10455.64          | $10790.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7095 | 2053-09-01      | 5.0000%  | 0.0000% | $25655.65          | $25974.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $23.52             | $22.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3891 | 2040-01-01      | 3.5000%  | 0.0000% | $46.26             | $44.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $804320.16         | $769950.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  | 0.0000% | $1557156.82        | $1624444.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | 0.0000% | $90659.66          | $93049.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $4527244.08        | $4194512.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZA3588 | 2042-09-01      | 4.0000%  | 0.0000% | $8355.67           | $8196.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5603 | 2053-02-01      | 6.0000%  | 0.0000% | $191.06            | $197.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $1757810.61        | $1799031.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3229 | 2049-03-01      | 5.0000%  | 0.0000% | $71.19             | $73.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5262 | 2053-02-01      | 4.5000%  | 0.0000% | $229.59            | $228.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  | 0.0000% | $28.75             | $27.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4740 | 2048-08-01      | 4.0000%  | 0.0000% | $9131.65           | $8872.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7937 | 2052-09-01      | 5.0000%  | 0.0000% | $217.59            | $219.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  | 0.0000% | $28.61             | $27.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3382 | 2053-06-01      | 5.0000%  | 0.0000% | $249.79            | $252.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9494 | 2051-11-01      | 2.5000%  | 0.0000% | $214.51            | $185.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $121407.40         | $115292.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CT890756 | 2035-12-01      | 3.0000%  | 0.0000% | $20390.01          | $19393.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $228.92            | $226.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4804 | 2049-12-01      | 3.5000%  | 0.0000% | $87.88             | $83.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2239 | 2038-08-01      | 4.5000%  | 0.0000% | $61.72             | $62.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2189 | 2048-08-01      | 4.0000%  | 0.0000% | $200404.15         | $196453.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  | 0.0000% | $189.68            | $157.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9901 | 2055-11-01      | 5.5000%  | 0.0000% | $2447355.25        | $2504734.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ8104 | 2055-11-01      | 5.5000%  | 0.0000% | $1282310.84        | $1307448.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7795 | 2055-10-01      | 5.5000%  | 0.0000% | $4346142.66        | $4483421.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3650 | 2029-04-01      | 3.5000%  | 0.0000% | $19.28             | $19.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3465 | 2038-09-01      | 4.0000%  | 0.0000% | $91710.72          | $90726.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  | 0.0000% | $188994.11         | $183640.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY1255 | 2053-05-01      | 6.0000%  | 0.0000% | $202.54            | $213.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $57856771.97       | $55414251.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4938 | 2050-01-01      | 3.0000%  | 0.0000% | $3276206.34        | $2962267.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1146 | 2052-03-01      | 3.0000%  | 0.0000% | $207.75            | $187.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ8741 | 2055-11-01      | 5.5000%  | 0.0000% | $515136.78         | $526985.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $213.87            | $165.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  | 0.0000% | $168.10            | $138.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $89.79             | $80.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  | 0.0000% | $100.40            | $86.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3988 | 2040-04-01      | 3.0000%  | 0.0000% | $33439.83          | $31402.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  | 0.0000% | $32.91             | $32.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNMA4263 | 2031-02-01      | 1.5000%  | 0.0000% | $32230.52          | $30736.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2559 | 2051-12-01      | 3.0000%  | 0.0000% | $990715.69         | $888285.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2296 | 2052-01-01      | 3.5000%  | 0.0000% | $193.73            | $181.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $237.80            | $221.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $228.42            | $230.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | 0.0000% | $2517.89           | $2382.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7501 | 2049-07-01      | 4.0000%  | 0.0000% | $67.22             | $65.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3978 | 2050-07-01      | 4.0000%  | 0.0000% | $77.99             | $75.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3279 | 2045-10-01      | 3.5000%  | 0.0000% | $21637392.91       | $20727316.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2972 | 2044-12-01      | 4.0000%  | 0.0000% | $94.73             | $93.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3572 | 2049-09-01      | 4.5000%  | 0.0000% | $71.87             | $71.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3493 | 2035-05-01      | 3.5000%  | 0.0000% | $74.58             | $73.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1317 | 2048-10-01      | 4.0000%  | 0.0000% | $58.88             | $57.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3190 | 2055-10-01      | 6.0000%  | 0.0000% | $4842538.35        | $5074859.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  | 0.0000% | $273.67            | $289.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1503 | 2053-09-01      | 6.0000%  | 0.0000% | $245.96            | $254.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0882 | 2055-03-01      | 5.5000%  | 0.0000% | $544873.72         | $557912.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  | 0.0000% | $46.02             | $43.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA1427 | 2033-03-01      | 3.0000%  | 0.0000% | $55.95             | $54.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0909 | 2053-03-01      | 6.0000%  | 0.0000% | $195.06            | $202.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | 0.0000% | $22572.33          | $22679.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX4207 | 2053-01-01      | 5.0000%  | 0.0000% | $221.94            | $225.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX0433 | 2052-11-01      | 6.0000%  | 0.0000% | $164.85            | $172.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9887 | 2052-10-01      | 5.0000%  | 0.0000% | $215.65            | $217.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  | 0.0000% | $715233.86         | $685768.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU8890 | 2052-04-01      | 2.5000%  | 0.0000% | $242.25            | $207.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ6629 | 2051-10-01      | 2.5000%  | 0.0000% | $2582410.22        | $2236538.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7294 | 2050-10-01      | 2.5000%  | 0.0000% | $6314514.96        | $5474623.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6631 | 2050-08-01      | 2.0000%  | 0.0000% | $20519009.96       | $16991846.87       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6582 | 2050-08-01      | 2.5000%  | 0.0000% | $30446625.85       | $26380763.13       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6265 | 2050-07-01      | 2.5000%  | 0.0000% | $15735479.33       | $13623783.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  | 0.0000% | $59093.93          | $55046.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1448 | 2052-04-01      | 4.0000%  | 0.0000% | $188.98            | $181.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5544 | 2053-02-01      | 4.5000%  | 0.0000% | $224.73            | $222.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7302 | 2042-12-01      | 3.5000%  | 0.0000% | $689278.97         | $660928.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR1400 | 2043-01-01      | 3.5000%  | 0.0000% | $630860.17         | $609728.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6931 | 2053-08-01      | 6.5000%  | 0.0000% | $226.38            | $240.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB5093 | 2050-11-01      | 2.5000%  | 0.0000% | $183.32            | $159.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $295.99            | $305.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6740 | 2053-07-01      | 5.5000%  | 0.0000% | $2677503.94        | $2751004.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $34997.77          | $31304.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6977 | 2050-09-01      | 2.0000%  | 0.0000% | $13119175.82       | $10763046.19       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $193.66            | $197.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9042 | 2048-11-01      | 4.0000%  | 0.0000% | $169321.29         | $163789.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | 0.0000% | $268.96            | $275.56            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI7410       | 2060-07-15      | 5.5000%  | 0.0000% | $465793.66         | $483533.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $40591.72          | $38734.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7111 | 2055-10-01      | 5.5000%  | 0.0000% | $1657243.20        | $1708571.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0885 | 2055-10-01      | 6.0000%  | 0.0000% | $285.47            | $295.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  | 0.0000% | $306.72            | $263.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784134 M     | 2045-12-20      | 4.0000%  | 0.0000% | $26.72             | $25.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  | 0.0000% | $271964.86         | $223358.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4598 | 2055-08-01      | 6.0000%  | 0.0000% | $275.84            | $289.18            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783639 X     | 2042-06-15      | 4.0000%  | 0.0000% | $16.39             | $15.99             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726917 X     | 2039-11-15      | 4.5000%  | 0.0000% | $35.10             | $35.33             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 608732 X     | 2034-11-15      | 6.5000%  | 0.0000% | $6692.75           | $7197.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $36.93             | $39.82             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9183 C     | 2055-12-20      | 5.0000%  | 0.0000% | $285.71            | $288.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4071 C     | 2055-12-20      | 5.5000%  | 0.0000% | $3240245.43        | $3327046.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $17884.28          | $16548.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6711 M     | 2050-06-20      | 3.5000%  | 0.0000% | $69.18             | $64.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $31918427.77       | $29593063.93       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $10249446.86       | $10217130.35       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $28.18             | $27.22             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6221 M     | 2049-10-20      | 4.5000%  | 0.0000% | $33.51             | $33.56             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $31.81             | $30.85             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $50.25             | $47.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $1970.93           | $1880.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3214 | 2037-12-01      | 3.0000%  | 0.0000% | $42.53             | $40.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6237 | 2055-10-01      | 5.5000%  | 0.0000% | $285.18            | $291.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3166 | 2055-07-01      | 6.0000%  | 0.0000% | $173042.60         | $178986.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9774 | 2055-08-01      | 5.5000%  | 0.0000% | $284.65            | $290.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8768 | 2055-11-01      | 5.5000%  | 0.0000% | $283.24            | $289.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7865 | 2055-01-01      | 5.5000%  | 0.0000% | $7354.57           | $7498.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3824 | 2054-11-01      | 5.0000%  | 0.0000% | $273.34            | $274.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0900 | 2054-08-01      | 5.5000%  | 0.0000% | $261.75            | $267.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8982 | 2054-08-01      | 6.0000%  | 0.0000% | $218.10            | $227.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8509 | 2046-12-01      | 3.0000%  | 0.0000% | $300633.40         | $276853.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  | 0.0000% | $1053845.59        | $967228.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAL4577 | 2034-01-01      | 4.5000%  | 0.0000% | $13241.49          | $13387.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ4044 | 2041-10-01      | 4.0000%  | 0.0000% | $32.45             | $31.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ3120 | 2041-10-01      | 4.5000%  | 0.0000% | $27.75             | $28.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  | 0.0000% | $20.55             | $20.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  | 0.0000% | $1.76              | $1.81              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $4371.94           | $4107.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6965 | 2054-11-01      | 5.5000%  | 0.0000% | $501367.35         | $514408.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6905 | 2054-11-01      | 6.0000%  | 0.0000% | $3923368.79        | $4072260.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $19768.12          | $19452.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | 0.0000% | $9789.91           | $9119.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0450 | 2055-10-01      | 6.0000%  | 0.0000% | $1324619.24        | $1372869.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1677 | 2053-05-01      | 4.5000%  | 0.0000% | $270.49            | $266.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIQO3664 | 2040-05-01      | 5.5000%  | 0.0000% | $144165.62         | $149167.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3659 C     | 2055-11-20      | 6.5000%  | 0.0000% | $285.47            | $293.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ8257 | 2055-11-01      | 4.5000%  | 0.0000% | $284.91            | $281.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0773 | 2054-04-01      | 5.0000%  | 0.0000% | $464.79            | $470.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX7524 | 2055-02-01      | 6.5000%  | 0.0000% | $223.13            | $236.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  | 0.0000% | $254672.26         | $259702.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7478 | 2055-01-01      | 6.0000%  | 0.0000% | $2398234.87        | $2502701.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6618 | 2055-09-01      | 6.0000%  | 0.0000% | $2839669.22        | $2957700.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0624 | 2055-05-01      | 6.0000%  | 0.0000% | $284.85            | $295.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9145 | 2055-11-01      | 5.0000%  | 0.0000% | $2096579.09        | $2105134.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6296 | 2055-10-01      | 6.0000%  | 0.0000% | $285.47            | $298.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  | 0.0000% | $2479349.96        | $2552325.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1318 C     | 2055-04-20      | 5.0000%  | 0.0000% | $554095.90         | $557515.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M     | 2055-10-20      | 6.0000%  | 0.0000% | $284.09            | $291.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ2115 | 2055-09-01      | 5.0000%  | 0.0000% | $283.04            | $284.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9225 | 2055-11-01      | 5.5000%  | 0.0000% | $287.73            | $293.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2096 | 2055-10-01      | 6.0000%  | 0.0000% | $1851879.20        | $1942987.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0191 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1121551.71        | $1162890.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0564 | 2055-06-01      | 5.5000%  | 0.0000% | $285.19            | $294.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  | 0.0000% | $266.54            | $262.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY9384 | 2055-08-01      | 5.5000%  | 0.0000% | $5164634.80        | $5272541.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $29082718.68       | $29202442.55       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $962095.22         | $1013778.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD5749 | 2046-08-01      | 3.5000%  | 0.0000% | $2343672.61        | $2248628.88        | Agency Mortgage-Backed Securities         |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $28.57             | $23.21             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $28.57             | $25.72             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | 0.0000% | $28.57             | $28.43             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | 0.0000% | $368228.57         | $368250.32         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  | 0.0000% | $1827.58           | $1758.05           | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  | 0.0000% | $23.41             | $15.89             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $140.87            | $98.10             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/34        | 2034-02-15      | 0.0000%  | 0.0000% | $286434.08         | $204569.21         | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $909941.98         | $937421.17         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $28.57             | $28.91             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $19085.71          | $18895.30          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $28.57             | $26.46             | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 48            | 2048-02-15      | 1.0000%  | 0.0000% | $2422153.11        | $1784615.77        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $189685.71         | $134619.95         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  | 0.0000% | $39.91             | $33.73             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $28.57             | $25.18             | U.S. Treasuries (including strips)        |

### Security 97: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_3.88_0107
- **C.18 - Value (incl. sponsor support):** $298000000.00
- **C.18.a - Value (excl. sponsor support):** $298000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.0677%  | 0.0000% | $443.51            | $445.53            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-211 FD     | 2055-12-20      | 5.1909%  | 0.0000% | $14900000.00       | $15149650.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-210 FC     | 2055-12-20      | 5.2500%  | 0.0000% | $3415036.49        | $3478819.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-170 FA     | 2055-10-20      | 4.9677%  | 0.0000% | $13076558.94       | $13123763.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-205 FD     | 2055-11-20      | 5.1747%  | 0.0000% | $10350925.85       | $10360398.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-063 LD     | 2053-07-20      | 5.2500%  | 0.0000% | $824973.84         | $833401.78         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  | 0.0000% | $12596.30          | $13328.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  | 0.0000% | $408640.69         | $428270.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  | 0.0000% | $161302.63         | $166813.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  | 0.0000% | $85353.31          | $86874.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  | 0.0000% | $162388.25         | $169998.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  | 0.0000% | $82228.63          | $85085.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  | 0.0000% | $27784.33          | $25483.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  | 0.0000% | $41079.34          | $40140.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  | 0.0000% | $648485.24         | $623819.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $5376.27           | $4995.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  | 0.0000% | $4660.02           | $4749.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $66.14             | $63.66             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $11.33             | $11.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  | 0.0000% | $268111.25         | $278595.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  | 0.0000% | $288.74            | $299.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  | 0.0000% | $383941.14         | $401719.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  | 0.0000% | $112742.98         | $115017.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  | 0.0000% | $120.91            | $123.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5688 | 2035-03-01      | 5.5000%  | 0.0000% | $123.87            | $127.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $1592690.92        | $1557461.13        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  | 0.0000% | $121063.01         | $123933.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  | 0.0000% | $3981493.76        | $4123387.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  | 0.0000% | $601386.93         | $621771.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $109.39            | $108.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  | 0.0000% | $115345.95         | $121735.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $8323.91           | $8523.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  | 0.0000% | $398906.44         | $360455.85         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  | 0.0000% | $53049.82          | $51715.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $119.73            | $122.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  | 0.0000% | $112.87            | $114.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  | 0.0000% | $28.49             | $27.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  | 0.0000% | $33.28             | $33.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | 0.0000% | $479101.04         | $469072.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | 0.0000% | $2.41              | $2.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  | 0.0000% | $182235.67         | $182845.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6218 | 2055-10-01      | 5.5000%  | 0.0000% | $234985.37         | $241659.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  | 0.0000% | $209761.38         | $217122.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  | 0.0000% | $173560.08         | $175229.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  | 0.0000% | $577.53            | $592.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  | 0.0000% | $59189.15          | $62712.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  | 0.0000% | $192749.25         | $194794.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  | 0.0000% | $240988.50         | $249772.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  | 0.0000% | $145623.76         | $154923.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  | 0.0000% | $192242.50         | $202370.16         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $2.28              | $2.35              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $96749.87          | $100251.38         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  | 0.0000% | $228023.10         | $222359.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $74.48             | $74.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  | 0.0000% | $248095.94         | $251369.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $201529.34         | $204190.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  | 0.0000% | $1705496.47        | $1775336.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  | 0.0000% | $50683.61          | $45683.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $16.97             | $16.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  | 0.0000% | $183706.30         | $194253.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  | 0.0000% | $14.94             | $15.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  | 0.0000% | $20605413.80       | $17081139.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  | 0.0000% | $131.54            | $136.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  | 0.0000% | $137.02            | $139.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  | 0.0000% | $2718781.31        | $2857178.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  | 0.0000% | $251179.43         | $263831.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $324867.34         | $336749.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  | 0.0000% | $1172029.30        | $1203489.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  | 0.0000% | $886289.21         | $927262.07         | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $15949407.00       | $16088647.51       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $102950149.40      | $105873933.64      | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $1019219.60        | $1051008.44        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $2797132.30        | $2815054.16        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | 0.0000% | $16702.90          | $16605.85          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $68093.00          | $64862.22          | U.S. Treasuries (including strips)        |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  | 0.0000% | $2184563.50        | $2128442.06        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $97881750.50       | $99671221.44       | U.S. Treasuries (including strips)        |

### Security 98: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_3.90_0107
- **C.18 - Value (incl. sponsor support):** $299500000.00
- **C.18.a - Value (excl. sponsor support):** $299500000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-020 PF     | 2053-02-20      | 4.6677%  | 0.0000% | $3408680.03        | $3398659.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-097 FA     | 2055-06-20      | 5.3677%  | 0.0000% | $3787798.02        | $3822418.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 CF     | 2055-09-20      | 5.0677%  | 0.0000% | $17175364.50       | $17266178.36       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 5.0677%  | 0.0000% | $1190582.91        | $1200956.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.3177%  | 0.0000% | $2531440.31        | $2543069.33        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLRA8795 | 2053-04-01      | 5.5000%  | 0.0000% | $472065.64         | $486680.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9829 | 2047-03-01      | 4.0000%  | 0.0000% | $22.48             | $21.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $120.45            | $124.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5061 | 2055-10-01      | 4.5000%  | 0.0000% | $2144403.63        | $2116562.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  | 0.0000% | $142.85            | $146.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRQ0081 | 2056-01-01      | 3.5000%  | 0.0000% | $149.75            | $139.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8195 | 2055-09-01      | 6.5000%  | 0.0000% | $149.30            | $157.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3831 | 2055-01-01      | 6.0000%  | 0.0000% | $1279232.26        | $1324164.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4169 | 2051-04-01      | 3.0000%  | 0.0000% | $149.75            | $134.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8397 | 2054-01-01      | 6.5000%  | 0.0000% | $73.67             | $76.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0717 | 2055-04-01      | 6.5000%  | 0.0000% | $140.52            | $149.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  | 0.0000% | $124.03            | $128.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSL1618 | 2054-12-01      | 7.0000%  | 0.0000% | $968023.58         | $1039958.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB0032 | 2032-09-01      | 3.5000%  | 0.0000% | $3971.45           | $3967.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  | 0.0000% | $7556.94           | $7740.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7002 | 2054-01-01      | 6.5000%  | 0.0000% | $119.53            | $126.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1516 | 2054-04-01      | 6.0000%  | 0.0000% | $1422944.40        | $1477817.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0534 | 2055-11-01      | 5.0000%  | 0.0000% | $1035043.40        | $1040646.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0248 | 2054-01-01      | 5.0000%  | 0.0000% | $135.92            | $136.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6976 | 2055-11-01      | 5.5000%  | 0.0000% | $151.43            | $154.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  | 0.0000% | $154.65            | $158.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  | 0.0000% | $2107432.95        | $2116426.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ7980 | 2055-11-01      | 5.0000%  | 0.0000% | $515509.42         | $518244.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5316 | 2048-03-01      | 3.5000%  | 0.0000% | $12241.63          | $11538.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3068 | 2055-11-01      | 5.0000%  | 0.0000% | $4085075.55        | $4121231.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3275 | 2055-02-01      | 5.5000%  | 0.0000% | $142.09            | $146.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2945 | 2056-01-01      | 5.0000%  | 0.0000% | $2315430.16        | $2328458.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3710 | 2052-11-01      | 3.5000%  | 0.0000% | $4210039.90        | $3961898.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1509 | 2055-11-01      | 5.0000%  | 0.0000% | $160.27            | $162.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL3815 | 2053-01-01      | 3.0000%  | 0.0000% | $151.55            | $134.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ7658 | 2055-11-01      | 6.0000%  | 0.0000% | $2278250.38        | $2357581.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5942 | 2056-01-01      | 4.0000%  | 0.0000% | $10914.23          | $10414.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8932 | 2052-04-01      | 3.5000%  | 0.0000% | $1005487.13        | $939684.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $1792757.23        | $1854679.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5101 | 2055-02-01      | 6.0000%  | 0.0000% | $816025.01         | $850803.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  | 0.0000% | $816.33            | $839.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY4736 | 2055-06-01      | 5.0000%  | 0.0000% | $146.77            | $147.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1028 | 2055-09-01      | 6.0000%  | 0.0000% | $148.12            | $155.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3244 | 2056-01-01      | 5.5000%  | 0.0000% | $151.40            | $155.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $720667.04         | $744755.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  | 0.0000% | $17946.00          | $18917.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX1757 | 2054-12-01      | 6.5000%  | 0.0000% | $7169.56           | $7559.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5916 | 2040-12-01      | 5.0000%  | 0.0000% | $154.57            | $157.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5834 | 2045-09-01      | 5.5000%  | 0.0000% | $142.72            | $146.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $1004.62           | $958.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $4150670.24        | $4292079.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $116.08            | $118.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQC5851 | 2051-08-01      | 4.5000%  | 0.0000% | $101563.17         | $100240.72         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q32293 G | 2045-03-01      | 3.0000%  | 0.0000% | $25934.32          | $24023.74          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Z40266 G | 2043-12-01      | 3.5000%  | 0.0000% | $130.22            | $125.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3631 | 2052-07-01      | 3.0000%  | 0.0000% | $336485.37         | $299333.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $123.86            | $124.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $114.41            | $117.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $113.32            | $115.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $158392.32         | $151949.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2313 | 2055-09-01      | 6.0000%  | 0.0000% | $1124204.16        | $1177793.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1570 | 2055-07-01      | 6.0000%  | 0.0000% | $136.80            | $141.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1180 | 2055-05-01      | 6.0000%  | 0.0000% | $136.77            | $143.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0620 | 2055-03-01      | 5.5000%  | 0.0000% | $136411.66         | $140426.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0365 | 2054-12-01      | 6.5000%  | 0.0000% | $131.38            | $140.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0783 | 2050-04-01      | 3.5000%  | 0.0000% | $139.32            | $131.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9255 | 2055-10-01      | 5.5000%  | 0.0000% | $317932.99         | $324752.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9220 | 2055-11-01      | 5.5000%  | 0.0000% | $149.58            | $153.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQZ8762 | 2055-11-01      | 3.5000%  | 0.0000% | $5178.79           | $4824.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8916 | 2055-11-01      | 6.5000%  | 0.0000% | $150.57            | $158.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ8029 | 2055-11-01      | 6.0000%  | 0.0000% | $967.80            | $1014.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ5749 | 2055-10-01      | 6.5000%  | 0.0000% | $146528.15         | $153128.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3385 | 2055-09-01      | 6.0000%  | 0.0000% | $1075150.16        | $1112716.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3988 | 2040-04-01      | 3.0000%  | 0.0000% | $34264.63          | $32177.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA3250 | 2028-01-01      | 3.0000%  | 0.0000% | $5784.89           | $5745.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2611 | 2031-05-01      | 2.5000%  | 0.0000% | $15.77             | $15.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA0895 | 2031-11-01      | 3.5000%  | 0.0000% | $10208.58          | $10100.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1444 | 2055-11-01      | 5.5000%  | 0.0000% | $148.27            | $152.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0137 | 2055-01-01      | 6.5000%  | 0.0000% | $1549111.44        | $1618842.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0136 | 2055-01-01      | 6.5000%  | 0.0000% | $130.87            | $136.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9881 | 2053-05-01      | 4.5000%  | 0.0000% | $128.14            | $127.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7211 | 2054-02-01      | 6.0000%  | 0.0000% | $599522.17         | $633836.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3458 | 2050-08-01      | 3.5000%  | 0.0000% | $1654980.65        | $1567062.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2769 | 2051-06-01      | 2.0000%  | 0.0000% | $119.50            | $97.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0927 | 2051-05-01      | 3.0000%  | 0.0000% | $111.55            | $99.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8404 | 2051-08-01      | 3.5000%  | 0.0000% | $39102.06          | $36880.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM6264 | 2036-02-01      | 3.0000%  | 0.0000% | $421441.13         | $410906.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5026 | 2050-12-01      | 2.0000%  | 0.0000% | $122964.99         | $101994.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4529 | 2050-10-01      | 2.5000%  | 0.0000% | $1335089.65        | $1153679.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3638 | 2050-01-01      | 3.5000%  | 0.0000% | $1015222.74        | $956685.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  | 0.0000% | $254114.49         | $269108.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $307375.69         | $314815.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0532 | 2046-06-01      | 4.5000%  | 0.0000% | $500685.82         | $503818.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1386 | 2055-12-01      | 5.5000%  | 0.0000% | $1480602.21        | $1517049.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0415 | 2055-12-01      | 5.0000%  | 0.0000% | $336226.19         | $337369.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0880 | 2055-12-01      | 5.0000%  | 0.0000% | $882899.64         | $886996.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0038 | 2040-11-01      | 5.0000%  | 0.0000% | $1850551.04        | $1883799.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIRR0001 | 2040-06-01      | 4.5000%  | 0.0000% | $77588.40          | $78005.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  | 0.0000% | $3893978.17        | $3970313.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $141.28            | $145.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5611 | 2055-12-01      | 5.5000%  | 0.0000% | $1515918.05        | $1556349.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4813 | 2055-09-01      | 6.5000%  | 0.0000% | $3833121.39        | $4110411.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3997 | 2055-04-01      | 5.0000%  | 0.0000% | $1008472.67        | $1013994.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  | 0.0000% | $1659623.03        | $1753533.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  | 0.0000% | $125.60            | $130.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0227 | 2053-11-01      | 6.5000%  | 0.0000% | $231955.69         | $243693.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0249 | 2053-11-01      | 6.0000%  | 0.0000% | $77844.58          | $80746.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3889 | 2049-06-01      | 3.5000%  | 0.0000% | $151.25            | $143.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3882 | 2055-12-01      | 5.5000%  | 0.0000% | $7265563.16        | $7466044.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3389 | 2055-09-01      | 5.5000%  | 0.0000% | $8224508.45        | $8466591.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1968 | 2054-07-01      | 6.0000%  | 0.0000% | $1717866.27        | $1813053.24        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $1.64              | $1.71              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4504 | 2053-08-01      | 6.5000%  | 0.0000% | $118.08            | $126.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $122.27            | $121.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  | 0.0000% | $93.92             | $97.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5826 | 2051-09-01      | 2.5000%  | 0.0000% | $107.90            | $92.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1156 | 2051-07-01      | 3.5000%  | 0.0000% | $783340.00         | $741405.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG4367 | 2053-06-01      | 7.0000%  | 0.0000% | $102.36            | $110.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $122.27            | $108.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6117 | 2049-10-01      | 5.0000%  | 0.0000% | $419117.77         | $428145.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5446 | 2050-08-01      | 4.0000%  | 0.0000% | $1478806.81        | $1413217.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA7804 | 2052-08-01      | 5.5000%  | 0.0000% | $1823886.87        | $1868481.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  | 0.0000% | $18803.36          | $18230.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1076 | 2052-01-01      | 3.0000%  | 0.0000% | $1575512.80        | $1417016.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0039 | 2051-04-01      | 2.5000%  | 0.0000% | $1686947.24        | $1446009.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3022 | 2050-10-01      | 2.0000%  | 0.0000% | $93.32             | $77.43             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G07642 G | 2041-10-01      | 5.0000%  | 0.0000% | $7641.83           | $7912.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB8251 | 2051-02-01      | 2.0000%  | 0.0000% | $94.30             | $78.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6101 | 2050-09-01      | 3.0000%  | 0.0000% | $350122.89         | $320570.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1185 | 2051-10-01      | 3.0000%  | 0.0000% | $788011.40         | $701911.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $118.38            | $116.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  | 0.0000% | $10499.05          | $10345.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF0478 | 2052-09-01      | 5.0000%  | 0.0000% | $1933289.65        | $1948826.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8196 | 2052-03-01      | 2.0000%  | 0.0000% | $173942.75         | $141411.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  | 0.0000% | $102.10            | $87.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  | 0.0000% | $27.10             | $25.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1949 | 2049-03-01      | 5.0000%  | 0.0000% | $39493.20          | $40342.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8598 | 2031-02-01      | 3.0000%  | 0.0000% | $41.13             | $40.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS6793 | 2028-04-01      | 2.5000%  | 0.0000% | $29960.57          | $29653.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS7106 | 2030-02-01      | 3.5000%  | 0.0000% | $41386.23          | $41218.31          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  | 0.0000% | $17.17             | $16.47             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC T60772 G | 2042-02-01      | 3.5000%  | 0.0000% | $146952.46         | $138981.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3425 | 2056-01-01      | 5.5000%  | 0.0000% | $150.05            | $153.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3424 | 2056-01-01      | 5.0000%  | 0.0000% | $149.75            | $151.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3001 | 2055-12-01      | 5.5000%  | 0.0000% | $149.75            | $153.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2535 | 2056-01-01      | 5.0000%  | 0.0000% | $149.75            | $150.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2646 | 2056-01-01      | 6.5000%  | 0.0000% | $149.75            | $157.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA1665 | 2055-12-01      | 5.0000%  | 0.0000% | $4208590.92        | $4245183.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3118 | 2055-10-01      | 6.0000%  | 0.0000% | $147.32            | $153.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2932 | 2055-09-01      | 5.5000%  | 0.0000% | $3541408.62        | $3622897.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2771 | 2055-04-01      | 6.5000%  | 0.0000% | $75331.40          | $79116.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2525 | 2055-09-01      | 5.5000%  | 0.0000% | $2537617.03        | $2609967.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2515 | 2055-04-01      | 5.5000%  | 0.0000% | $151.52            | $156.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $122.25            | $117.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $151450.02         | $156931.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $204069.89         | $177212.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  | 0.0000% | $122667.58         | $128365.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6671 | 2052-04-01      | 3.0000%  | 0.0000% | $728805.23         | $665589.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  | 0.0000% | $110.55            | $114.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1353 | 2052-06-01      | 3.5000%  | 0.0000% | $1351999.80        | $1270519.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  | 0.0000% | $109.57            | $110.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  | 0.0000% | $228834.99         | $227821.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $1456455.33        | $1356705.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  | 0.0000% | $247443.25         | $202451.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8631 | 2056-01-01      | 5.0000%  | 0.0000% | $205141.03         | $207038.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  | 0.0000% | $1271806.38        | $1308932.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9318 | 2054-10-01      | 5.5000%  | 0.0000% | $1163816.56        | $1205213.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  | 0.0000% | $897419.25         | $945515.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $55698.97          | $56918.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  | 0.0000% | $1490127.20        | $1481596.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $857.47            | $892.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  | 0.0000% | $1279628.71        | $1326270.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  | 0.0000% | $896905.24         | $944226.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  | 0.0000% | $223.13            | $184.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $751763.90         | $757767.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  | 0.0000% | $756501.14         | $687611.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7567 | 2050-11-01      | 2.0000%  | 0.0000% | $4573.36           | $3759.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $5334997.41        | $4597286.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX1148 | 2052-11-01      | 5.0000%  | 0.0000% | $1215563.44        | $1228881.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  | 0.0000% | $1780332.86        | $1822251.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  | 0.0000% | $20.59             | $19.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  | 0.0000% | $28.83             | $28.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF6250 | 2055-12-01      | 5.0000%  | 0.0000% | $149.53            | $151.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  | 0.0000% | $2108412.47        | $2176604.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  | 0.0000% | $243884.80         | $250943.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8896 | 2055-09-01      | 6.0000%  | 0.0000% | $3940316.43        | $4125865.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  | 0.0000% | $86850.26          | $89009.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4904 | 2053-10-01      | 6.0000%  | 0.0000% | $139.78            | $144.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $15.62             | $15.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  | 0.0000% | $22.01             | $21.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6026 | 2055-08-01      | 6.0000%  | 0.0000% | $149.09            | $153.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  | 0.0000% | $23.59             | $22.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $5.03              | $5.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  | 0.0000% | $9.77              | $10.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545189 | 2031-08-01      | 7.5000%  | 0.0000% | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI5955 | 2054-05-01      | 6.0000%  | 0.0000% | $117.04            | $121.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTQK0914 | 2041-07-01      | 2.0000%  | 0.0000% | $77692.79          | $68018.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7685 | 2054-11-01      | 5.5000%  | 0.0000% | $132.73            | $136.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ6653 | 2054-10-01      | 5.5000%  | 0.0000% | $146.67            | $149.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH0481 | 2053-09-01      | 5.5000%  | 0.0000% | $3790.76           | $3905.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  | 0.0000% | $128.53            | $114.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2782 | 2055-08-01      | 6.5000%  | 0.0000% | $140.53            | $147.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3076 | 2054-12-01      | 5.5000%  | 0.0000% | $137.69            | $141.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO4535 | 2040-11-01      | 4.5000%  | 0.0000% | $6981.71           | $7022.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL3855 | 2051-09-01      | 2.5000%  | 0.0000% | $397897.73         | $341064.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8660 | 2056-01-01      | 5.0000%  | 0.0000% | $155695.08         | $156890.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA1629 | 2055-12-01      | 5.0000%  | 0.0000% | $150.35            | $151.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQD7089 | 2052-02-01      | 3.5000%  | 0.0000% | $95.66             | $89.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD3221 | 2051-12-01      | 2.0000%  | 0.0000% | $110.04            | $91.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2936 | 2055-09-01      | 6.0000%  | 0.0000% | $149.51            | $155.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2200 | 2055-09-01      | 6.0000%  | 0.0000% | $150.14            | $156.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2209 | 2055-09-01      | 6.0000%  | 0.0000% | $149.80            | $156.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2165 | 2055-09-01      | 6.0000%  | 0.0000% | $42184.88          | $43776.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2632 | 2055-09-01      | 5.5000%  | 0.0000% | $148.80            | $152.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0237 | 2055-08-01      | 6.0000%  | 0.0000% | $356001.19         | $371790.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY4339 | 2055-05-01      | 5.0000%  | 0.0000% | $2539834.38        | $2551854.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0741 | 2055-04-01      | 6.5000%  | 0.0000% | $162866.97         | $174153.11         | Agency Mortgage-Backed Securities         |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $20597723.15       | $21182698.49       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $22374027.70       | $23071860.03       | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | 0.0000% | $102903138.45      | $102305238.42      | U.S. Treasuries (including strips)        |
| USTR BILL 01/20/26        | 2026-01-20      | 0.0000%  | 0.0000% | $3009301.13        | $3003423.96        | U.S. Treasuries (including strips)        |

### Security 99: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_4.08_0107
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 5.0742%  | 0.0000% | $2466486.84        | $2477864.00        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068CV R25F068 | 2036-08-25      | 5.0000%  | 0.0000% | $414711.01         | $416249.86         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 5.0742%  | 0.0000% | $1016163.10        | $1020757.88        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.9242%  | 0.0000% | $436320.33         | $437683.70         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.3983%  | 0.0000% | $1746729.62        | $1712463.70        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.4483%  | 0.0000% | $1150604.37        | $1131016.52        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.5483%  | 0.0000% | $293783.04         | $289885.27         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007BD R25F007 | 2052-02-25      | 5.0000%  | 0.0000% | $2224269.77        | $2239062.64        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.3742%  | 0.0000% | $1602715.78        | $1617740.76        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 5.0242%  | 0.0000% | $2339924.92        | $2350078.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.9742%  | 0.0000% | $969685.22         | $971588.74         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.9742%  | 0.0000% | $2556038.03        | $2561193.64        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.9242%  | 0.0000% | $2511885.23        | $2512125.61        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.8742%  | 0.0000% | $1133678.85        | $1139929.24        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 5.0242%  | 0.0000% | $3806830.34        | $3824533.49        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 5.0742%  | 0.0000% | $635831.08         | $638746.81         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 5.0742%  | 0.0000% | $2891276.25        | $2907217.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 5.1242%  | 0.0000% | $711755.50         | $715791.89         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.8242%  | 0.0000% | $2751909.55        | $2749837.45        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05563G 11/25/52 | 2052-11-25      | 5.0000%  | 0.0000% | $2927396.91        | $2951933.38        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.8142%  | 0.0000% | $646826.66         | $649544.21         | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  | 0.0000% | $429622.76         | $420771.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  | 0.0000% | $30.28             | $28.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $96.34             | $87.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8404 | 2051-01-01      | 3.0000%  | 0.0000% | $63454.68          | $57795.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7075 | 2049-07-01      | 4.0000%  | 0.0000% | $6060.74           | $5889.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC4807 | 2039-10-01      | 4.5000%  | 0.0000% | $1.28              | $1.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GL932168 | 2039-09-01      | 4.0000%  | 0.0000% | $13395.93          | $13316.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL906131 | 2037-01-01      | 6.0000%  | 0.0000% | $0.84              | $0.89              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1237 | 2032-11-01      | 3.0000%  | 0.0000% | $12.69             | $12.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  | 0.0000% | $3894.18           | $3489.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5449 | 2049-05-01      | 4.0000%  | 0.0000% | $51.39             | $49.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM6264 | 2036-02-01      | 3.0000%  | 0.0000% | $64.64             | $63.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  | 0.0000% | $60.32             | $54.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1028 | 2049-06-01      | 3.5000%  | 0.0000% | $11.73             | $11.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4135 | 2051-02-01      | 3.5000%  | 0.0000% | $137.50            | $129.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4126 | 2051-09-01      | 3.0000%  | 0.0000% | $4984782.41        | $4505849.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA4123 | 2052-05-01      | 2.5000%  | 0.0000% | $140.80            | $120.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $30638.60          | $31642.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1737 | 2054-08-01      | 5.0000%  | 0.0000% | $1577306.37        | $1582670.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFA0547 | 2052-04-01      | 1.5000%  | 0.0000% | $129.17            | $100.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9688 | 2056-01-01      | 5.0000%  | 0.0000% | $140.80            | $141.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  | 0.0000% | $4280041.68        | $4480189.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  | 0.0000% | $130.75            | $134.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2469 | 2054-09-01      | 6.5000%  | 0.0000% | $111.28            | $117.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | 0.0000% | $130.57            | $133.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1530 | 2054-05-01      | 6.5000%  | 0.0000% | $105.93            | $112.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | 0.0000% | $1987694.34        | $2029376.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1505 | 2054-05-01      | 5.0000%  | 0.0000% | $2053194.77        | $2077004.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0947 | 2054-02-01      | 6.5000%  | 0.0000% | $1962006.96        | $2073638.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0933 | 2054-02-01      | 6.0000%  | 0.0000% | $102.77            | $107.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  | 0.0000% | $1653.14           | $1701.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0855 | 2054-02-01      | 6.5000%  | 0.0000% | $105.10            | $110.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0852 | 2054-02-01      | 6.5000%  | 0.0000% | $114.95            | $122.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSL3604 | 2052-05-01      | 2.0000%  | 0.0000% | $140.80            | $116.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3391 | 2055-11-01      | 6.0000%  | 0.0000% | $135.22            | $140.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSL3335 | 2052-03-01      | 2.0000%  | 0.0000% | $136.88            | $111.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8669 | 2055-11-01      | 5.0000%  | 0.0000% | $139.95            | $141.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7390 | 2055-10-01      | 5.5000%  | 0.0000% | $1070.60           | $1103.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7062 | 2055-11-01      | 5.5000%  | 0.0000% | $139.80            | $142.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6866 | 2055-10-01      | 5.5000%  | 0.0000% | $137.25            | $140.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  | 0.0000% | $12.69             | $12.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4872 | 2053-06-01      | 5.5000%  | 0.0000% | $4094972.81        | $4217405.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $7332.45           | $6889.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7819 | 2051-12-01      | 2.0000%  | 0.0000% | $93.33             | $77.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0508 | 2055-08-01      | 6.0000%  | 0.0000% | $136.79            | $144.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  | 0.0000% | $137.15            | $144.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5129 | 2055-10-01      | 6.0000%  | 0.0000% | $5427724.27        | $5675874.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3527 | 2048-04-01      | 3.5000%  | 0.0000% | $140.80            | $132.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1365 | 2055-12-01      | 5.5000%  | 0.0000% | $138.60            | $143.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1404 | 2055-11-01      | 6.0000%  | 0.0000% | $136.82            | $143.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  | 0.0000% | $107.49            | $100.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $104.46            | $103.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $109.28            | $110.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  | 0.0000% | $92761.97          | $86691.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  | 0.0000% | $100.63            | $87.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS6639 | 2053-12-01      | 4.5000%  | 0.0000% | $838.12            | $825.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  | 0.0000% | $113.19            | $116.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  | 0.0000% | $7717.70           | $7189.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $13.21             | $12.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | 0.0000% | $87.08             | $72.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  | 0.0000% | $97.11             | $100.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  | 0.0000% | $33.36             | $30.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $1403.06           | $1438.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $12660.50          | $12971.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5181 | 2055-10-01      | 5.5000%  | 0.0000% | $136.02            | $138.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4961 | 2055-10-01      | 5.5000%  | 0.0000% | $2309522.85        | $2355702.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  | 0.0000% | $4254.15           | $4433.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  | 0.0000% | $137.23            | $145.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3230 | 2055-09-01      | 6.0000%  | 0.0000% | $135.15            | $140.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5154 | 2055-02-01      | 5.5000%  | 0.0000% | $4785071.01        | $4887698.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0163 | 2034-11-01      | 6.0000%  | 0.0000% | $2.82              | $2.95              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  | 0.0000% | $39555510.04       | $39690064.71       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $131.72            | $134.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  | 0.0000% | $1999726.24        | $2049422.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $250105.07         | $258175.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0527 | 2055-06-01      | 6.0000%  | 0.0000% | $4897744.56        | $5056529.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9098 | 2054-09-01      | 5.0000%  | 0.0000% | $121.38            | $122.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $61893.06          | $52723.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5843 | 2052-10-01      | 4.0000%  | 0.0000% | $115.88            | $111.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5625 | 2053-08-01      | 5.0000%  | 0.0000% | $54388.34          | $55330.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  | 0.0000% | $4987.79           | $4646.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  | 0.0000% | $16084096.07       | $16906202.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4687 | 2053-05-01      | 5.5000%  | 0.0000% | $113.55            | $116.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  | 0.0000% | $603.05            | $599.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $20828.87          | $18541.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  | 0.0000% | $7136.89           | $6794.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFM9827 | 2041-03-01      | 2.0000%  | 0.0000% | $92.66             | $81.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  | 0.0000% | $122.72            | $125.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ5492 | 2055-12-01      | 5.0000%  | 0.0000% | $140.67            | $141.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ5194 | 2055-11-01      | 5.0000%  | 0.0000% | $281.30            | $284.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5110 | 2055-10-01      | 6.5000%  | 0.0000% | $137.03            | $143.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5057 | 2055-10-01      | 4.5000%  | 0.0000% | $650181.14         | $644373.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  | 0.0000% | $16548.00          | $15927.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  | 0.0000% | $1525.15           | $1416.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS9321 | 2032-03-01      | 2.5000%  | 0.0000% | $3573.51           | $3458.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  | 0.0000% | $50.10             | $47.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  | 0.0000% | $36.98             | $35.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | 0.0000% | $29.92             | $28.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $4.61              | $4.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  | 0.0000% | $25928.34          | $24832.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  | 0.0000% | $15668.92          | $14371.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL9438 | 2031-09-01      | 3.5000%  | 0.0000% | $17.94             | $17.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  | 0.0000% | $20.31             | $19.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  | 0.0000% | $20.31             | $20.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  | 0.0000% | $39.04             | $37.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | 0.0000% | $24724.81          | $24323.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  | 0.0000% | $19.15             | $18.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  | 0.0000% | $72.11             | $77.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  | 0.0000% | $73.35             | $69.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1951 | 2048-07-01      | 4.0000%  | 0.0000% | $12620.66          | $12264.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $19224.95          | $18401.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  | 0.0000% | $25791.81          | $22095.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $114.55            | $112.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM7391 | 2036-05-01      | 2.5000%  | 0.0000% | $54.91             | $52.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  | 0.0000% | $9.89              | $9.73              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18492 G | 2029-01-01      | 3.0000%  | 0.0000% | $7.42              | $7.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  | 0.0000% | $4360.31           | $4325.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $106.82            | $100.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3744 | 2052-03-01      | 2.5000%  | 0.0000% | $5503.43           | $4693.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $2378424.46        | $2299345.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  | 0.0000% | $107.25            | $99.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  | 0.0000% | $15402.73          | $14623.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  | 0.0000% | $104.97            | $89.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3515 | 2052-05-01      | 3.5000%  | 0.0000% | $14149.50          | $13215.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  | 0.0000% | $88.88             | $94.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  | 0.0000% | $11905.63          | $10615.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $105.99            | $90.73             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5767 | 2030-12-01      | 4.2500%  | 0.0000% | $6655000.00        | $6723144.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  | 0.0000% | $110.14            | $112.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  | 0.0000% | $18681.27          | $19110.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  | 0.0000% | $86.17             | $90.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | 0.0000% | $107.49            | $108.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX3515 | 2055-10-01      | 6.0000%  | 0.0000% | $137.20            | $141.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  | 0.0000% | $110.56            | $106.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  | 0.0000% | $116.20            | $114.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CVAT5931 | 2028-06-01      | 2.5000%  | 0.0000% | $6.09              | $6.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  | 0.0000% | $84.79             | $69.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  | 0.0000% | $54.75             | $55.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4936 | 2055-11-01      | 6.5000%  | 0.0000% | $137.37            | $145.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3870 | 2055-10-01      | 6.0000%  | 0.0000% | $137.24            | $143.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3820 | 2055-12-01      | 5.0000%  | 0.0000% | $138.60            | $139.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1056 | 2055-10-01      | 5.5000%  | 0.0000% | $137.19            | $140.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0454 | 2055-10-01      | 6.0000%  | 0.0000% | $137.21            | $142.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9766 | 2055-09-01      | 5.5000%  | 0.0000% | $136.98            | $140.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7020 | 2055-04-01      | 6.0000%  | 0.0000% | $110.77            | $115.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  | 0.0000% | $5444363.25        | $4461713.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7514 | 2035-10-01      | 2.5000%  | 0.0000% | $67.67             | $64.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7342 | 2050-10-01      | 2.0000%  | 0.0000% | $90.77             | $74.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $84.43             | $69.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | 0.0000% | $4159.89           | $3409.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  | 0.0000% | $10993744.74       | $9016296.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6614 | 2050-08-01      | 3.0000%  | 0.0000% | $48.36             | $43.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  | 0.0000% | $43.04             | $41.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  | 0.0000% | $11254.52          | $10882.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  | 0.0000% | $26172.97          | $23664.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  | 0.0000% | $29.47             | $27.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  | 0.0000% | $11026.39          | $11151.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  | 0.0000% | $26.18             | $26.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4133 | 2052-03-01      | 2.5000%  | 0.0000% | $105.81            | $90.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  | 0.0000% | $90.85             | $77.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5577 | 2055-02-01      | 6.0000%  | 0.0000% | $135.64            | $140.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5036 | 2054-10-01      | 6.0000%  | 0.0000% | $119.64            | $125.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4989 | 2054-10-01      | 5.5000%  | 0.0000% | $4123388.85        | $4270083.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $90.89             | $94.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  | 0.0000% | $75.90             | $67.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT6598 | 2052-02-01      | 2.0000%  | 0.0000% | $7070.94           | $5746.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  | 0.0000% | $97.58             | $80.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBV6015 | 2055-08-01      | 7.0000%  | 0.0000% | $103.95            | $110.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  | 0.0000% | $2464.47           | $2458.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  | 0.0000% | $24.68             | $23.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  | 0.0000% | $75288.67          | $75269.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  | 0.0000% | $5371.33           | $5313.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  | 0.0000% | $0.98              | $1.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  | 0.0000% | $4322.54           | $4363.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  | 0.0000% | $38.59             | $36.92             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3118 | 2055-10-01      | 6.0000%  | 0.0000% | $135.27            | $140.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL2948 | 2055-10-01      | 5.0000%  | 0.0000% | $140.26            | $141.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5518 | 2055-10-01      | 5.5000%  | 0.0000% | $5379.29           | $5498.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $131.52            | $125.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.700 CA905475 | 2036-11-01      | 5.7000%  | 0.0000% | $6123.05           | $6216.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL891434 | 2036-03-01      | 5.0000%  | 0.0000% | $3.49              | $3.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888538 | 2037-01-01      | 5.5000%  | 0.0000% | $1.19              | $1.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL883993 | 2036-04-01      | 6.5000%  | 0.0000% | $0.72              | $0.76              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1672 | 2055-12-01      | 5.0000%  | 0.0000% | $140.68            | $142.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0690 | 2055-07-01      | 5.0000%  | 0.0000% | $134.85            | $136.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6178 | 2055-10-01      | 6.0000%  | 0.0000% | $163998.03         | $171070.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  | 0.0000% | $53395.47          | $53684.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  | 0.0000% | $81590.86          | $87495.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  | 0.0000% | $127.53            | $128.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  | 0.0000% | $125.49            | $117.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1463 | 2055-11-01      | 6.5000%  | 0.0000% | $137.21            | $146.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9338 | 2055-11-01      | 5.5000%  | 0.0000% | $701708.83         | $724196.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4119 | 2050-08-01      | 3.5000%  | 0.0000% | $140.80            | $132.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA0004 | 2055-12-01      | 6.0000%  | 0.0000% | $137.39            | $142.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3987 | 2056-01-01      | 5.5000%  | 0.0000% | $3384000.40        | $3497125.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4131 | 2055-05-01      | 6.5000%  | 0.0000% | $125.04            | $131.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  | 0.0000% | $2032941.67        | $2084676.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  | 0.0000% | $137.24            | $142.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  | 0.0000% | $140.01            | $142.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4997 | 2055-10-01      | 5.5000%  | 0.0000% | $353039.67         | $360611.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2775 | 2055-08-01      | 6.5000%  | 0.0000% | $130.41            | $137.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2645 | 2056-01-01      | 6.5000%  | 0.0000% | $137.50            | $144.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3692 | 2048-07-01      | 3.5000%  | 0.0000% | $140.80            | $135.09            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5916 | 2030-12-01      | 3.8300%  | 0.0000% | $3096912.50        | $3071501.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $4095.91           | $3991.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | 0.0000% | $25940396.21       | $26640095.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  | 0.0000% | $135140.68         | $145889.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  | 0.0000% | $6743.33           | $5546.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  | 0.0000% | $101.39            | $94.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3723 | 2055-03-01      | 5.5000%  | 0.0000% | $3960241.84        | $4065862.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4554 | 2055-07-01      | 5.5000%  | 0.0000% | $134.85            | $138.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1900 | 2055-10-01      | 5.0000%  | 0.0000% | $137.20            | $138.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5002 | 2055-10-01      | 6.0000%  | 0.0000% | $269.87            | $282.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  | 0.0000% | $136.47            | $145.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7179 | 2055-11-01      | 5.5000%  | 0.0000% | $137.26            | $140.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3180 | 2055-06-01      | 5.0000%  | 0.0000% | $139.09            | $141.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0698 | 2055-11-01      | 5.0000%  | 0.0000% | $139.84            | $141.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8061 | 2055-12-01      | 5.0000%  | 0.0000% | $768370.90         | $776148.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2439 | 2056-01-01      | 5.5000%  | 0.0000% | $137.50            | $140.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4133 | 2051-04-01      | 3.5000%  | 0.0000% | $140.80            | $133.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  | 0.0000% | $15948.61          | $16723.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3056 | 2054-12-01      | 5.0000%  | 0.0000% | $1576618.99        | $1594910.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4351 | 2055-06-01      | 5.0000%  | 0.0000% | $997375.96         | $1008794.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1051 | 2054-10-01      | 5.5000%  | 0.0000% | $132.58            | $137.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $134.90            | $128.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1598 | 2055-05-01      | 5.0000%  | 0.0000% | $136.27            | $138.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  | 0.0000% | $389.31            | $400.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1755 | 2055-07-01      | 6.0000%  | 0.0000% | $1667804.07        | $1725811.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  | 0.0000% | $137.18            | $143.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  | 0.0000% | $4349966.51        | $4435240.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  | 0.0000% | $109.69            | $114.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  | 0.0000% | $135.43            | $141.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  | 0.0000% | $86.86             | $93.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  | 0.0000% | $40.56             | $39.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  | 0.0000% | $65394.77          | $68344.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL849913 | 2035-09-01      | 5.0000%  | 0.0000% | $3.60              | $3.68              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  | 0.0000% | $4.42              | $4.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  | 0.0000% | $20706.33          | $21170.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2143 | 2045-07-01      | 3.5000%  | 0.0000% | $39724.76          | $37919.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  | 0.0000% | $7.58              | $7.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5143 | 2055-10-01      | 4.5000%  | 0.0000% | $140.44            | $138.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6481 | 2055-10-01      | 5.5000%  | 0.0000% | $6098.38           | $6280.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  | 0.0000% | $35384.05          | $37001.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0824 | 2055-02-01      | 5.0000%  | 0.0000% | $1864369.20        | $1870711.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5679 | 2053-08-01      | 5.5000%  | 0.0000% | $31525.67          | $32236.83          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $3.37              | $3.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAB4275 | 2027-01-01      | 3.0000%  | 0.0000% | $0.84              | $0.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1551 | 2048-04-01      | 4.0000%  | 0.0000% | $12.61             | $12.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  | 0.0000% | $87.64             | $71.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  | 0.0000% | $44.11             | $42.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8479 | 2047-01-01      | 3.0000%  | 0.0000% | $40.05             | $36.50             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G61553 G | 2048-08-01      | 4.5000%  | 0.0000% | $20.27             | $20.26             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC U79024 G | 2028-09-01      | 3.0000%  | 0.0000% | $5.79              | $5.75              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6536 | 2054-10-01      | 5.5000%  | 0.0000% | $2265411.24        | $2318692.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1768 | 2037-07-01      | 2.0000%  | 0.0000% | $141.90            | $131.70            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $22.54             | $23.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4651 | 2055-08-01      | 6.0000%  | 0.0000% | $178301.96         | $186453.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4616 | 2055-08-01      | 5.0000%  | 0.0000% | $139.71            | $141.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4601 | 2055-08-01      | 6.5000%  | 0.0000% | $117.97            | $123.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4163 | 2055-05-01      | 6.0000%  | 0.0000% | $158.87            | $167.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3661 | 2055-03-01      | 6.5000%  | 0.0000% | $3562762.63        | $3754854.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4393 | 2055-06-01      | 6.0000%  | 0.0000% | $127.07            | $131.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4381 | 2055-06-01      | 6.0000%  | 0.0000% | $136.32            | $143.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  | 0.0000% | $3869746.57        | $3979342.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3313 | 2055-01-01      | 6.5000%  | 0.0000% | $113.53            | $120.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3282 | 2055-02-01      | 6.0000%  | 0.0000% | $106.81            | $110.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  | 0.0000% | $115.46            | $119.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  | 0.0000% | $151428.49         | $153070.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2773 | 2055-08-01      | 6.5000%  | 0.0000% | $133.21            | $139.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3546 | 2050-12-01      | 5.5000%  | 0.0000% | $140.80            | $144.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2459 | 2055-07-01      | 5.5000%  | 0.0000% | $132.11            | $135.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2155 | 2055-07-01      | 6.0000%  | 0.0000% | $134.68            | $141.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1834 | 2054-06-01      | 5.5000%  | 0.0000% | $130.90            | $134.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1831 | 2055-05-01      | 6.5000%  | 0.0000% | $120.63            | $126.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8813 | 2056-01-01      | 5.0000%  | 0.0000% | $137.50            | $138.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8805 | 2056-01-01      | 5.5000%  | 0.0000% | $137.50            | $140.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8393 | 2055-12-01      | 5.0000%  | 0.0000% | $137.50            | $138.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  | 0.0000% | $107.98            | $109.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  | 0.0000% | $135.90            | $149.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3169 | 2055-12-01      | 5.0000%  | 0.0000% | $138.60            | $139.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2982 | 2056-01-01      | 5.0000%  | 0.0000% | $137.50            | $138.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2925 | 2056-01-01      | 5.0000%  | 0.0000% | $137.50            | $138.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2385 | 2056-01-01      | 5.5000%  | 0.0000% | $137.50            | $140.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2354 | 2055-11-01      | 5.0000%  | 0.0000% | $140.80            | $141.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2137 | 2056-01-01      | 5.0000%  | 0.0000% | $137.50            | $138.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2025 | 2055-12-01      | 5.0000%  | 0.0000% | $137.50            | $138.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA1876 | 2055-12-01      | 6.5000%  | 0.0000% | $137.50            | $145.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA1560 | 2055-12-01      | 5.0000%  | 0.0000% | $405255.13         | $407135.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1548 | 2055-12-01      | 5.5000%  | 0.0000% | $140.80            | $143.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8707 | 2054-06-01      | 6.0000%  | 0.0000% | $3557.95           | $3700.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  | 0.0000% | $895.96            | $945.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  | 0.0000% | $97967.83          | $81054.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA4139 | 2052-04-01      | 2.0000%  | 0.0000% | $140.80            | $115.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $82.71             | $71.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  | 0.0000% | $134.72            | $140.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  | 0.0000% | $1975.80           | $1615.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  | 0.0000% | $4043997.01        | $4217403.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CKMA0185 | 2039-08-01      | 5.5000%  | 0.0000% | $10096.97          | $10245.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  | 0.0000% | $98.11             | $80.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | 0.0000% | $5062867.51        | $4140674.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  | 0.0000% | $19878465.04       | $17074455.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5584 | 2052-05-01      | 3.5000%  | 0.0000% | $111.63            | $104.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  | 0.0000% | $3553.41           | $3570.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $16.58             | $14.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  | 0.0000% | $56.87             | $53.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0093 | 2053-10-01      | 6.0000%  | 0.0000% | $109.56            | $113.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8119 | 2054-11-01      | 5.0000%  | 0.0000% | $1303938.49        | $1316896.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1041 | 2054-12-01      | 4.5000%  | 0.0000% | $2373661.52        | $2330235.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  | 0.0000% | $13821150.29       | $14215223.52       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4781 | 2055-09-01      | 6.0000%  | 0.0000% | $152.12            | $159.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2875 | 2056-01-01      | 5.0000%  | 0.0000% | $137.50            | $138.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4695 | 2055-08-01      | 6.0000%  | 0.0000% | $138.00            | $142.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0083 | 2056-01-01      | 4.5000%  | 0.0000% | $140.80            | $138.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2511 | 2055-09-01      | 5.5000%  | 0.0000% | $5041752.18        | $5199016.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5582 | 2055-12-01      | 5.5000%  | 0.0000% | $140.80            | $144.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8834 | 2055-11-01      | 6.5000%  | 0.0000% | $137.40            | $144.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  | 0.0000% | $8004730.92        | $8218219.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0880 | 2055-12-01      | 5.0000%  | 0.0000% | $137.50            | $138.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3171 | 2056-01-01      | 5.5000%  | 0.0000% | $138.60            | $141.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0267 | 2051-04-01      | 2.0000%  | 0.0000% | $4193.56           | $3454.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  | 0.0000% | $116.15            | $116.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2962 | 2037-04-01      | 3.5000%  | 0.0000% | $20.18             | $19.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9765 | 2053-06-01      | 5.5000%  | 0.0000% | $103.15            | $105.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2469 | 2055-09-01      | 5.5000%  | 0.0000% | $673785.99         | $696306.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1045 | 2055-01-01      | 6.0000%  | 0.0000% | $131.23            | $135.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL2693 | 2051-01-01      | 3.5000%  | 0.0000% | $137.37            | $130.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0834 | 2055-08-01      | 5.0000%  | 0.0000% | $137.29            | $138.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8472 | 2054-05-01      | 6.0000%  | 0.0000% | $85.39             | $88.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $109.02            | $111.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  | 0.0000% | $9460.67           | $9312.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $115.86            | $114.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $111.41            | $109.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $17190.03          | $17013.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4117 | 2052-07-01      | 3.5000%  | 0.0000% | $114.14            | $106.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $83603.12          | $77877.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0657 | 2055-12-01      | 5.0000%  | 0.0000% | $137.50            | $138.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA0150 | 2055-12-01      | 5.5000%  | 0.0000% | $137.44            | $141.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA0141 | 2055-12-01      | 5.5000%  | 0.0000% | $145.05            | $148.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIRR0033 | 2040-10-01      | 5.5000%  | 0.0000% | $129.28            | $133.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIRR0024 | 2040-09-01      | 4.5000%  | 0.0000% | $132.49            | $133.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $140.80            | $143.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSL1425 | 2054-11-01      | 4.0000%  | 0.0000% | $270.59            | $259.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  | 0.0000% | $32202.08          | $32497.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL5959 | 2043-12-01      | 5.0000%  | 0.0000% | $10.35             | $10.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $21.88             | $21.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  | 0.0000% | $22.48             | $20.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  | 0.0000% | $8.52              | $8.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2626 | 2041-06-01      | 4.5000%  | 0.0000% | $9.95              | $10.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  | 0.0000% | $10.72             | $11.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  | 0.0000% | $3.99              | $3.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  | 0.0000% | $4092.44           | $4310.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555967 | 2033-11-01      | 5.5000%  | 0.0000% | $17660.08          | $18240.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL0917 | 2054-05-01      | 4.5000%  | 0.0000% | $123.16            | $121.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0655 | 2055-03-01      | 6.0000%  | 0.0000% | $120.67            | $125.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  | 0.0000% | $109872.43         | $112976.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0284 | 2055-02-01      | 5.5000%  | 0.0000% | $130.27            | $133.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  | 0.0000% | $132.26            | $133.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ9975 | 2055-12-01      | 6.0000%  | 0.0000% | $144.82            | $150.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9713 | 2055-12-01      | 5.0000%  | 0.0000% | $137.37            | $138.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ9894 | 2055-10-01      | 6.0000%  | 0.0000% | $211611.12         | $218824.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $130.34            | $130.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  | 0.0000% | $122.70            | $123.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $1583.91           | $1613.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $108.63            | $109.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $39986.50          | $41519.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $103.08            | $105.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $120099.21         | $120977.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $14021.53          | $13685.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA3910 | 2035-01-01      | 2.0000%  | 0.0000% | $44.63             | $41.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $2565329.85        | $2088598.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  | 0.0000% | $7484.11           | $7041.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3304 | 2048-03-01      | 3.0000%  | 0.0000% | $4754.20           | $4303.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA3250 | 2028-01-01      | 3.0000%  | 0.0000% | $5.74              | $5.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  | 0.0000% | $16087.25          | $15275.58          | Agency Mortgage-Backed Securities         |

### Security 100: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.850000%
- **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: 779998004, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 779998004_3.85_0107
- **C.18 - Value (incl. sponsor support):** $588500000.00
- **C.18.a - Value (excl. sponsor support):** $588500000.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-030 TF     | 2054-02-20      | 5.0677%  | 0.0000% | $4398336.30        | $4418451.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FG     | 2050-07-20      | 5.9177%  | 0.0000% | $2387182.30        | $2534548.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 4.9177%  | 0.0000% | $7683580.21        | $7699927.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 MF     | 2054-01-20      | 5.1677%  | 0.0000% | $3855016.51        | $3879191.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 GF     | 2054-01-20      | 5.2177%  | 0.0000% | $4229901.07        | $4258348.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 GF     | 2055-07-20      | 4.8177%  | 0.0000% | $12556120.62       | $12592257.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 5.2377%  | 0.0000% | $14437089.65       | $14577871.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FH     | 2055-09-20      | 5.1177%  | 0.0000% | $7343872.72        | $7389285.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 FG     | 2054-04-20      | 5.1177%  | 0.0000% | $12146.82          | $12217.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FL     | 2053-08-20      | 5.0377%  | 0.0000% | $3276994.43        | $3292108.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.4177%  | 0.0000% | $4781438.91        | $4834180.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.3177%  | 0.0000% | $42651.38          | $42847.32          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.4177%  | 0.0000% | $14235185.48       | $14412547.25       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5245DF 08/25/52 | 2052-08-25      | 4.5742%  | 0.0000% | $140.55            | $138.43            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.2177%  | 0.0000% | $7214992.01        | $7262519.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 4.7677%  | 0.0000% | $1357670.74        | $1365372.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FC     | 2054-11-20      | 5.1177%  | 0.0000% | $5985468.12        | $6024527.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FX     | 2054-11-20      | 5.1677%  | 0.0000% | $13710511.80       | $13812353.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.0677%  | 0.0000% | $1167.81           | $1173.14           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FM     | 2053-12-20      | 5.2677%  | 0.0000% | $3001032.91        | $3023857.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 5.0677%  | 0.0000% | $14403793.44       | $14529300.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 FM     | 2055-07-20      | 5.0677%  | 0.0000% | $5389177.60        | $5423789.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 4.8177%  | 0.0000% | $7443131.91        | $7466883.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FK     | 2051-04-20      | 6.6677%  | 0.0000% | $4066117.67        | $4452977.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FD     | 2051-05-20      | 5.1677%  | 0.0000% | $5624579.98        | $5724039.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-203 JF     | 2054-12-20      | 4.7677%  | 0.0000% | $2838521.38        | $2844921.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FM     | 2054-11-20      | 5.1677%  | 0.0000% | $238150.74         | $239744.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 JF     | 2054-11-20      | 5.1177%  | 0.0000% | $1641832.40        | $1647880.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FC     | 2054-07-20      | 4.9177%  | 0.0000% | $3775232.96        | $3792159.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.0677%  | 0.0000% | $220361.84         | $221392.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 EF     | 2054-04-20      | 5.0677%  | 0.0000% | $18077.44          | $18158.13          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF     | 2054-02-20      | 4.9177%  | 0.0000% | $2411332.88        | $2427352.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.2877%  | 0.0000% | $8424563.95        | $8505091.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 JF     | 2055-04-20      | 5.0677%  | 0.0000% | $5488629.21        | $5517403.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD     | 2053-12-20      | 5.0177%  | 0.0000% | $5506344.57        | $5545214.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 4.9677%  | 0.0000% | $6711295.12        | $6753233.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FJ     | 2053-10-20      | 5.0677%  | 0.0000% | $3535043.22        | $3563328.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 5.2177%  | 0.0000% | $739132.06         | $744448.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-065 KC     | 2053-05-20      | 7.0000%  | 0.0000% | $2651983.83        | $2925030.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-001 JH     | 2052-01-20      | 1.5000%  | 0.0000% | $7289265.71        | $5878756.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FH     | 2055-09-20      | 5.0677%  | 0.0000% | $10967596.95       | $11031718.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 4.7677%  | 0.0000% | $972901.74         | $978418.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 4.7677%  | 0.0000% | $1362718.31        | $1370448.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FG     | 2055-09-20      | 4.8177%  | 0.0000% | $4775271.76        | $4790357.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 4.9877%  | 0.0000% | $8387258.45        | $8428339.27        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.500 CLSD5076 | 2054-03-01      | 6.5000%  | 0.0000% | $13809816.59       | $14809131.75       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $2812443.72        | $2912491.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2871 | 2053-04-01      | 5.5000%  | 0.0000% | $150621.26         | $154581.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  | 0.0000% | $5226219.44        | $5408945.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  | 0.0000% | $1158333.07        | $1115930.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZT1100 | 2042-12-01      | 3.5000%  | 0.0000% | $4350.82           | $4153.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  | 0.0000% | $10498.12          | $10944.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD3814 | 2055-03-01      | 4.5000%  | 0.0000% | $150586.87         | $148434.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  | 0.0000% | $137.25            | $135.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7807 | 2055-05-01      | 5.0000%  | 0.0000% | $145.93            | $146.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $129.13            | $133.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  | 0.0000% | $251804.77         | $268421.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  | 0.0000% | $139.59            | $140.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  | 0.0000% | $1987093.57        | $2077298.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA2449 | 2052-04-01      | 2.0000%  | 0.0000% | $143.42            | $118.92            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-065 TF     | 2053-05-20      | 4.7677%  | 0.0000% | $7296590.14        | $7279237.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0566 | 2054-04-01      | 6.0000%  | 0.0000% | $110.06            | $114.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6976 | 2053-02-01      | 5.5000%  | 0.0000% | $141601.59         | $148540.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $108.95            | $112.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  | 0.0000% | $116995.65         | $118338.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDF1511 | 2055-10-01      | 4.0000%  | 0.0000% | $146.73            | $140.02            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  | 0.0000% | $180148.20         | $173200.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  | 0.0000% | $2690787.52        | $2753456.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  | 0.0000% | $71472.78          | $73411.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  | 0.0000% | $21426.98          | $20455.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9556 | 2055-10-01      | 5.5000%  | 0.0000% | $146.97            | $151.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  | 0.0000% | $118.81            | $119.84            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q30510 G | 2044-12-01      | 3.5000%  | 0.0000% | $298449.97         | $285671.44         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q29019 G | 2044-10-01      | 4.0000%  | 0.0000% | $48.53             | $47.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9003 | 2045-02-01      | 3.5000%  | 0.0000% | $57.41             | $54.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $39.37             | $37.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  | 0.0000% | $5468.35           | $5491.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZJ4914 | 2031-02-01      | 7.5000%  | 0.0000% | $4872.35           | $4968.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9526 | 2039-12-01      | 5.0000%  | 0.0000% | $160011.07         | $165485.95         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04052 G | 2042-06-01      | 3.5000%  | 0.0000% | $20.61             | $19.87             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $8190457.56        | $7735450.34        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07351 G | 2042-08-01      | 3.5000%  | 0.0000% | $263.88            | $254.46            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G05398 G | 2033-11-01      | 5.0000%  | 0.0000% | $971.64            | $992.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9627 | 2045-01-01      | 3.5000%  | 0.0000% | $39.53             | $37.85             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $71.16             | $74.61             | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01903 G | 2034-01-01      | 8.0000%  | 0.0000% | $21215.36          | $22323.26          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $2171.53           | $2310.63           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A48052 G | 2035-12-01      | 5.5000%  | 0.0000% | $43092.74          | $44589.79          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $127.59            | $131.12            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $347.73            | $358.32            | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $80.73             | $82.88             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  | 0.0000% | $107137.10         | $101958.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  | 0.0000% | $112657.41         | $107595.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  | 0.0000% | $105306.15         | $100476.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  | 0.0000% | $150633.00         | $143817.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  | 0.0000% | $77015.82          | $73565.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  | 0.0000% | $140965.64         | $134760.80         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  | 0.0000% | $193091.26         | $188235.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3TZT0906 | 2034-06-01      | 4.5000%  | 0.0000% | $16081.36          | $16373.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $18414.74          | $17464.48          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC N35004 G | 2045-05-01      | 3.0000%  | 0.0000% | $6863.14           | $6336.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $22346.35          | $22486.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  | 0.0000% | $35807.49          | $32160.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  | 0.0000% | $77.53             | $81.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | 0.0000% | $130.95            | $129.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $119.15            | $123.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $110.15            | $109.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $112.16            | $113.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  | 0.0000% | $93.07             | $76.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  | 0.0000% | $63.25             | $57.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $112.35            | $114.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $139.01            | $142.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5876 | 2050-11-01      | 2.5000%  | 0.0000% | $109585.68         | $95196.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  | 0.0000% | $17910479.44       | $15731663.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3106 | 2049-10-01      | 3.0000%  | 0.0000% | $655850.55         | $591177.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  | 0.0000% | $14.45             | $13.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5312 | 2055-09-01      | 6.0000%  | 0.0000% | $146.75            | $152.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4107 | 2055-08-01      | 5.5000%  | 0.0000% | $279376.07         | $285926.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9295 | 2055-04-01      | 6.0000%  | 0.0000% | $239024.85         | $246798.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  | 0.0000% | $229272.81         | $231989.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8565 | 2055-05-01      | 6.0000%  | 0.0000% | $87.81             | $90.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  | 0.0000% | $131.64            | $134.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7099 | 2055-06-01      | 6.0000%  | 0.0000% | $65.78             | $68.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  | 0.0000% | $40576.28          | $41373.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKBM7860 | 2050-12-01      | 4.0000%  | 0.0000% | $441727.83         | $418808.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  | 0.0000% | $233847.43         | $249793.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1012 | 2055-02-01      | 5.5000%  | 0.0000% | $137.32            | $140.03            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $85.44             | $86.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | 0.0000% | $111636.96         | $106721.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4746 | 2052-06-01      | 5.0000%  | 0.0000% | $310043.10         | $312506.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  | 0.0000% | $69929.22          | $58125.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  | 0.0000% | $20041.81          | $14289.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  | 0.0000% | $16294.13          | $17599.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZK310219 | 2048-10-01      | 3.0000%  | 0.0000% | $126.64            | $114.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $17.31             | $16.78             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  | 0.0000% | $49886.23          | $51023.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  | 0.0000% | $3303755.98        | $3153433.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  | 0.0000% | $644280.16         | $647201.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  | 0.0000% | $4036078.95        | $3938798.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  | 0.0000% | $70734.28          | $73366.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  | 0.0000% | $275708.64         | $283109.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8603 | 2050-04-01      | 3.5000%  | 0.0000% | $118589.33         | $112352.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  | 0.0000% | $205935.19         | $222151.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  | 0.0000% | $1577388.41        | $1543941.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7361 | 2054-07-01      | 6.5000%  | 0.0000% | $589471.43         | $619940.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  | 0.0000% | $357585.86         | $364190.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9429 | 2054-11-01      | 5.0000%  | 0.0000% | $141.12            | $142.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  | 0.0000% | $14216247.37       | $14553361.98       | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  | 0.0000% | $13243.47          | $11968.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  | 0.0000% | $134318.44         | $140294.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  | 0.0000% | $14213.88          | $14750.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD3832 | 2055-03-01      | 5.0000%  | 0.0000% | $49419.30          | $49613.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9449 | 2047-04-01      | 3.5000%  | 0.0000% | $683126.06         | $648025.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | 0.0000% | $71512.93          | $67998.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $4221.31           | $3832.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  | 0.0000% | $1504.15           | $1371.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  | 0.0000% | $26542.27          | $24344.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  | 0.0000% | $3165440.22        | $2909194.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  | 0.0000% | $4025.59           | $3672.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7863 | 2046-09-01      | 3.0000%  | 0.0000% | $15771354.33       | $14383159.72       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  | 0.0000% | $35.41             | $33.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  | 0.0000% | $2286093.23        | $2084270.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  | 0.0000% | $886946.16         | $847462.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  | 0.0000% | $473041.56         | $433868.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7496 | 2053-07-01      | 6.0000%  | 0.0000% | $540052.27         | $566060.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  | 0.0000% | $636365.80         | $642334.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  | 0.0000% | $814251.03         | $843724.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $35144.79          | $35986.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  | 0.0000% | $770196.55         | $788320.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8204 | 2053-02-01      | 6.0000%  | 0.0000% | $10895.43          | $11301.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  | 0.0000% | $486096.19         | $511852.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  | 0.0000% | $392783.89         | $408181.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6431 | 2053-01-01      | 6.0000%  | 0.0000% | $117868.51         | $123848.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6330 | 2053-01-01      | 5.5000%  | 0.0000% | $121860.03         | $127635.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6198 | 2053-01-01      | 6.0000%  | 0.0000% | $244524.57         | $254477.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | 0.0000% | $10425.50          | $10672.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1186638.48        | $1284896.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  | 0.0000% | $989494.56         | $958317.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 4PZL0907 | 2035-01-01      | 5.0000%  | 0.0000% | $3711.80           | $3762.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  | 0.0000% | $1042170.10        | $1083565.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  | 0.0000% | $848416.22         | $915133.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $395005.30         | $403460.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  | 0.0000% | $141782.91         | $149192.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  | 0.0000% | $102.63            | $106.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  | 0.0000% | $2094788.41        | $1938216.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  | 0.0000% | $40741.44          | $36942.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9312 | 2047-09-01      | 3.5000%  | 0.0000% | $3797640.52        | $3596223.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  | 0.0000% | $3816862.93        | $3968369.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  | 0.0000% | $165347.15         | $159162.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  | 0.0000% | $541690.26         | $521528.73         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  | 0.0000% | $44.73             | $43.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  | 0.0000% | $410357.47         | $417112.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  | 0.0000% | $90067.15          | $74971.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  | 0.0000% | $311559.24         | $330826.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  | 0.0000% | $67684.28          | $64611.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  | 0.0000% | $299759.34         | $319568.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $103.16            | $106.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  | 0.0000% | $131258.59         | $135817.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  | 0.0000% | $572142.41         | $591724.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  | 0.0000% | $189404.86         | $201747.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  | 0.0000% | $8088.72           | $8144.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  | 0.0000% | $216145.75         | $215669.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  | 0.0000% | $444841.01         | $464111.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | 0.0000% | $267954.91         | $271560.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  | 0.0000% | $937943.38         | $980321.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5139 | 2033-01-01      | 5.5000%  | 0.0000% | $9915.90           | $10269.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTRB5274 | 2044-01-01      | 6.0000%  | 0.0000% | $3894.15           | $4074.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  | 0.0000% | $3046036.73        | $3136742.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9433 | 2053-07-01      | 5.5000%  | 0.0000% | $3723014.94        | $3855693.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  | 0.0000% | $3457669.67        | $3613952.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  | 0.0000% | $1143549.89        | $1130466.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $12061.32          | $12147.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | 0.0000% | $330964.83         | $340722.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  | 0.0000% | $14300.81          | $14990.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  | 0.0000% | $991317.71         | $1015459.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  | 0.0000% | $382961.41         | $388060.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  | 0.0000% | $328707.56         | $345627.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  | 0.0000% | $798287.29         | $834939.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  | 0.0000% | $998778.78         | $1005882.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4693 | 2053-11-01      | 5.5000%  | 0.0000% | $10004.00          | $10326.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1710 | 2053-10-01      | 6.0000%  | 0.0000% | $281315.95         | $296222.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  | 0.0000% | $2842787.82        | $2727585.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3832 | 2043-07-01      | 3.5000%  | 0.0000% | $658775.70         | $631269.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  | 0.0000% | $7861593.70        | $7598243.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ5964 | 2041-11-01      | 3.5000%  | 0.0000% | $9.14              | $8.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  | 0.0000% | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT256856 | 2027-08-01      | 6.5000%  | 0.0000% | $0.75              | $0.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  | 0.0000% | $1592.03           | $1645.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  | 0.0000% | $143.95            | $150.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  | 0.0000% | $272.88            | $282.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4763 | 2054-04-01      | 6.0000%  | 0.0000% | $99883.84          | $104451.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $737673.12         | $764653.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0308 | 2055-02-01      | 5.5000%  | 0.0000% | $143.80            | $147.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  | 0.0000% | $123.79            | $127.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  | 0.0000% | $145.14            | $145.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $30168946.70       | $30389682.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $18.91             | $17.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  | 0.0000% | $15.70             | $15.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1616 | 2055-05-01      | 5.0000%  | 0.0000% | $418640.30         | $422485.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3660 | 2055-03-01      | 6.5000%  | 0.0000% | $98.50             | $103.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  | 0.0000% | $2782454.26        | $2651213.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  | 0.0000% | $516399.02         | $490763.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  | 0.0000% | $4198891.74        | $4090343.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  | 0.0000% | $13.24             | $12.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  | 0.0000% | $542893.41         | $529333.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $22.22             | $20.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  | 0.0000% | $36.12             | $35.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3619 | 2047-05-01      | 4.0000%  | 0.0000% | $15.15             | $14.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  | 0.0000% | $2179445.40        | $2072595.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $1589.81           | $1451.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  | 0.0000% | $10273445.74       | $9394141.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2300 | 2055-10-01      | 6.0000%  | 0.0000% | $146.84            | $153.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF0635 | 2040-09-01      | 5.5000%  | 0.0000% | $264644.37         | $272914.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  | 0.0000% | $146.66            | $144.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  | 0.0000% | $146.56            | $147.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8685 | 2055-09-01      | 6.5000%  | 0.0000% | $340068.75         | $355391.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  | 0.0000% | $293.70            | $306.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8256 | 2055-09-01      | 5.5000%  | 0.0000% | $1765499.57        | $1815732.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 08.000 CLZJ4912 | 2031-02-01      | 8.0000%  | 0.0000% | $4872.47           | $5107.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  | 0.0000% | $9176.05           | $9272.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  | 0.0000% | $71447.67          | $68118.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  | 0.0000% | $3686199.95        | $3025878.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  | 0.0000% | $192235.93         | $177917.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  | 0.0000% | $44588.52          | $42511.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  | 0.0000% | $18855.19          | $19951.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF9670 | 2053-03-01      | 5.5000%  | 0.0000% | $12543.69          | $12914.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  | 0.0000% | $16433.93          | $16419.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  | 0.0000% | $125649.37         | $120015.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  | 0.0000% | $4313001.61        | $4111384.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2022 | 2053-10-01      | 6.0000%  | 0.0000% | $270942.00         | $285891.77         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $11.47             | $11.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8861 | 2052-09-01      | 5.0000%  | 0.0000% | $455673.52         | $465509.99         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $47.49             | $49.62             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q24207 G | 2044-01-01      | 4.5000%  | 0.0000% | $25.09             | $24.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  | 0.0000% | $79676.34          | $81780.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  | 0.0000% | $40587.82          | $42946.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  | 0.0000% | $2946714.76        | $3004586.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  | 0.0000% | $7057920.53        | $6820023.91        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G07692 G | 2044-03-01      | 4.5000%  | 0.0000% | $8460.30           | $8540.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  | 0.0000% | $100506.99         | $95958.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  | 0.0000% | $57053.37          | $47001.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  | 0.0000% | $68049.94          | $68859.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  | 0.0000% | $143029.57         | $129225.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  | 0.0000% | $300218.78         | $323004.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  | 0.0000% | $180456.74         | $193817.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C     | 2055-03-20      | 6.5000%  | 0.0000% | $419722.83         | $441658.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1318512.47        | $1395492.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  | 0.0000% | $2985.26           | $3010.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  | 0.0000% | $264742.86         | $269622.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  | 0.0000% | $21040.10          | $21729.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5777 | 2052-07-01      | 5.0000%  | 0.0000% | $270292.99         | $274547.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE2763 | 2052-05-01      | 4.5000%  | 0.0000% | $192501.75         | $190839.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  | 0.0000% | $96935.71          | $101491.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  | 0.0000% | $560535.48         | $535054.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  | 0.0000% | $1209011.61        | $1175332.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  | 0.0000% | $304702.58         | $319041.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  | 0.0000% | $17.61             | $17.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6338 | 2045-12-01      | 3.5000%  | 0.0000% | $4544086.34        | $4341800.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  | 0.0000% | $123.23            | $130.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9794 | 2055-09-01      | 6.0000%  | 0.0000% | $155.46            | $161.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  | 0.0000% | $28496.42          | $25776.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  | 0.0000% | $102531.88         | $88819.81          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  | 0.0000% | $296147.09         | $294345.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  | 0.0000% | $72962.59          | $77936.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9150 | 2055-05-01      | 6.0000%  | 0.0000% | $121.86            | $125.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $247632.21         | $261787.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  | 0.0000% | $908017.82         | $962326.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  | 0.0000% | $266685.78         | $283239.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  | 0.0000% | $301681.58         | $309716.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  | 0.0000% | $156275.62         | $163710.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9026 | 2055-02-01      | 5.5000%  | 0.0000% | $181578.88         | $185237.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  | 0.0000% | $137.25            | $136.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6243 | 2049-01-01      | 4.5000%  | 0.0000% | $88266.28          | $88376.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  | 0.0000% | $41860.22          | $32816.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  | 0.0000% | $225878.55         | $236899.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  | 0.0000% | $380226.87         | $403728.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  | 0.0000% | $373192.43         | $396270.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  | 0.0000% | $324049.05         | $345136.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  | 0.0000% | $461974.63         | $491826.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  | 0.0000% | $14889.44          | $11672.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  | 0.0000% | $804537.66         | $726923.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  | 0.0000% | $74229.60          | $70770.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  | 0.0000% | $80098.88          | $76414.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  | 0.0000% | $38120.67          | $36367.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  | 0.0000% | $29970.16          | $28521.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  | 0.0000% | $798944.30         | $772168.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  | 0.0000% | $97852.47          | $94497.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  | 0.0000% | $36918.25          | $38434.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  | 0.0000% | $36064.63          | $37033.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  | 0.0000% | $51218.29          | $52344.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  | 0.0000% | $15423.60          | $13944.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M     | 2035-03-20      | 2.5000%  | 0.0000% | $52282.65          | $49946.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  | 0.0000% | $28408.45          | $23817.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $18577.20          | $18986.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $15547.92          | $15868.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  | 0.0000% | $161610.78         | $164570.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M     | 2047-10-20      | 5.5000%  | 0.0000% | $52124.75          | $54274.49          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  | 0.0000% | $39746.28          | $40554.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3639 | 2055-03-01      | 5.5000%  | 0.0000% | $144.16            | $148.27            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q18603 G | 2043-06-01      | 3.5000%  | 0.0000% | $228874.04         | $221744.53         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q17952 G | 2043-05-01      | 4.0000%  | 0.0000% | $89.79             | $88.40             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  | 0.0000% | $290341.82         | $286545.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  | 0.0000% | $264771.19         | $274043.83         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q28932 G | 2044-10-01      | 4.0000%  | 0.0000% | $325724.08         | $319830.86         | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $3.86              | $4.00              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  | 0.0000% | $129.70            | $127.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  | 0.0000% | $194375.43         | $206223.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  | 0.0000% | $178884.30         | $189771.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  | 0.0000% | $334752.29         | $361113.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  | 0.0000% | $163019.70         | $175857.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  | 0.0000% | $390445.13         | $421192.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  | 0.0000% | $770970.79         | $831683.19         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  | 0.0000% | $56933.83          | $56400.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  | 0.0000% | $26496.13          | $26946.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  | 0.0000% | $15787.49          | $16316.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  | 0.0000% | $96549.39          | $99951.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  | 0.0000% | $162999.18         | $176482.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  | 0.0000% | $154648.29         | $156053.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  | 0.0000% | $65726.44          | $62966.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  | 0.0000% | $89800.98          | $85795.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  | 0.0000% | $165223.36         | $157992.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  | 0.0000% | $64537.80          | $65986.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  | 0.0000% | $55529.17          | $59037.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  | 0.0000% | $133946.97         | $140263.24         | Agency Mortgage-Backed Securities         |
| FMAC 08.500 FGPC G60687 G | 2031-05-01      | 8.5000%  | 0.0000% | $364.31            | $379.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  | 0.0000% | $341265.90         | $322825.48         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q52446 G | 2047-11-01      | 3.5000%  | 0.0000% | $222708.18         | $213006.94         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q63567 G | 2049-05-01      | 4.0000%  | 0.0000% | $54.28             | $53.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  | 0.0000% | $166473.88         | $174452.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  | 0.0000% | $10742.98          | $10934.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  | 0.0000% | $9820.14           | $9923.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  | 0.0000% | $8341.31           | $7829.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  | 0.0000% | $12476.48          | $12661.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  | 0.0000% | $15932.42          | $14296.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  | 0.0000% | $84916.08          | $71212.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  | 0.0000% | $16633.95          | $13935.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  | 0.0000% | $17495.37          | $15696.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  | 0.0000% | $41056.57          | $34403.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  | 0.0000% | $20409.52          | $18311.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  | 0.0000% | $11479.62          | $10377.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  | 0.0000% | $29196.72          | $24462.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  | 0.0000% | $129.72            | $132.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1422 | 2054-05-01      | 4.5000%  | 0.0000% | $144.56            | $142.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  | 0.0000% | $135.35            | $126.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  | 0.0000% | $136.66            | $138.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7114 | 2054-09-01      | 6.0000%  | 0.0000% | $120.14            | $124.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  | 0.0000% | $125.47            | $128.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  | 0.0000% | $130.92            | $134.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8719 | 2050-04-01      | 3.5000%  | 0.0000% | $94674.66          | $89676.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  | 0.0000% | $326138.71         | $339876.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  | 0.0000% | $272866.75         | $288087.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  | 0.0000% | $68165.81          | $62066.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  | 0.0000% | $117551.08         | $97848.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  | 0.0000% | $161573.67         | $147115.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  | 0.0000% | $50992.60          | $46429.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  | 0.0000% | $226349.61         | $238225.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  | 0.0000% | $22036.79          | $17275.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  | 0.0000% | $127157.07         | $113927.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  | 0.0000% | $225.07            | $236.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  | 0.0000% | $207698.18         | $218462.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $120.10            | $122.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $119.94            | $120.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $255301.11         | $263882.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | 0.0000% | $10625640.58       | $11045707.57       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1989 | 2052-10-01      | 5.0000%  | 0.0000% | $76.53             | $77.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  | 0.0000% | $299034.40         | $310303.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | 0.0000% | $488200.90         | $499547.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  | 0.0000% | $293622.02         | $297335.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8833 | 2052-09-01      | 4.5000%  | 0.0000% | $82929.18          | $81566.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR3320 | 2043-02-01      | 3.5000%  | 0.0000% | $657472.71         | $632058.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  | 0.0000% | $132.32            | $134.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ7191 | 2043-07-01      | 3.0000%  | 0.0000% | $73138.22          | $67368.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAP9568 | 2027-10-01      | 3.5000%  | 0.0000% | $9.55              | $9.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  | 0.0000% | $7494705.97        | $6964155.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO5534 | 2042-07-01      | 3.5000%  | 0.0000% | $167405.82         | $161141.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  | 0.0000% | $12449118.49       | $12006386.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL7278 | 2030-08-01      | 3.5000%  | 0.0000% | $83085.72          | $82778.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  | 0.0000% | $110517.99         | $105721.87         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  | 0.0000% | $417843.23         | $406727.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  | 0.0000% | $1717094.85        | $1770345.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  | 0.0000% | $106660.65         | $97116.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  | 0.0000% | $669292.36         | $693211.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  | 0.0000% | $140.77            | $141.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1419424.09        | $1478700.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  | 0.0000% | $155584.54         | $165239.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  | 0.0000% | $130868.31         | $124932.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  | 0.0000% | $9823298.72        | $9552578.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  | 0.0000% | $539467.07         | $574567.13         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  | 0.0000% | $20086.75          | $20846.26          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  | 0.0000% | $24926.40          | $25935.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  | 0.0000% | $18375.25          | $18839.10          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X     | 2041-01-15      | 3.5000%  | 0.0000% | $14005.38          | $13192.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C     | 2037-05-20      | 5.5000%  | 0.0000% | $96080.30          | $99973.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1055927.54        | $1094846.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1665822.48        | $1727228.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4419174.90        | $4693427.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  | 0.0000% | $275505.32         | $285660.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2976837.76        | $3086569.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  | 0.0000% | $255218.19         | $269806.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2089391.72        | $2166410.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  | 0.0000% | $1359160.67        | $1441916.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  | 0.0000% | $184704.04         | $195955.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  | 0.0000% | $104118.64         | $103006.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  | 0.0000% | $190266.90         | $173668.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  | 0.0000% | $136.00            | $144.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  | 0.0000% | $24513.20          | $21962.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8420 | 2046-12-01      | 3.0000%  | 0.0000% | $2314327.61        | $2122682.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  | 0.0000% | $470607.38         | $491908.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6251 | 2053-07-01      | 6.0000%  | 0.0000% | $28572.19          | $29553.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  | 0.0000% | $34316.76          | $36134.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7789 | 2054-08-01      | 5.5000%  | 0.0000% | $220096.05         | $228611.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  | 0.0000% | $141.42            | $142.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  | 0.0000% | $130.08            | $135.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB0064 | 2054-04-01      | 6.0000%  | 0.0000% | $36538.14          | $38328.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | 0.0000% | $1.93              | $2.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  | 0.0000% | $23939.17          | $22750.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8587 | 2045-08-01      | 3.5000%  | 0.0000% | $75353.90          | $71642.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8358 | 2054-12-01      | 4.5000%  | 0.0000% | $171463.03         | $169987.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7761 | 2054-12-01      | 6.0000%  | 0.0000% | $145.21            | $150.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6532 | 2054-11-01      | 5.0000%  | 0.0000% | $4576230.72        | $4591774.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  | 0.0000% | $1966209.72        | $1972888.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  | 0.0000% | $853587.58         | $871491.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4076 | 2054-10-01      | 6.0000%  | 0.0000% | $122.26            | $126.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  | 0.0000% | $79060.67          | $81751.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0552 | 2054-07-01      | 6.0000%  | 0.0000% | $88853.16          | $92231.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKDC8611 | 2054-10-01      | 6.0000%  | 0.0000% | $145.63            | $148.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  | 0.0000% | $161673.06         | $171340.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE4688 | 2055-07-01      | 5.0000%  | 0.0000% | $145.83            | $147.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  | 0.0000% | $150695.56         | $154709.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  | 0.0000% | $781332.96         | $816455.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  | 0.0000% | $341550.79         | $350647.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  | 0.0000% | $15574.94          | $13917.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  | 0.0000% | $9529.26           | $9074.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  | 0.0000% | $44460.44          | $46412.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  | 0.0000% | $5645.89           | $5491.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  | 0.0000% | $374088.96         | $398466.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  | 0.0000% | $3397444.40        | $3580733.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  | 0.0000% | $111782.19         | $117340.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  | 0.0000% | $136120.91         | $142248.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  | 0.0000% | $214914.64         | $228820.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  | 0.0000% | $1044601.73        | $1100956.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  | 0.0000% | $119594.03         | $129010.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  | 0.0000% | $57553.72          | $58343.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  | 0.0000% | $116980.86         | $126192.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  | 0.0000% | $208778.67         | $225218.11         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  | 0.0000% | $520143.62         | $562461.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  | 0.0000% | $164519.08         | $171448.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  | 0.0000% | $82719.82          | $80459.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  | 0.0000% | $51956.91          | $49600.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  | 0.0000% | $17397.36          | $15840.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  | 0.0000% | $89994.51          | $81941.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  | 0.0000% | $29695.28          | $26605.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  | 0.0000% | $121254.31         | $115754.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $1529798.18        | $1421502.24        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G07137 G | 2039-10-01      | 6.0000%  | 0.0000% | $49776.90          | $52954.55          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X     | 2042-06-15      | 4.0000%  | 0.0000% | $86355.58          | $84199.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  | 0.0000% | $43681.38          | $41700.14          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $51150.97          | $53693.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  | 0.0000% | $5273.18           | $5346.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  | 0.0000% | $195.55            | $204.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  | 0.0000% | $51253.65          | $45609.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8376 | 2054-06-01      | 6.0000%  | 0.0000% | $144.57            | $151.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  | 0.0000% | $195837.06         | $178312.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $4373416.25        | $4136620.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  | 0.0000% | $128345.66         | $126974.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  | 0.0000% | $86556.41          | $80425.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  | 0.0000% | $126494.69         | $132517.86         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  | 0.0000% | $211026.46         | $224428.82         | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $34056053.63       | $35110784.41       | U.S. Treasuries (including strips)        |

### Security 101: Societe Generale

- **C.1 - Title:** Societe Generale 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 8336P1001, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: 8336P1001_3.78_0107
- **C.18 - Value (incl. sponsor support):** $199000000.00
- **C.18.a - Value (excl. sponsor support):** $199000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA RC103FM R09F103 | 2039-11-25      | 4.6887%  | 0.0000% | $72442.76          | $72585.64          | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3479BF 08/15/38 | 2038-08-15      | 5.0983%  | 0.0000% | $70811.26          | $71897.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-006 FA     | 2037-02-20      | 3.9984%  | 0.0000% | $129318.92         | $127493.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2005-08 F       | 2035-01-20      | 4.0484%  | 0.0000% | $100478.69         | $100048.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-66 F       | 2034-08-16      | 4.1487%  | 0.0000% | $20.62             | $20.57             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FD     | 2027-12-16      | 4.0487%  | 0.0000% | $6989.90           | $6996.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-35 CF      | 2033-03-16      | 4.1487%  | 0.0000% | $23696.42          | $23722.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-12 FP      | 2033-02-20      | 4.3743%  | 0.0000% | $42377.77          | $42325.42          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-14 FB      | 2037-03-20      | 4.0484%  | 0.0000% | $107916.51         | $106471.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-027 FD     | 2037-05-20      | 4.1484%  | 0.0000% | $25.91             | $25.71             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 PF     | 2032-03-16      | 4.0987%  | 0.0000% | $39435.01          | $39431.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-46 FB      | 2033-06-16      | 4.0687%  | 0.0000% | $83036.93          | $82692.68          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-020 FA     | 2037-04-20      | 4.1484%  | 0.0000% | $77772.33          | $76959.89          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FP     | 2033-04-16      | 4.0987%  | 0.0000% | $110280.33         | $110155.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $786.18            | $798.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8060 | 2050-12-01      | 2.0000%  | 0.0000% | $40226684.87       | $33004090.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6913 | 2050-09-01      | 2.5000%  | 0.0000% | $24861994.46       | $21342041.56       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7553 | 2052-06-01      | 4.0000%  | 0.0000% | $26741442.70       | $25645453.58       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3715 | 2053-07-01      | 6.0000%  | 0.0000% | $22618453.17       | $23395397.03       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6056 | 2054-08-01      | 6.0000%  | 0.0000% | $19525419.56       | $20607303.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2998 | 2050-10-01      | 2.0000%  | 0.0000% | $30761576.58       | $25212670.11       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  | 0.0000% | $24468709.72       | $23263275.05       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  | 0.0000% | $7294585.79        | $7487148.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  | 0.0000% | $2472374.62        | $2552914.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7298 | 2052-08-01      | 3.0000%  | 0.0000% | $21721141.32       | $19659066.49       | Agency Mortgage-Backed Securities         |

### Security 102: Fixed Income Clearing Corp. - SSB

- **C.1 - Title:** Fixed Income Clearing Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: N/A, C.5 - Other ID: 85748R009_3.82_0102
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 17.4400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49769532.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49769532.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49769532.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49769532.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  | 0.0000% | $12740000.00       | $12681276.88       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51840738.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51840738.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51840738.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51840738.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51840738.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51840738.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51840738.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51840738.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51840738.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51840738.76       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $25200000.00       | $26025933.42       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51840738.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51840738.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $1303300.00        | $1351280.70        | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51638756.79       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $47153190.43       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $47153190.43       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $47153190.43       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $47153190.43       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $47153190.43       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $47153190.43       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $47153190.43       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $47153190.43       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $48207880.43       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $48207880.43       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $26668800.00       | $25712926.43       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $26388000.00       | $26837420.63       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49769532.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49769532.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49769532.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49769532.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49769532.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49769532.50       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $640632844.47
- **C.18.a - Value (excl. sponsor support):** $640632844.47
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **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):** $45880968.30
- **C.18.a - Value (excl. sponsor support):** $45880968.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 105: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $633696663.14
- **C.18.a - Value (excl. sponsor support):** $633696663.14
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $306101652.54
- **C.18.a - Value (excl. sponsor support):** $306101652.54
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $784762032.10
- **C.18.a - Value (excl. sponsor support):** $784762032.10
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $157131047.05
- **C.18.a - Value (excl. sponsor support):** $157131047.05
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $313631026.47
- **C.18.a - Value (excl. sponsor support):** $313631026.47
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $469698923.68
- **C.18.a - Value (excl. sponsor support):** $469698923.68
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **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):** $238209273.72
- **C.18.a - Value (excl. sponsor support):** $238209273.72
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $316312688.13
- **C.18.a - Value (excl. sponsor support):** $316312688.13
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $302348658.49
- **C.18.a - Value (excl. sponsor support):** $302348658.49
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96907716.51
- **C.18.a - Value (excl. sponsor support):** $96907716.51
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194699972.65
- **C.18.a - Value (excl. sponsor support):** $194699972.65
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148562757.00
- **C.18.a - Value (excl. sponsor support):** $148562757.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $305862695.58
- **C.18.a - Value (excl. sponsor support):** $305862695.58
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $318353124.02
- **C.18.a - Value (excl. sponsor support):** $318353124.02
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $451608214.67
- **C.18.a - Value (excl. sponsor support):** $451608214.67
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197215075.76
- **C.18.a - Value (excl. sponsor support):** $197215075.76
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $118507864.09
- **C.18.a - Value (excl. sponsor support):** $118507864.09
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29724980.40
- **C.18.a - Value (excl. sponsor support):** $29724980.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 123: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $60297954.66
- **C.18.a - Value (excl. sponsor support):** $60297954.66
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 124: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64696218.82
- **C.18.a - Value (excl. sponsor support):** $64696218.82
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 125: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $76234901.29
- **C.18.a - Value (excl. sponsor support):** $76234901.29
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137647886.63
- **C.18.a - Value (excl. sponsor support):** $137647886.63
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.847100%
- **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):** $54998919.80
- **C.18.a - Value (excl. sponsor support):** $54998919.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 128: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.752100%
- **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):** $138990395.10
- **C.18.a - Value (excl. sponsor support):** $138990395.10
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63628439.65
- **C.18.a - Value (excl. sponsor support):** $63628439.65
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 130: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $78884803.77
- **C.18.a - Value (excl. sponsor support):** $78884803.77
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 131: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $58307300.64
- **C.18.a - Value (excl. sponsor support):** $58307300.64
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.807100%
- **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):** $130099798.40
- **C.18.a - Value (excl. sponsor support):** $130099798.40
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $78276623.03
- **C.18.a - Value (excl. sponsor support):** $78276623.03
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.700100%
- **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):** $334902789.70
- **C.18.a - Value (excl. sponsor support):** $334902789.70
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.762100%
- **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):** $397133824.73
- **C.18.a - Value (excl. sponsor support):** $397133824.73
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.820000%
- **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.5 - Other ID: 921AZS005_3.82_0102
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $4441465.49        | $4375820.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $3918707.89        | $3947183.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  | 0.0000% | $6114980.66        | $6052516.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  | 0.0000% | $24.66             | $24.59             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0865 | 2055-08-01      | 6.0000%  | 0.0000% | $2486.55           | $2620.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $1489454.29        | $1505036.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  | 0.0000% | $233391.54         | $226626.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV6962 | 2044-07-01      | 4.0000%  | 0.0000% | $6.02              | $5.92              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAT7753 | 2028-07-01      | 2.5000%  | 0.0000% | $15791.97          | $15566.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  | 0.0000% | $1891.86           | $1805.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  | 0.0000% | $117235.18         | $111905.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  | 0.0000% | $31133.34          | $30472.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  | 0.0000% | $2.43              | $2.42              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  | 0.0000% | $975337.30         | $987974.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $4533788.82        | $4347088.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $4347015.64        | $4283223.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  | 0.0000% | $6.98              | $6.87              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  | 0.0000% | $64876.85          | $63138.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  | 0.0000% | $353952.21         | $359510.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  | 0.0000% | $2384810.04        | $2130565.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $4201936.70        | $4297696.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $2384083.31        | $2437315.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $4548944.95        | $4580126.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $4320215.35        | $4416678.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $2597384.71        | $2616126.57        | Agency Mortgage-Backed Securities  |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $9543941.00        | $9322867.54        | U.S. Treasuries (including strips) |

### Security 137: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank Repo Repo 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932UNT009, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: 932UNT009_3.83_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0684 M     | 2055-10-20      | 4.5000%  | 0.0000% | $8302924.75        | $8137771.27        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0554 M     | 2055-08-20      | 4.5000%  | 0.0000% | $6619212.93        | $6487550.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $8229891.42        | $8263573.62        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $7733542.52        | $7856608.96        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $5514139.34        | $5534115.23        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $181.50            | $150.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ3972 | 2055-04-01      | 6.5000%  | 0.0000% | $938635.54         | $1002559.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  | 0.0000% | $3159279.32        | $3391569.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  | 0.0000% | $4816033.42        | $4334141.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  | 0.0000% | $4239274.88        | $3476763.58        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G07477 G | 2041-01-01      | 4.0000%  | 0.0000% | $3477594.95        | $3427838.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2467 | 2054-09-01      | 6.5000%  | 0.0000% | $3280690.93        | $3471425.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  | 0.0000% | $4306417.73        | $3928473.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  | 0.0000% | $3085385.15        | $3275033.49        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0620 M     | 2055-09-20      | 4.0000%  | 0.0000% | $6631897.60        | $6298401.57        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  | 0.0000% | $9014776.28        | $9155076.25        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $17199003.74       | $17475105.08       | Agency Mortgage-Backed Securities  |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | 0.0000% | $16.67             | $17.13             | U.S. Treasuries (including strips) |
| USTR BILL 04/21/26        | 2026-04-21      | 0.0000%  | 0.0000% | $120166.67         | $118885.93         | U.S. Treasuries (including strips) |
| USTR BILL 04/07/26        | 2026-04-07      | 0.0000%  | 0.0000% | $87500.00          | $86688.35          | U.S. Treasuries (including strips) |
| USTR BILL 03/31/26        | 2026-03-31      | 0.0000%  | 0.0000% | $81700.00          | $80998.03          | U.S. Treasuries (including strips) |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  | 0.0000% | $60666.67          | $59770.07          | U.S. Treasuries (including strips) |
| USTR BILL 03/03/26        | 2026-03-03      | 0.0000%  | 0.0000% | $117333.33         | $116642.01         | U.S. Treasuries (including strips) |
| USTR BILL 05/07/26        | 2026-05-07      | 0.0000%  | 0.0000% | $719000.00         | $710237.55         | U.S. Treasuries (including strips) |
| USTR BILL 02/03/26        | 2026-02-03      | 0.0000%  | 0.0000% | $143000.00         | $142554.13         | U.S. Treasuries (including strips) |
| USTR BILL 01/20/26        | 2026-01-20      | 0.0000%  | 0.0000% | $16.67             | $16.64             | U.S. Treasuries (including strips) |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  | 0.0000% | $27416.67          | $27173.18          | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  | 0.0000% | $150.00            | $148.79            | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  | 0.0000% | $581833.33         | $578657.69         | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  | 0.0000% | $63000.00          | $62789.52          | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $10133.33          | $10120.43          | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $1055166.67        | $1053823.44        | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26        | 2026-01-08      | 0.0000%  | 0.0000% | $16.67             | $16.66             | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  | 0.0000% | $2333.33           | $2285.67           | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  | 0.0000% | $233333.33         | $229732.30         | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $1467500.00        | $1452576.99        | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  | 0.0000% | $333333.33         | $330861.67         | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  | 0.0000% | $4874600.00        | $4864992.16        | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  | 0.0000% | $16.67             | $16.63             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  | 0.0000% | $19195900.00       | $19137506.07       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  | 0.0000% | $12539466.67       | $12554331.72       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | 0.0000% | $1879133.33        | $1869254.30        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | 0.0000% | $33.33             | $33.16             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  | 0.0000% | $16.67             | $16.63             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  | 0.0000% | $16.67             | $16.73             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  | 0.0000% | $2152716.67        | $2172971.91        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  | 0.0000% | $116.67            | $117.75            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  | 0.0000% | $6146066.67        | $6186648.09        | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  | 0.0000% | $50.00             | $51.22             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | 0.0000% | $83.33             | $84.24             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $3710300.00        | $3773455.07        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $16.67             | $16.83             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  | 0.0000% | $23683.33          | $24007.65          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $183.33            | $160.21            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  | 0.0000% | $10685501.05       | $10154656.57       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $16666600.00       | $16582915.62       | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $16.67             | $17.07             | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $16.67             | $17.07             | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $50.00             | $49.46             | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $33.33             | $16.68             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $1259033.33        | $1232768.29        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $6189116.67        | $6396883.53        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27     | 2027-12-31      | 3.3750%  | 0.0000% | $33.33             | $33.28             | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $1616.67           | $1485.29           | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $221533.33         | $205088.14         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $16915266.67       | $12274754.65       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $50.00             | $52.93             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $16.67             | $17.24             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $1764283.33        | $1813831.47        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  | 0.0000% | $4385200.00        | $4547123.51        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  | 0.0000% | $4049216.67        | $4138518.29        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $9328000.00        | $9574751.94        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $766633.33         | $747692.18         | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $6573333.33        | $6791056.92        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $33.33             | $33.58             | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $10763033.33       | $11173369.58       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $14517833.33       | $14446128.47       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $250883.33         | $255319.33         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $17961300.00       | $17797224.82       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $2500000.00        | $2344786.88        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $189350.00         | $184587.10         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $15663600.00       | $15294268.49       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31      | 2031-07-15      | 0.1250%  | 0.0000% | $20.24             | $18.81             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $12010516.67       | $12344863.32       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $150.00            | $141.84            | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $95966.67          | $84263.14          | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $16.67             | $14.37             | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $28616.67          | $21424.25          | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $15503700.00       | $9601852.26        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $25569100.00       | $14940996.76       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $456933.33         | $267003.51         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $116.67            | $61.93             | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $16.67             | $8.34              | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $16.67             | $9.96              | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $16.67             | $9.96              | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $16.67             | $12.60             | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $18817200.00       | $14295088.13       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $9983300.00        | $7185524.85        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $135116.67         | $102528.17         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $16.67             | $12.02             | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $82666.67          | $64601.86          | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $16.67             | $13.03             | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $83.33             | $73.80             | U.S. Treasuries (including strips) |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $16.67             | $13.54             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $33.33             | $27.83             | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  | 0.0000% | $146776.99         | $106689.88         | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $2020266.67        | $1701916.75        | U.S. Treasuries (including strips) |
| USTR BILL 01/27/26        | 2026-01-27      | 0.0000%  | 0.0000% | $10166.67          | $10141.76          | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $16.67             | $12.37             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $16.67             | $16.77             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $266.67            | $269.71            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | 0.0000% | $4333.33           | $3405.91           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $16.67             | $16.73             | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $150.00            | $72.56             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  | 0.0000% | $389600.00         | $302894.58         | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $7887183.33        | $7303798.93        | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  | 0.0000% | $16.67             | $16.62             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $14500.00          | $13844.78          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | 0.0000% | $15354666.67       | $15734986.41       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  | 0.0000% | $20833266.67       | $20943807.98       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $16.67             | $15.10             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $150.00            | $153.97            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | 0.0000% | $33.33             | $33.90             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $16.67             | $16.56             | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  | 0.0000% | $44.95             | $32.68             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $16671133.33       | $16709810.36       | U.S. Treasuries (including strips) |
| USTR BILL 02/12/26        | 2026-02-12      | 0.0000%  | 0.0000% | $500500.00         | $498457.46         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $376766.67         | $308451.09         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  | 0.0000% | $9077100.00        | $9088240.45        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  | 0.0000% | $16.67             | $16.57             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $3965266.67        | $3865524.63        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $16016.67          | $15898.99          | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $20333016.67       | $12962622.56       | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  | 0.0000% | $1280000.00        | $1257441.28        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  | 0.0000% | $16.67             | $17.12             | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $292166.67         | $200117.95         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  | 0.0000% | $19.57             | $17.93             | U.S. Treasuries (including strips) |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  | 0.0000% | $345000.00         | $342904.13         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $500.00            | $517.76            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $11767166.67       | $11610931.05       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $1200.00           | $1238.43           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $383933.33         | $379852.89         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $6810383.33        | $6728992.93        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $93500.00          | $94534.10          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $4200.00           | $4173.99           | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $66.67             | $65.10             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $1855266.67        | $1681110.47        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $14966516.67       | $12252778.19       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $200.00            | $165.65            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $16.67             | $17.08             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $16.67             | $16.92             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  | 0.0000% | $16.67             | $16.69             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | 0.0000% | $500.00            | $506.68            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $33.33             | $34.52             | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $33.33             | $34.36             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $16.67             | $17.05             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $166.67            | $170.39            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $16.67             | $16.97             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $16666666.67       | $17449197.89       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  | 0.0000% | $166.67            | $170.36            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  | 0.0000% | $8333000.00        | $8671191.14        | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $2064000.00        | $2127658.79        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  | 0.0000% | $11455166.67       | $11570871.07       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $16.67             | $16.88             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | 0.0000% | $16.67             | $16.99             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $140466.67         | $132699.91         | U.S. Treasuries (including strips) |

### Security 138: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXN000, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_3.74_0107
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM RC081BT R25F081 | 2055-10-25      | 4.5000%  | 0.0000% | $3642960.88        | $3608068.61        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  | 0.0000% | $148043.42         | $148146.66         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  | 0.0000% | $317432.73         | $313066.02         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106PL R25F106 | 2055-12-25      | 5.0000%  | 0.0000% | $707842.55         | $649988.22         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.1242%  | 0.0000% | $11573984.20       | $11601032.96       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  | 0.0000% | $68479.62          | $60250.01          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 5.1177%  | 0.0000% | $10102743.32       | $10156224.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF     | 2054-11-20      | 4.9677%  | 0.0000% | $5329570.30        | $5352577.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL     | 2054-06-20      | 5.1177%  | 0.0000% | $18994131.47       | $19078840.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.1677%  | 0.0000% | $5566548.11        | $5601099.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.0177%  | 0.0000% | $5566548.11        | $5587139.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.1177%  | 0.0000% | $5650725.22        | $5680237.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 5.1177%  | 0.0000% | $6038004.64        | $6069521.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 5.1177%  | 0.0000% | $5763521.72        | $5795012.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.2177%  | 0.0000% | $5182931.86        | $5220758.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.2177%  | 0.0000% | $9891431.39        | $9964106.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 4.9177%  | 0.0000% | $4455834.97        | $4465538.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  | 0.0000% | $2611436.53        | $2524274.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  | 0.0000% | $5446415.65        | $5389611.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH     | 2052-12-20      | 4.9177%  | 0.0000% | $12148052.51       | $12174263.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F      | 2065-09-20      | 5.0177%  | 0.0000% | $11379670.78       | $11417214.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 PC     | 2055-09-20      | 4.5000%  | 0.0000% | $7096626.01        | $7008265.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.1177%  | 0.0000% | $6374251.15        | $6464215.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  | 0.0000% | $9563985.20        | $8397737.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  | 0.0000% | $7087225.15        | $6276924.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  | 0.0000% | $9696275.83        | $8645611.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  | 0.0000% | $413481.04         | $367248.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  | 0.0000% | $965460.77         | $988004.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.6141%  | 0.0000% | $1208550.72        | $1210681.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.2484%  | 0.0000% | $5115268.78        | $5017516.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.2984%  | 0.0000% | $7085445.17        | $6966844.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 LT     | 2055-07-20      | 4.5000%  | 0.0000% | $2251383.81        | $2210939.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 K      | 2055-07-20      | 4.5000%  | 0.0000% | $3426842.24        | $3376885.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.2984%  | 0.0000% | $3557127.06        | $3500129.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.1141%  | 0.0000% | $2604676.76        | $2623028.39        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  | 0.0000% | $488069.67         | $463699.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  | 0.0000% | $1950036.31        | $1969506.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  | 0.0000% | $230511.96         | $232023.90         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  | 0.0000% | $1608108.11        | $1689933.47        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05580V 06/25/38 | 2038-06-25      | 5.0000%  | 0.0000% | $2622299.56        | $2674896.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  | 0.0000% | $6998814.31        | $6067388.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  | 0.0000% | $2674563.36        | $2360915.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.7141%  | 0.0000% | $1715207.25        | $1719463.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 5.0177%  | 0.0000% | $9520552.73        | $9556418.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 HT     | 2055-10-20      | 4.5000%  | 0.0000% | $11456449.32       | $11406258.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  | 0.0000% | $1398337.16        | $1409331.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.1141%  | 0.0000% | $737956.11         | $743945.10         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  | 0.0000% | $112079.04         | $107719.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 5.1177%  | 0.0000% | $6612962.21        | $6650118.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  | 0.0000% | $1730209.91        | $1713361.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF     | 2054-12-20      | 5.2177%  | 0.0000% | $18942155.60       | $19052233.81       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  | 0.0000% | $201307.92         | $165551.81         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CT 12/25/55 | 2055-12-25      | 4.5000%  | 0.0000% | $5681799.26        | $5592066.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.3641%  | 0.0000% | $1230138.01        | $1248315.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.6641%  | 0.0000% | $2202464.11        | $2205836.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.4641%  | 0.0000% | $82037.74          | $81988.93          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.2977%  | 0.0000% | $5361624.26        | $5347861.88        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616DA 06/15/32 | 2032-06-15      | 4.2500%  | 0.0000% | $30818757.38       | $31341094.22       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PT 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $18256940.49       | $17971401.94       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  | 0.0000% | $41531453.26       | $42401412.61       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GB 12/15/32 | 2032-12-15      | 4.1500%  | 0.0000% | $84920698.45       | $86899124.26       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CL 12/25/55 | 2055-12-25      | 4.5000%  | 0.0000% | $538399.42         | $491998.54         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GL 12/15/32 | 2032-12-15      | 4.0000%  | 0.0000% | $9390941.35        | $9067295.09        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GH 04/15/31 | 2031-04-15      | 4.2500%  | 0.0000% | $25368233.09       | $24979075.92       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  | 0.0000% | $5370442.31        | $5362771.52        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593DF 11/25/55 | 2055-11-25      | 4.7742%  | 0.0000% | $12501558.06       | $12520469.14       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5593CL 11/25/55 | 2055-11-25      | 5.0000%  | 0.0000% | $4181490.69        | $4148158.64        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5587AP 01/25/53 | 2053-01-25      | 5.0000%  | 0.0000% | $19348512.11       | $19514419.16       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565DY 08/25/55 | 2055-08-25      | 5.0000%  | 0.0000% | $749437.19         | $737278.07         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $3962067.18        | $3992252.85        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 5.1242%  | 0.0000% | $112700.84         | $113201.80         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  | 0.0000% | $1664660.33        | $1549754.93        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  | 0.0000% | $8967.13           | $8751.21           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AE R25F113 | 2052-11-25      | 4.2500%  | 0.0000% | $275675.68         | $274161.57         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AD R25F113 | 2052-11-25      | 4.5000%  | 0.0000% | $10934216.22       | $10930640.73       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC106PY R25F106 | 2055-12-25      | 5.0000%  | 0.0000% | $380219.24         | $360762.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 DB     | 2055-12-20      | 5.0000%  | 0.0000% | $9846114.22        | $9822450.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 NL     | 2055-11-20      | 5.0000%  | 0.0000% | $9845808.22        | $9683930.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 EF     | 2065-10-20      | 4.7677%  | 0.0000% | $7664427.11        | $7683004.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  | 0.0000% | $2280197.17        | $2329203.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  | 0.0000% | $6691969.45        | $6827555.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.1177%  | 0.0000% | $4700572.20        | $4723251.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MA     | 2054-04-20      | 6.0510%  | 0.0000% | $13958880.15       | $14043916.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  | 0.0000% | $10864249.27       | $10683098.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  | 0.0000% | $283201.61         | $285496.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.6742%  | 0.0000% | $1879027.23        | $1892393.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  | 0.0000% | $2869511.64        | $2885647.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  | 0.0000% | $1730674.68        | $1749171.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  | 0.0000% | $873900.16         | $845375.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  | 0.0000% | $471205.26         | $456789.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  | 0.0000% | $542918.89         | $532118.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  | 0.0000% | $254266.74         | $248512.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.0341%  | 0.0000% | $1094608.19        | $1101688.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.0641%  | 0.0000% | $2001240.84        | $2017931.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.0641%  | 0.0000% | $1883894.63        | $1897152.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.0141%  | 0.0000% | $2892099.17        | $2910860.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.0141%  | 0.0000% | $915489.33         | $921926.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 4.7741%  | 0.0000% | $1719003.35        | $1724634.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 4.8641%  | 0.0000% | $553821.36         | $556367.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 4.7541%  | 0.0000% | $1140033.84        | $1143394.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 4.5271%  | 0.0000% | $411915.85         | $414322.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.0141%  | 0.0000% | $761165.97         | $765577.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 5.1677%  | 0.0000% | $5957586.81        | $5995965.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 4.8677%  | 0.0000% | $366248.41         | $367421.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  | 0.0000% | $6115.18           | $5996.25           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  | 0.0000% | $2735630.15        | $2656140.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 4.9677%  | 0.0000% | $6790678.53        | $6804150.51        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GD 11/15/32 | 2032-11-15      | 4.2500%  | 0.0000% | $9749872.46        | $9716748.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-211 FP     | 2055-12-20      | 4.7742%  | 0.0000% | $20613976.70       | $20717536.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  | 0.0000% | $788365.18         | $794349.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 4.7541%  | 0.0000% | $1240887.28        | $1244499.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.0241%  | 0.0000% | $849772.45         | $855213.67         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5593VA 09/25/36 | 2036-09-25      | 5.5000%  | 0.0000% | $1848841.95        | $1915424.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 KC     | 2055-09-20      | 5.0000%  | 0.0000% | $10424149.22       | $10535569.47       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  | 0.0000% | $32224748.58       | $32773074.16       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616MG 07/15/31 | 2031-07-15      | 4.3500%  | 0.0000% | $20968127.82       | $21340563.71       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PL 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $121437.89         | $108576.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  | 0.0000% | $865417.62         | $836968.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.3177%  | 0.0000% | $3547275.59        | $3577387.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  | 0.0000% | $2614127.73        | $2619667.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  | 0.0000% | $1543370.36        | $1560422.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.1677%  | 0.0000% | $3482343.75        | $3502172.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  | 0.0000% | $1870951.80        | $1884335.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF     | 2054-04-20      | 5.0177%  | 0.0000% | $18585765.05       | $18618274.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-092 FC     | 2039-10-16      | 4.6487%  | 0.0000% | $267195.44         | $268911.63         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  | 0.0000% | $27685.19          | $26238.82          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 5.0177%  | 0.0000% | $9208594.70        | $9243257.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC     | 2072-11-20      | 4.9177%  | 0.0000% | $20490971.91       | $20654789.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 5.1177%  | 0.0000% | $19661257.65       | $19734726.38       | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7070%  | 0.0000% | $983859.39         | $920173.68         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5900%  | 0.0000% | $3357206.21        | $3202831.79        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-217 AM     | 2060-02-16      | 4.7500%  | 0.0000% | $6575484.91        | $6592320.34        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  | 0.0000% | $1053252.48        | $961942.51         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-217 AN     | 2060-02-16      | 4.2500%  | 0.0000% | $6575484.91        | $6460845.71        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  | 0.0000% | $19622918.97       | $17930749.62       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0840%  | 0.0000% | $4237378.14        | $4075025.82        | Agency Mortgage-Backed Securities         |

### Security 139: Fixed Income Clearing Corp. - BNYM

- **C.1 - Title:** Bny Ficc P Repo 4 Repo 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 935AYQ004, C.3 - LEI: N/A, C.5 - Other ID: 935AYQ004_3.83_0102
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 10.6100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  | 0.0000% | $10579507.11       | $10301089.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBT7892 | 2052-10-01      | 5.0000%  | 0.0000% | $4470996.52        | $4558796.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8893 | 2053-04-01      | 6.0000%  | 0.0000% | $19859885.80       | $20591186.38       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5565 | 2052-11-01      | 5.0000%  | 0.0000% | $10302878.55       | $10412755.32       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | 0.0000% | $369.84            | $343.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB7124 | 2054-07-01      | 4.5000%  | 0.0000% | $1393763.89        | $1381773.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2542 | 2051-09-01      | 3.5000%  | 0.0000% | $4206759.78        | $3964983.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI6573 | 2054-05-01      | 7.0000%  | 0.0000% | $1362779.79        | $1448495.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB0214 | 2054-01-01      | 7.0000%  | 0.0000% | $1074372.45        | $1152826.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5744 | 2050-05-01      | 3.5000%  | 0.0000% | $12251089.58       | $11689336.29       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2762 | 2053-05-01      | 5.5000%  | 0.0000% | $108653.52         | $111706.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8899 | 2052-09-01      | 5.0000%  | 0.0000% | $791554.45         | $808017.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7856 | 2051-06-01      | 3.5000%  | 0.0000% | $4844322.48        | $4583904.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC2815 | 2046-09-01      | 3.0000%  | 0.0000% | $22968977.51       | $20935304.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4982 | 2045-05-01      | 3.0000%  | 0.0000% | $22473307.30       | $20681982.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  | 0.0000% | $3929375.87        | $3225489.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB0446 | 2054-05-01      | 6.5000%  | 0.0000% | $2191726.49        | $2294500.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $8251830.08        | $8426862.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  | 0.0000% | $108135898.33      | $89715128.31       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | 0.0000% | $21283055.28       | $21853767.49       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB2732 | 2054-04-01      | 5.0000%  | 0.0000% | $1236243.92        | $1247794.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  | 0.0000% | $11730168.14       | $10176605.12       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8294 | 2053-08-01      | 6.5000%  | 0.0000% | $1043321.87        | $1111461.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG8811 | 2053-07-01      | 5.5000%  | 0.0000% | $829156.50         | $849449.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8032 | 2052-08-01      | 5.0000%  | 0.0000% | $6252230.37        | $6352989.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $20299904.84       | $20829576.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  | 0.0000% | $8206851.34        | $6796131.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7359 | 2050-10-01      | 2.5000%  | 0.0000% | $5704880.90        | $4946065.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $1433670.02        | $1335480.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  | 0.0000% | $20692696.09       | $21926553.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | 0.0000% | $22590280.47       | $18629022.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4904 | 2054-10-01      | 5.5000%  | 0.0000% | $4318299.60        | $4402952.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | 0.0000% | $7242665.01        | $7581735.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | 0.0000% | $12234695.17       | $13083558.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | 0.0000% | $5749506.62        | $6027683.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $6666892.61        | $7007664.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  | 0.0000% | $73439481.76       | $76051014.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6930 | 2053-08-01      | 6.5000%  | 0.0000% | $20089438.28       | $21416379.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  | 0.0000% | $2418029.23        | $2435721.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  | 0.0000% | $997.76            | $1024.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6526 | 2053-06-01      | 5.5000%  | 0.0000% | $15886038.75       | $16412555.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | 0.0000% | $6302911.29        | $6224477.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | 0.0000% | $958938.83         | $931227.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | 0.0000% | $7069130.24        | $7464294.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  | 0.0000% | $73311545.15       | $75669268.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  | 0.0000% | $12539177.26       | $13245066.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6210 | 2053-08-01      | 6.5000%  | 0.0000% | $802264.90         | $856934.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  | 0.0000% | $714136.20         | $742696.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $4098612.50        | $4161996.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2449 | 2053-07-01      | 6.5000%  | 0.0000% | $1026413.48        | $1094500.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY1357 | 2054-02-01      | 6.5000%  | 0.0000% | $1308973.18        | $1387051.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0184 | 2053-05-01      | 5.0000%  | 0.0000% | $5859855.65        | $5955058.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX9761 | 2053-04-01      | 5.5000%  | 0.0000% | $780111.76         | $813326.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX9102 | 2053-03-01      | 6.0000%  | 0.0000% | $827992.47         | $856151.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX9026 | 2053-04-01      | 5.0000%  | 0.0000% | $700011.06         | $721870.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX9789 | 2053-04-01      | 6.5000%  | 0.0000% | $740543.34         | $791927.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX8625 | 2053-04-01      | 5.0000%  | 0.0000% | $9313346.58        | $9359882.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  | 0.0000% | $900344.43         | $948837.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7656 | 2052-08-01      | 5.0000%  | 0.0000% | $770944.00         | $784062.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7297 | 2050-10-01      | 2.5000%  | 0.0000% | $21239260.15       | $18302196.13       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0954 | 2035-06-01      | 3.5000%  | 0.0000% | $616.64            | $610.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6874 | 2053-08-01      | 6.0000%  | 0.0000% | $16538912.60       | $17196830.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  | 0.0000% | $25362459.26       | $25782782.85       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $23020397.78       | $21812210.58       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  | 0.0000% | $2666387.92        | $2819466.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0467 | 2047-10-01      | 3.5000%  | 0.0000% | $7914921.50        | $7473171.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI2854 | 2054-03-01      | 5.5000%  | 0.0000% | $5687757.37        | $5849911.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8066 | 2053-09-01      | 5.5000%  | 0.0000% | $6715360.87        | $6870360.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8977 | 2054-08-01      | 5.0000%  | 0.0000% | $10567968.27       | $10658954.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8058 | 2054-01-01      | 7.5000%  | 0.0000% | $976484.60         | $1057292.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  | 0.0000% | $6511644.90        | $6541837.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7385 | 2046-06-01      | 3.5000%  | 0.0000% | $14594056.75       | $13980868.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4611 | 2052-09-01      | 4.0000%  | 0.0000% | $5329273.70        | $5111404.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4432 | 2053-09-01      | 5.0000%  | 0.0000% | $6983656.27        | $7026128.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS7656 | 2054-04-01      | 5.5000%  | 0.0000% | $7783873.97        | $7944792.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6452 | 2052-09-01      | 5.0000%  | 0.0000% | $1039525.49        | $1064666.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9266 | 2051-02-01      | 2.0000%  | 0.0000% | $12119474.68       | $10064880.34       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  | 0.0000% | $631313.75         | $516713.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0399 | 2055-09-01      | 5.5000%  | 0.0000% | $3028663.65        | $3099671.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ9498 | 2054-11-01      | 4.5000%  | 0.0000% | $4966586.34        | $4889345.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1017 | 2055-02-01      | 6.0000%  | 0.0000% | $24291085.36       | $25069954.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9777 | 2055-01-01      | 5.0000%  | 0.0000% | $129488296.26      | $130971282.60      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1688 | 2055-10-01      | 5.5000%  | 0.0000% | $6207223.31        | $6358663.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0884 | 2055-11-01      | 6.0000%  | 0.0000% | $3016797.90        | $3119884.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI7451 | 2054-06-01      | 6.0000%  | 0.0000% | $2333430.53        | $2409360.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI6472 | 2054-05-01      | 7.0000%  | 0.0000% | $1343129.84        | $1429838.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI6051 | 2054-05-01      | 5.5000%  | 0.0000% | $1623662.75        | $1657821.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI2209 | 2054-04-01      | 5.0000%  | 0.0000% | $2769011.14        | $2794795.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI2639 | 2054-04-01      | 6.0000%  | 0.0000% | $2180722.06        | $2279691.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3PSE9114 | 2051-05-01      | 3.0000%  | 0.0000% | $8926521.84        | $7893312.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5260 | 2043-10-01      | 5.5000%  | 0.0000% | $622.07            | $639.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5255 | 2043-09-01      | 5.5000%  | 0.0000% | $3537970.00        | $3672559.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5202 | 2042-11-01      | 5.0000%  | 0.0000% | $8017877.76        | $8198638.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9675 | 2053-08-01      | 6.5000%  | 0.0000% | $9115866.46        | $9561921.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8895 | 2053-04-01      | 6.0000%  | 0.0000% | $19711693.24       | $20394841.40       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI7905 | 2054-06-01      | 6.5000%  | 0.0000% | $1320904.94        | $1410873.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7401 | 2052-05-01      | 4.5000%  | 0.0000% | $14974719.60       | $14775046.68       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6945 | 2052-03-01      | 3.5000%  | 0.0000% | $199621.53         | $185949.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8939 | 2054-05-01      | 5.5000%  | 0.0000% | $2124014.19        | $2166841.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB7877 | 2053-12-01      | 7.5000%  | 0.0000% | $5477303.21        | $5853977.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $9438247.78        | $9920683.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  | 0.0000% | $27164218.76       | $28669225.13       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $22022565.15       | $23065788.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA6405 | 2054-01-01      | 7.0000%  | 0.0000% | $2999432.19        | $3242423.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  | 0.0000% | $24746128.80       | $24424676.58       | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G60619 G | 2045-08-01      | 4.5000%  | 0.0000% | $7287045.38        | $7320201.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  | 0.0000% | $2368892.30        | $1967878.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0393 | 2054-09-01      | 6.0000%  | 0.0000% | $8119579.43        | $8386510.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8625 | 2052-08-01      | 5.0000%  | 0.0000% | $949441.84         | $971990.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6132 | 2051-10-01      | 2.5000%  | 0.0000% | $11869847.97       | $10161400.97       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  | 0.0000% | $24887205.75       | $25375077.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6572 | 2050-08-01      | 2.5000%  | 0.0000% | $14621488.84       | $12554424.58       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $2794434.36        | $2598501.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH8539 | 2054-01-01      | 7.5000%  | 0.0000% | $2979325.73        | $3190470.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1538 | 2052-10-01      | 5.0000%  | 0.0000% | $1937311.62        | $1973343.04        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08816 G | 2048-06-01      | 3.5000%  | 0.0000% | $473616.46         | $446917.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD6156 | 2053-05-01      | 4.5000%  | 0.0000% | $3838762.29        | $3789933.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $5611966.05        | $5777425.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7935 | 2052-09-01      | 5.0000%  | 0.0000% | $6967703.80        | $7075443.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | 0.0000% | $3728687.37        | $3992448.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2135 | 2055-06-01      | 5.0000%  | 0.0000% | $10485590.00       | $10602951.71       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1698 | 2055-12-01      | 5.0000%  | 0.0000% | $1378100.00        | $1390892.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2212 | 2055-07-01      | 5.5000%  | 0.0000% | $25725982.35       | $26301455.41       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6477 | 2054-09-01      | 5.5000%  | 0.0000% | $7074075.41        | $7273594.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1141 | 2052-11-01      | 5.0000%  | 0.0000% | $4185409.14        | $4267596.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1586 | 2053-05-01      | 6.0000%  | 0.0000% | $67195564.08       | $69600963.68       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | 0.0000% | $19498140.19       | $20366132.41       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2945 | 2055-09-01      | 5.5000%  | 0.0000% | $1017.17           | $1042.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  | 0.0000% | $29367647.41       | $30231976.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2092 | 2048-07-01      | 4.5000%  | 0.0000% | $10818700.42       | $10809396.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8425 | 2052-04-01      | 3.0000%  | 0.0000% | $844582.59         | $769727.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4442 | 2054-11-01      | 5.0000%  | 0.0000% | $22757676.54       | $22834976.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8849 | 2055-08-01      | 6.5000%  | 0.0000% | $5369735.20        | $5771094.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC4639 | 2054-09-01      | 6.5000%  | 0.0000% | $2974806.97        | $3178827.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4985 | 2054-06-01      | 6.5000%  | 0.0000% | $1003836.50        | $1064564.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB4966 | 2054-06-01      | 6.0000%  | 0.0000% | $2823920.43        | $2935343.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4000 | 2054-05-01      | 5.5000%  | 0.0000% | $7497457.71        | $7718095.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB3456 | 2054-05-01      | 7.0000%  | 0.0000% | $1032817.59        | $1109787.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB2978 | 2054-05-01      | 5.0000%  | 0.0000% | $1155420.73        | $1168198.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB2846 | 2054-10-01      | 5.5000%  | 0.0000% | $3431667.93        | $3511589.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB1973 | 2054-09-01      | 5.5000%  | 0.0000% | $1202485.73        | $1237935.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB2626 | 2054-04-01      | 5.5000%  | 0.0000% | $4738533.54        | $4834315.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | 0.0000% | $777032.81         | $786413.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  | 0.0000% | $913729.08         | $899611.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6026 | 2055-08-01      | 6.0000%  | 0.0000% | $1041889.18        | $1075882.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  | 0.0000% | $1060313.69        | $1078176.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBV3023 | 2052-02-01      | 2.0000%  | 0.0000% | $935017.82         | $761629.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU8600 | 2052-01-01      | 3.0000%  | 0.0000% | $1187557.42        | $1067901.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB1248 | 2054-03-01      | 4.5000%  | 0.0000% | $1867895.24        | $1842312.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA0657 | 2055-12-01      | 5.0000%  | 0.0000% | $5406352.00        | $5431435.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0056 | 2055-10-01      | 5.5000%  | 0.0000% | $22130208.04       | $22564033.88       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5088 | 2055-11-01      | 5.5000%  | 0.0000% | $1641186.64        | $1680725.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | 0.0000% | $3769593.71        | $3848643.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3889 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $950.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL1403 | 2054-12-01      | 4.5000%  | 0.0000% | $924.34            | $912.57            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0391 | 2054-11-01      | 5.5000%  | 0.0000% | $922.79            | $945.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1226 | 2055-08-01      | 6.5000%  | 0.0000% | $996.85            | $1041.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2131 | 2055-06-01      | 5.5000%  | 0.0000% | $3763451.36        | $3844152.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1945 | 2052-08-01      | 3.5000%  | 0.0000% | $4733017.70        | $4431787.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQX7554 | 2054-12-01      | 4.5000%  | 0.0000% | $2794666.91        | $2760082.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | 0.0000% | $9889806.49        | $9927255.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  | 0.0000% | $673759.58         | $675433.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  | 0.0000% | $3928421.11        | $4114346.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA1372 | 2043-03-01      | 3.5000%  | 0.0000% | $1509826.13        | $1444924.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA0920 | 2031-12-01      | 4.0000%  | 0.0000% | $11943.47          | $11946.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  | 0.0000% | $970895.49         | $1038300.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  | 0.0000% | $3268826.47        | $3338790.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  | 0.0000% | $7621034.00        | $7891733.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $3506808.37        | $3518719.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8309 | 2053-03-01      | 6.0000%  | 0.0000% | $18948308.36       | $19616425.71       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $816.37            | $782.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  | 0.0000% | $1989722.46        | $1804777.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7435 | 2054-12-01      | 5.0000%  | 0.0000% | $3993369.69        | $4039707.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7251 | 2054-12-01      | 5.0000%  | 0.0000% | $21641247.77       | $21828697.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  | 0.0000% | $2355338.92        | $2434069.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA1135 | 2054-06-01      | 7.0000%  | 0.0000% | $7277462.45        | $7813850.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  | 0.0000% | $69861955.10       | $71505131.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC5705 | 2054-11-01      | 4.5000%  | 0.0000% | $1849209.50        | $1828017.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  | 0.0000% | $16011843.94       | $16379769.42       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY8783 | 2055-07-01      | 6.0000%  | 0.0000% | $9915927.02        | $10396085.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2868 | 2055-08-01      | 6.5000%  | 0.0000% | $5787764.34        | $6155626.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0651 | 2055-08-01      | 6.0000%  | 0.0000% | $8210057.40        | $8525766.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3603 | 2053-06-01      | 5.5000%  | 0.0000% | $3075610.11        | $3147220.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4591 | 2055-11-01      | 6.5000%  | 0.0000% | $1472750.00        | $1573494.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKBM7861 | 2052-04-01      | 3.5000%  | 0.0000% | $3216073.23        | $3005811.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5883 | 2049-12-01      | 3.5000%  | 0.0000% | $1815107.37        | $1725035.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  | 0.0000% | $5825139.03        | $6162103.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0749 | 2055-07-01      | 6.5000%  | 0.0000% | $964.56            | $1011.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9492 | 2055-07-01      | 6.0000%  | 0.0000% | $1992091.08        | $2057138.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS9894 | 2054-05-01      | 6.0000%  | 0.0000% | $4813375.47        | $4972601.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7179 | 2055-11-01      | 5.5000%  | 0.0000% | $3821534.83        | $3909928.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8404 | 2055-05-01      | 6.5000%  | 0.0000% | $13555379.07       | $14158548.26       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 ZLSI2119 | 2055-02-01      | 6.5000%  | 0.0000% | $13991256.38       | $14613806.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD6954 | 2054-08-01      | 6.5000%  | 0.0000% | $16680107.67       | $17646530.88       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC8866 | 2054-12-01      | 6.0000%  | 0.0000% | $3934924.92        | $4061861.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  | 0.0000% | $6982050.24        | $7301874.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2379 | 2055-11-01      | 5.5000%  | 0.0000% | $2648168.15        | $2742390.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM9835 | 2048-11-01      | 3.5000%  | 0.0000% | $9289833.73        | $8865443.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4964 | 2055-10-01      | 5.5000%  | 0.0000% | $6967129.23        | $7137108.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB1244 | 2054-03-01      | 4.5000%  | 0.0000% | $1412734.21        | $1392568.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB0436 | 2054-04-01      | 7.0000%  | 0.0000% | $2797767.75        | $3024418.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0060 | 2054-04-01      | 5.5000%  | 0.0000% | $1440915.99        | $1489194.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA5729 | 2053-11-01      | 6.0000%  | 0.0000% | $754.36            | $779.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDA2514 | 2053-12-01      | 4.0000%  | 0.0000% | $1691618.24        | $1623025.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL879177 | 2036-01-01      | 6.0000%  | 0.0000% | $665130.30         | $704901.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4884 | 2054-02-01      | 6.0000%  | 0.0000% | $5269616.79        | $5571228.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5297 | 2054-04-01      | 6.0000%  | 0.0000% | $3479128.06        | $3636057.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2421 | 2053-03-01      | 5.5000%  | 0.0000% | $3455864.11        | $3571920.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1849 | 2052-03-01      | 3.0000%  | 0.0000% | $9427255.25        | $8537982.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6516 | 2054-10-01      | 5.0000%  | 0.0000% | $8619971.34        | $8730855.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1457 | 2055-03-01      | 5.5000%  | 0.0000% | $15306146.63       | $15622667.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  | 0.0000% | $18625186.53       | $19487898.97       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1121 | 2055-02-01      | 5.0000%  | 0.0000% | $11279564.64       | $11413235.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1032 | 2053-10-01      | 3.5000%  | 0.0000% | $15310108.15       | $14261544.37       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0707 | 2054-03-01      | 5.0000%  | 0.0000% | $2196899.61        | $2215945.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA0655 | 2055-02-01      | 4.5000%  | 0.0000% | $26604226.80       | $26273137.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  | 0.0000% | $3401235.55        | $3501341.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0446 | 2054-08-01      | 5.5000%  | 0.0000% | $3243819.49        | $3312372.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1012.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4167 | 2055-04-01      | 6.5000%  | 0.0000% | $4998948.66        | $5221695.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2617 | 2055-03-01      | 6.5000%  | 0.0000% | $4998125.38        | $5220530.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC8857 | 2054-12-01      | 6.5000%  | 0.0000% | $5107079.12        | $5364969.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7724 | 2054-12-01      | 6.0000%  | 0.0000% | $7952030.36        | $8245150.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC7671 | 2054-12-01      | 7.0000%  | 0.0000% | $989618.11         | $1069395.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7559 | 2050-11-01      | 2.0000%  | 0.0000% | $5985888.30        | $4905481.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7451 | 2050-10-01      | 2.0000%  | 0.0000% | $5906322.34        | $4872666.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7350 | 2050-10-01      | 2.0000%  | 0.0000% | $10437668.70       | $8563185.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  | 0.0000% | $10790123.08       | $9363769.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  | 0.0000% | $20560157.64       | $21108483.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7679 | 2054-12-01      | 6.5000%  | 0.0000% | $2864895.58        | $3012986.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6508 | 2051-12-01      | 2.0000%  | 0.0000% | $23389325.88       | $19241127.59       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  | 0.0000% | $737.18            | $688.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA5803 | 2051-09-01      | 4.0000%  | 0.0000% | $5470075.61        | $5265567.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ9522 | 2054-10-01      | 7.0000%  | 0.0000% | $1462251.33        | $1607234.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ7708 | 2054-11-01      | 5.0000%  | 0.0000% | $6198418.04        | $6228149.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ6653 | 2054-10-01      | 5.5000%  | 0.0000% | $979.40            | $998.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ5565 | 2054-09-01      | 5.0000%  | 0.0000% | $6113176.81        | $6160674.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ5160 | 2054-10-01      | 5.5000%  | 0.0000% | $21539782.05       | $21968646.29       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  | 0.0000% | $936511.72         | $970562.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ0566 | 2054-08-01      | 6.0000%  | 0.0000% | $5568802.07        | $5823446.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0323 | 2053-09-01      | 6.5000%  | 0.0000% | $1461250.81        | $1559138.06        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q63950 G | 2049-06-01      | 4.0000%  | 0.0000% | $5066995.47        | $4966371.69        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | 0.0000% | $4587535.16        | $4469788.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH5023 | 2053-11-01      | 5.5000%  | 0.0000% | $2655119.58        | $2730942.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  | 0.0000% | $71144649.52       | $73948958.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7150 | 2052-07-01      | 5.0000%  | 0.0000% | $991389.12         | $999359.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | 0.0000% | $904949.75         | $952489.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9429 | 2054-11-01      | 5.0000%  | 0.0000% | $3833965.41        | $3867269.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB1870 | 2054-05-01      | 5.0000%  | 0.0000% | $1391079.04        | $1410044.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY3468 | 2053-06-01      | 5.5000%  | 0.0000% | $958875.81         | $997594.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | 0.0000% | $5313392.39        | $4726028.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2431 | 2049-07-01      | 3.5000%  | 0.0000% | $921734.09         | $872717.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBX4574 | 2053-08-01      | 3.0000%  | 0.0000% | $9026521.97        | $8028694.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH7965 | 2054-01-01      | 7.5000%  | 0.0000% | $1344424.29        | $1446584.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY1068 | 2053-04-01      | 5.5000%  | 0.0000% | $780744.06         | $808089.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM6537 | 2048-05-01      | 4.0000%  | 0.0000% | $4395269.02        | $4281648.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5007 | 2053-09-01      | 5.0000%  | 0.0000% | $3781969.02        | $3809640.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  | 0.0000% | $4543674.10        | $4843791.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV5097 | 2052-08-01      | 5.0000%  | 0.0000% | $861493.76         | $884923.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB5969 | 2054-06-01      | 6.0000%  | 0.0000% | $6239485.25        | $6485676.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3629 | 2055-11-01      | 6.5000%  | 0.0000% | $7193239.44        | $7532894.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF3221 | 2055-11-01      | 5.5000%  | 0.0000% | $7963401.00        | $8156221.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF3179 | 2055-11-01      | 5.5000%  | 0.0000% | $5561133.77        | $5714750.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2382 | 2055-10-01      | 6.5000%  | 0.0000% | $656915.91         | $692511.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  | 0.0000% | $9371370.13        | $9638569.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6882 | 2053-02-01      | 5.5000%  | 0.0000% | $5841767.84        | $6054614.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6819 | 2053-02-01      | 6.0000%  | 0.0000% | $5419232.85        | $5616292.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0297 | 2052-09-01      | 5.0000%  | 0.0000% | $1429053.98        | $1453583.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0239 | 2052-09-01      | 5.0000%  | 0.0000% | $982070.76         | $994431.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD7016 | 2054-04-01      | 4.5000%  | 0.0000% | $16515834.79       | $16237262.21       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6637 | 2054-10-01      | 5.5000%  | 0.0000% | $5665743.43        | $5832499.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5464 | 2053-01-01      | 5.5000%  | 0.0000% | $6647179.39        | $6836845.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6191 | 2053-05-01      | 6.0000%  | 0.0000% | $4924654.09        | $5212155.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $754153.83         | $749839.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5086 | 2052-11-01      | 5.0000%  | 0.0000% | $18275079.43       | $18804337.92       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $8248451.58        | $8359415.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $16886141.04       | $17776293.97       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4299 | 2052-08-01      | 4.5000%  | 0.0000% | $5362585.60        | $5319084.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  | 0.0000% | $3963353.15        | $3801106.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3408 | 2052-04-01      | 2.5000%  | 0.0000% | $11949753.48       | $10209885.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  | 0.0000% | $335858.47         | $287150.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  | 0.0000% | $3293452.22        | $2938253.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1674 | 2051-09-01      | 2.5000%  | 0.0000% | $153275328.38      | $132586888.70      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0791 | 2051-06-01      | 2.0000%  | 0.0000% | $52946415.36       | $44156710.37       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA8867 | 2051-02-01      | 3.0000%  | 0.0000% | $24974434.31       | $22825384.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8926 | 2051-02-01      | 2.0000%  | 0.0000% | $59266412.53       | $49219135.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9966 | 2055-09-01      | 6.0000%  | 0.0000% | $4648024.06        | $4799205.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9949 | 2055-09-01      | 5.5000%  | 0.0000% | $4344658.82        | $4429832.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8460 | 2055-09-01      | 6.0000%  | 0.0000% | $10867843.75       | $11222994.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6583 | 2055-09-01      | 6.0000%  | 0.0000% | $8119415.96        | $8421985.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6448 | 2055-08-01      | 6.5000%  | 0.0000% | $2828662.47        | $2956245.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2973 | 2055-07-01      | 5.5000%  | 0.0000% | $1233884.56        | $1264881.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1560 | 2055-07-01      | 6.0000%  | 0.0000% | $9325207.07        | $9708501.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0309 | 2055-06-01      | 5.5000%  | 0.0000% | $14468131.29       | $14761998.32       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4450 | 2055-06-01      | 7.0000%  | 0.0000% | $3063375.09        | $3319682.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD3832 | 2055-03-01      | 5.0000%  | 0.0000% | $5881258.47        | $5904334.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | 0.0000% | $93860049.25       | $92853869.52       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8451 | 2055-11-01      | 6.5000%  | 0.0000% | $1186602.43        | $1261223.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $24214248.07       | $25090755.42       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9307 | 2052-09-01      | 5.0000%  | 0.0000% | $1502252.51        | $1516146.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9079 | 2052-08-01      | 5.0000%  | 0.0000% | $2359467.69        | $2424651.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8232 | 2052-08-01      | 5.0000%  | 0.0000% | $2025611.33        | $2056181.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8143 | 2052-08-01      | 5.0000%  | 0.0000% | $930917.03         | $956105.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7761 | 2052-07-01      | 5.0000%  | 0.0000% | $970510.40         | $979091.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9345 | 2054-10-01      | 6.0000%  | 0.0000% | $10901505.08       | $11400020.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9834 | 2055-01-01      | 6.5000%  | 0.0000% | $25981294.34       | $27153535.71       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8707 | 2054-06-01      | 6.0000%  | 0.0000% | $19233737.75       | $20004606.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8561 | 2054-05-01      | 7.0000%  | 0.0000% | $18598914.87       | $19948365.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8551 | 2054-05-01      | 6.5000%  | 0.0000% | $9905150.55        | $10558956.53       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8300 | 2054-04-01      | 6.5000%  | 0.0000% | $10045959.60       | $10697145.41       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  | 0.0000% | $2537972.92        | $2567404.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $943.59            | $931.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7283 | 2050-10-01      | 2.0000%  | 0.0000% | $52415548.13       | $42965898.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7280 | 2050-10-01      | 2.0000%  | 0.0000% | $11437880.19       | $9489547.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7011 | 2050-09-01      | 2.0000%  | 0.0000% | $4372109.97        | $3644357.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6976 | 2050-09-01      | 2.0000%  | 0.0000% | $17844595.20       | $14631205.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | 0.0000% | $16945798.87       | $14032844.29       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD8207 | 2052-03-01      | 2.0000%  | 0.0000% | $1582384.61        | $1285887.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD8010 | 2052-03-01      | 2.0000%  | 0.0000% | $2610533.43        | $2121389.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC8887 | 2051-10-01      | 3.0000%  | 0.0000% | $206234.00         | $184263.27         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q53213 G | 2047-12-01      | 4.0000%  | 0.0000% | $2568959.83        | $2508048.08        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q51578 G | 2047-10-01      | 4.0000%  | 0.0000% | $6567468.17        | $6429757.12        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q46896 G | 2047-03-01      | 4.0000%  | 0.0000% | $1517099.58        | $1482931.97        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q46015 G | 2047-02-01      | 3.5000%  | 0.0000% | $2243222.93        | $2135114.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0229 | 2055-06-01      | 5.5000%  | 0.0000% | $2590217.51        | $2653409.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7836 | 2055-04-01      | 6.0000%  | 0.0000% | $2267386.12        | $2342708.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6012 | 2055-04-01      | 6.5000%  | 0.0000% | $1680704.87        | $1759537.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7129 | 2054-02-01      | 5.0000%  | 0.0000% | $44158.88          | $44625.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7105 | 2053-09-01      | 5.0000%  | 0.0000% | $2789161.27        | $2809144.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS2342 | 2038-08-01      | 5.5000%  | 0.0000% | $157.20            | $162.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK9050 | 2048-11-01      | 4.5000%  | 0.0000% | $838300.09         | $834879.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK9876 | 2048-10-01      | 4.5000%  | 0.0000% | $1168648.62        | $1164159.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  | 0.0000% | $1042387.21        | $1043066.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $10395382.56       | $9852137.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE8750 | 2047-05-01      | 4.5000%  | 0.0000% | $707152.86         | $708977.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF5559 | 2055-11-01      | 4.5000%  | 0.0000% | $3910146.45        | $3838598.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3761 | 2055-11-01      | 5.0000%  | 0.0000% | $7775585.23        | $7861479.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7775 | 2052-09-01      | 5.0000%  | 0.0000% | $900472.00         | $923026.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY9004 | 2053-08-01      | 6.0000%  | 0.0000% | $759150.46         | $796724.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF9772 | 2053-04-01      | 6.0000%  | 0.0000% | $5170472.03        | $5355264.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  | 0.0000% | $954021.08         | $943085.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6719 | 2053-08-01      | 6.5000%  | 0.0000% | $30514.55          | $32636.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $857316.22         | $822000.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS9180 | 2054-06-01      | 6.5000%  | 0.0000% | $11702168.67       | $12286430.65       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI4079 | 2054-04-01      | 5.5000%  | 0.0000% | $5163465.37        | $5263085.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS7746 | 2052-02-01      | 2.5000%  | 0.0000% | $3247267.01        | $2820229.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS7711 | 2049-09-01      | 3.5000%  | 0.0000% | $4011041.62        | $3823391.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS7575 | 2052-09-01      | 3.5000%  | 0.0000% | $7792657.51        | $7287636.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS6990 | 2051-12-01      | 2.5000%  | 0.0000% | $8297941.76        | $7116549.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6778 | 2054-01-01      | 6.5000%  | 0.0000% | $14846297.46       | $15660418.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $62399113.11       | $65230660.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6524 | 2053-12-01      | 6.5000%  | 0.0000% | $16436846.74       | $17557341.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6421 | 2053-11-01      | 6.5000%  | 0.0000% | $20184844.00       | $21646542.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6381 | 2051-11-01      | 3.5000%  | 0.0000% | $6852885.29        | $6420232.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  | 0.0000% | $1196817.84        | $1272174.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 K0923002 | 2036-11-01      | 6.5000%  | 0.0000% | $67.12             | $68.21             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9288 | 2054-10-01      | 5.5000%  | 0.0000% | $8428330.72        | $8693303.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS9039 | 2049-07-01      | 2.5000%  | 0.0000% | $6261617.05        | $5418423.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  | 0.0000% | $50168870.85       | $51506791.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS9869 | 2054-01-01      | 2.5000%  | 0.0000% | $16775301.08       | $14264631.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | 0.0000% | $3658370.59        | $3142709.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTCA2837 | 2038-12-01      | 4.5000%  | 0.0000% | $2953601.72        | $2978775.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  | 0.0000% | $19814879.37       | $19295597.43       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0060 | 2047-07-01      | 3.5000%  | 0.0000% | $22109750.07       | $20924859.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9017 | 2053-08-01      | 6.5000%  | 0.0000% | $678151.57         | $717112.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9016 | 2053-08-01      | 6.5000%  | 0.0000% | $718779.71         | $760592.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8306 | 2053-08-01      | 6.0000%  | 0.0000% | $9282799.70        | $9774639.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6960 | 2053-07-01      | 6.5000%  | 0.0000% | $947711.17         | $1002840.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6080 | 2050-06-01      | 2.5000%  | 0.0000% | $11303511.54       | $9710240.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6399 | 2053-08-01      | 5.5000%  | 0.0000% | $8483189.01        | $8704060.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  | 0.0000% | $14023617.01       | $12482290.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  | 0.0000% | $23923973.53       | $19638296.71       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2685 | 2049-07-01      | 3.5000%  | 0.0000% | $1117173.73        | $1057767.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN4325 | 2049-01-01      | 4.5000%  | 0.0000% | $1384150.60        | $1381686.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  | 0.0000% | $940137.58         | $912105.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN0714 | 2048-09-01      | 5.0000%  | 0.0000% | $842955.48         | $861960.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8509 | 2046-12-01      | 3.0000%  | 0.0000% | $5060575.55        | $4660284.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8368 | 2053-08-01      | 6.5000%  | 0.0000% | $842221.73         | $898566.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG7619 | 2053-07-01      | 6.5000%  | 0.0000% | $763286.40         | $813700.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | 0.0000% | $861078.65         | $917042.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1111 | 2052-10-01      | 5.0000%  | 0.0000% | $716200.33         | $740096.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9961 | 2052-09-01      | 5.0000%  | 0.0000% | $1052939.20        | $1062422.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9300 | 2052-09-01      | 5.0000%  | 0.0000% | $2339991.48        | $2371662.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  | 0.0000% | $1055730.74        | $1074921.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0469 | 2055-10-01      | 6.5000%  | 0.0000% | $1030960.40        | $1077412.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  | 0.0000% | $891361.61         | $940080.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6726 | 2053-02-01      | 6.0000%  | 0.0000% | $744534.82         | $790043.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4611 | 2052-12-01      | 5.5000%  | 0.0000% | $764335.64         | $786268.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4138 | 2052-12-01      | 5.0000%  | 0.0000% | $9898126.91        | $10053593.49       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX3940 | 2053-01-01      | 4.5000%  | 0.0000% | $820622.61         | $812415.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3155 | 2052-12-01      | 6.0000%  | 0.0000% | $720731.03         | $758051.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  | 0.0000% | $995414.08         | $1000554.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5071 | 2052-11-01      | 5.5000%  | 0.0000% | $9881314.71        | $10193992.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  | 0.0000% | $5878561.72        | $5844924.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS3748 | 2052-12-01      | 6.0000%  | 0.0000% | $20217638.25       | $20925761.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2031 | 2052-05-01      | 3.5000%  | 0.0000% | $14301071.55       | $13365204.66       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | 0.0000% | $4736497.32        | $4300597.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS0088 | 2050-03-01      | 4.0000%  | 0.0000% | $4769142.18        | $4643515.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM9639 | 2036-11-01      | 2.0000%  | 0.0000% | $11526448.49       | $10703617.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8658 | 2051-09-01      | 2.5000%  | 0.0000% | $4777541.29        | $4071842.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $19664291.29       | $18426751.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM7970 | 2050-04-01      | 4.5000%  | 0.0000% | $5544692.38        | $5515360.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  | 0.0000% | $22076300.90       | $19960508.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM1514 | 2049-09-01      | 3.0000%  | 0.0000% | $7497986.95        | $6679694.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA3424 | 2048-03-01      | 4.0000%  | 0.0000% | $10243396.78       | $9940236.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2796 | 2055-06-01      | 5.0000%  | 0.0000% | $16258126.50       | $16346126.32       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  | 0.0000% | $141880305.76      | $146056316.05      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2191 | 2055-07-01      | 6.5000%  | 0.0000% | $890.46            | $933.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  | 0.0000% | $5039380.01        | $5104416.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8583 | 2052-10-01      | 5.0000%  | 0.0000% | $971101.58         | $981368.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  | 0.0000% | $935640.62         | $948078.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6470 | 2052-09-01      | 5.0000%  | 0.0000% | $1059909.45        | $1088100.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6140 | 2052-08-01      | 5.0000%  | 0.0000% | $852238.67         | $875298.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5447 | 2052-07-01      | 5.0000%  | 0.0000% | $728448.38         | $743244.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6196 | 2052-08-01      | 5.0000%  | 0.0000% | $837086.77         | $854660.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBW3873 | 2052-07-01      | 3.5000%  | 0.0000% | $4605424.13        | $4290006.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  | 0.0000% | $832398.72         | $862306.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | 0.0000% | $1111343.83        | $1137571.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7607 | 2053-02-01      | 5.5000%  | 0.0000% | $9336968.91        | $9550116.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0573 | 2053-04-01      | 5.5000%  | 0.0000% | $819634.62         | $856258.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5298 | 2052-12-01      | 5.5000%  | 0.0000% | $6306048.79        | $6513582.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $21149514.89       | $22092889.00       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3663 | 2053-08-01      | 5.5000%  | 0.0000% | $1543053.88        | $1585354.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  | 0.0000% | $1117950.81        | $1158223.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2754 | 2053-05-01      | 6.5000%  | 0.0000% | $1320672.65        | $1407402.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG8652 | 2053-08-01      | 6.0000%  | 0.0000% | $807479.17         | $843206.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS3610 | 2044-10-01      | 3.5000%  | 0.0000% | $3143530.33        | $3009834.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL9442 | 2046-11-01      | 3.5000%  | 0.0000% | $3892572.93        | $3682034.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL5768 | 2042-10-01      | 4.5000%  | 0.0000% | $2076727.60        | $2101982.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI9240 | 2054-07-01      | 6.5000%  | 0.0000% | $1136833.26        | $1211951.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7889 | 2052-06-01      | 3.0000%  | 0.0000% | $10127803.69       | $9116826.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS7901 | 2044-01-01      | 4.0000%  | 0.0000% | $3014826.27        | $2961042.77        | Agency Mortgage-Backed Securities |

### Security 140: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Securities USA, Inc. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 977HAZ004, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 977HAZ004_3.80_0107
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 BOND 55 | 2055-02-15      | 4.6250%  | 0.0000% | $27897186.67       | $27545228.79       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54 | 2054-08-15      | 4.2500%  | 0.0000% | $80648280.00       | $74713171.45       | U.S. Treasuries (including strips) |

### Security 141: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 977HCB005, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 977HCB005_3.72_0106
- **C.18 - Value (incl. sponsor support):** $598000000.00
- **C.18.a - Value (excl. sponsor support):** $598000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 5.9742%  | 0.0000% | $10439106.10       | $10576867.83       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FC 06/25/55 | 2055-06-25      | 5.3742%  | 0.0000% | $5115383.01        | $5155920.88        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 5.9242%  | 0.0000% | $7663268.15        | $7750302.69        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.3742%  | 0.0000% | $3373264.87        | $3406544.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 5.2242%  | 0.0000% | $2310017.40        | $2326676.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 5.8742%  | 0.0000% | $4666214.45        | $4729997.08        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.3242%  | 0.0000% | $4437635.66        | $4470857.42        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55 | 2055-01-25      | 5.1742%  | 0.0000% | $9035954.67        | $9096128.39        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.3242%  | 0.0000% | $2839936.93        | $2863756.52        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.3742%  | 0.0000% | $3030248.07        | $3058295.14        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.3242%  | 0.0000% | $4974365.68        | $5021245.91        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FQ 11/25/54 | 2054-11-25      | 5.2542%  | 0.0000% | $3575746.89        | $3598598.41        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FB 11/25/54 | 2054-11-25      | 5.1742%  | 0.0000% | $13396902.31       | $13450548.39       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FA 11/25/54 | 2054-11-25      | 4.9742%  | 0.0000% | $2865253.47        | $2873405.20        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 5.2242%  | 0.0000% | $2968169.27        | $2988859.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326FA 08/25/53 | 2053-08-25      | 4.9742%  | 0.0000% | $8703453.25        | $8737170.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.1742%  | 0.0000% | $22872949.98       | $22992309.39       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.3742%  | 0.0000% | $16889051.49       | $17053967.98       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FE R24F103 | 2055-01-25      | 5.1742%  | 0.0000% | $2637954.03        | $2650316.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-083 FE     | 2055-05-20      | 5.3177%  | 0.0000% | $20164583.67       | $20367294.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-050 FG     | 2055-03-20      | 5.0677%  | 0.0000% | $6869355.94        | $6898773.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-045 A      | 2054-03-20      | 0.1250%  | 0.0000% | $9985503.67        | $7624243.27        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 4.9242%  | 0.0000% | $7258516.53        | $7289834.83        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 4.9742%  | 0.0000% | $8869941.66        | $8910690.45        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.2242%  | 0.0000% | $7305011.10        | $7368891.22        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082BF R24F082 | 2054-11-25      | 5.2242%  | 0.0000% | $7478076.46        | $7532028.53        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 4.8742%  | 0.0000% | $13840762.75       | $13900629.10       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 4.8742%  | 0.0000% | $5577960.38        | $5610481.93        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL026FC R24F026 | 2054-05-25      | 5.1242%  | 0.0000% | $2834333.29        | $2849610.44        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024 | 2054-05-25      | 0.1250%  | 0.0000% | $20199327.60       | $16986001.72       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 5.2242%  | 0.0000% | $2323942.81        | $2338766.54        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 5.6242%  | 0.0000% | $7873533.41        | $8005386.47        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 5.8742%  | 0.0000% | $10439106.10       | $10590765.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-065 FE     | 2053-05-20      | 4.7677%  | 0.0000% | $11653569.84       | $11625855.10       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FA 12/25/54 | 2054-12-25      | 5.2742%  | 0.0000% | $2349029.51        | $2366698.99        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041FD R25F041 | 2055-06-25      | 5.3742%  | 0.0000% | $2834404.12        | $2856650.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-166 FJ     | 2053-11-20      | 5.4177%  | 0.0000% | $2061930.72        | $2083348.81        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549DF 06/25/55 | 2055-06-25      | 5.2742%  | 0.0000% | $105955.40         | $106601.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 FD     | 2053-12-20      | 5.2177%  | 0.0000% | $3725549.03        | $3750395.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 FN     | 2053-09-20      | 4.9177%  | 0.0000% | $3729707.06        | $3749092.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-147 FM     | 2053-10-20      | 5.3177%  | 0.0000% | $2032495.86        | $2049968.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-164 DF     | 2053-11-20      | 5.2677%  | 0.0000% | $2806487.63        | $2840447.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 FB     | 2053-08-20      | 4.9677%  | 0.0000% | $2599479.03        | $2610412.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-102 GF     | 2053-07-20      | 4.9677%  | 0.0000% | $2456906.56        | $2468318.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-164 FL     | 2053-11-20      | 5.5177%  | 0.0000% | $3545307.29        | $3589279.55        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508JF 02/25/55 | 2055-02-25      | 5.2242%  | 0.0000% | $7543725.21        | $7592749.60        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 4.8742%  | 0.0000% | $18061479.34       | $18171119.11       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.2742%  | 0.0000% | $2867626.02        | $2893902.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-001 FA     | 2054-01-20      | 4.9677%  | 0.0000% | $3274425.00        | $3288511.22        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54 | 2054-04-25      | 5.3242%  | 0.0000% | $81679.50          | $82432.12          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-083 CF     | 2053-06-20      | 4.9177%  | 0.0000% | $4414657.63        | $4431983.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-161 F      | 2052-09-20      | 4.5177%  | 0.0000% | $5828665.31        | $5774029.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 BF     | 2055-09-20      | 5.3177%  | 0.0000% | $2477032.16        | $2498007.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-081 AD     | 2051-05-20      | 1.7500%  | 0.0000% | $5107916.59        | $4210038.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FB     | 2055-09-20      | 5.3177%  | 0.0000% | $3719195.48        | $3742703.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-159 FD     | 2055-09-20      | 5.3177%  | 0.0000% | $2467726.78        | $2485227.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-101 LF     | 2055-06-20      | 5.1677%  | 0.0000% | $3639483.09        | $3668402.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 FD     | 2053-01-20      | 5.3177%  | 0.0000% | $18211111.89       | $18394148.83       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.8742%  | 0.0000% | $1067056.32        | $1073197.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-149 FQ     | 2053-10-20      | 5.4177%  | 0.0000% | $3176928.38        | $3213073.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-045 C      | 2054-03-20      | 0.1250%  | 0.0000% | $9519772.55        | $7631041.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DJ3100 C     | 2055-08-20      | 7.0000%  | 0.0000% | $198433.38         | $209247.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3014 C     | 2055-07-20      | 6.5000%  | 0.0000% | $742345.05         | $781142.72         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ0376       | 2068-06-15      | 5.6300%  | 0.0000% | $27701.48          | $28218.82          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0366       | 2060-12-15      | 5.2200%  | 0.0000% | $1317917.25        | $1343886.81        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ0344       | 2068-04-15      | 5.5000%  | 0.0000% | $487347.70         | $497273.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8907 C     | 2055-01-20      | 7.5000%  | 0.0000% | $222804.10         | $240855.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3631 C     | 2055-04-20      | 7.0000%  | 0.0000% | $259773.72         | $272005.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3463 C     | 2055-02-20      | 7.0000%  | 0.0000% | $100577.95         | $105313.79         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1773       | 2060-05-15      | 5.6400%  | 0.0000% | $23084.98          | $24188.35          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1772       | 2060-05-15      | 5.6400%  | 0.0000% | $20528.59          | $21509.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD7534 C     | 2054-09-20      | 7.0000%  | 0.0000% | $3682022.57        | $3925795.78        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD4712       | 2060-06-15      | 5.1300%  | 0.0000% | $219393.09         | $222401.19         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7274       | 2068-02-15      | 5.6200%  | 0.0000% | $75963.07          | $78378.41          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7254       | 2060-07-15      | 5.9500%  | 0.0000% | $87918.78          | $92860.03          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7249       | 2067-03-15      | 5.4500%  | 0.0000% | $492873.47         | $506944.35         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7194       | 2067-02-15      | 5.3200%  | 0.0000% | $609391.40         | $623319.85         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7183       | 2066-11-15      | 5.6000%  | 0.0000% | $773611.67         | $795364.60         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC1787       | 2066-12-15      | 5.5500%  | 0.0000% | $610846.54         | $630013.07         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6913       | 2067-02-15      | 5.9600%  | 0.0000% | $98349.57          | $105826.66         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CS DB6910       | 2066-03-15      | 11.2500% | 0.0000% | $910878.09         | $934616.48         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081465 M     | 2035-09-20      | 5.3750%  | 0.0000% | $10164.30          | $10245.52          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008946 M     | 2026-08-20      | 5.8750%  | 0.0000% | $102.37            | $103.01            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080042 M     | 2027-02-20      | 5.6250%  | 0.0000% | $196.92            | $197.60            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CX6390       | 2066-10-15      | 5.6400%  | 0.0000% | $150060.87         | $153413.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV8233 C     | 2053-11-20      | 6.5000%  | 0.0000% | $1029077.79        | $1082860.14        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV7760       | 2060-12-15      | 5.0350%  | 0.0000% | $2485437.50        | $2509200.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0961 C     | 2053-06-20      | 6.5000%  | 0.0000% | $415818.88         | $437549.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT6550 C     | 2053-12-20      | 7.5000%  | 0.0000% | $1160103.23        | $1254292.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS7461 C     | 2053-02-20      | 5.0000%  | 0.0000% | $996950.20         | $996646.79         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CS6534       | 2065-02-15      | 5.2300%  | 0.0000% | $234791.30         | $239374.98         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CS2707       | 2065-06-15      | 5.5400%  | 0.0000% | $84241.55          | $87639.49          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR5671       | 2064-03-15      | 6.0100%  | 0.0000% | $1127835.23        | $1189069.16        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CR5661       | 2065-03-15      | 5.6400%  | 0.0000% | $68685.82          | $71866.46          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4186       | 2067-05-15      | 6.0700%  | 0.0000% | $167523.10         | $174495.46         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4174       | 2067-02-15      | 5.7200%  | 0.0000% | $2128157.29        | $2191243.68        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ9718       | 2060-01-15      | 5.5300%  | 0.0000% | $61773.44          | $64074.28          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ8779       | 2065-07-15      | 6.6500%  | 0.0000% | $141418.78         | $154221.23         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ7223       | 2064-12-15      | 4.2500%  | 0.0000% | $700306.93         | $667715.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AQ0542 C     | 2046-10-20      | 4.0000%  | 0.0000% | $3618.00           | $3452.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE6957 C     | 2043-06-20      | 3.0000%  | 0.0000% | $26047.96          | $23618.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9967 M     | 2054-10-20      | 6.5000%  | 0.0000% | $53251.60          | $55391.92          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CK5789       | 2057-05-15      | 2.4400%  | 0.0000% | $488755.80         | $424187.90         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV7747       | 2060-05-15      | 5.0000%  | 0.0000% | $2788736.35        | $2835410.51        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7252       | 2067-10-15      | 5.3000%  | 0.0000% | $354298.93         | $356235.41         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB6908       | 2060-08-15      | 5.9300%  | 0.0000% | $59497.93          | $63635.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7941 C     | 2055-08-20      | 7.0000%  | 0.0000% | $343147.36         | $358090.51         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP1224       | 2066-09-15      | 5.3900%  | 0.0000% | $572945.79         | $581454.42         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3714       | 2065-09-15      | 5.2500%  | 0.0000% | $130729.05         | $133468.35         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6812       | 2061-01-15      | 4.9800%  | 0.0000% | $544802.92         | $547761.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0398 C     | 2055-09-20      | 6.5000%  | 0.0000% | $139301.74         | $146906.46         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF8947       | 2060-02-15      | 4.6300%  | 0.0000% | $800984.61         | $791141.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3350 C     | 2055-05-20      | 6.0000%  | 0.0000% | $284068.77         | $293268.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0436 C     | 2055-09-20      | 6.5000%  | 0.0000% | $158277.43         | $167700.27         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW0779       | 2067-06-15      | 5.0600%  | 0.0000% | $243819.67         | $246793.95         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7266       | 2067-03-15      | 5.8500%  | 0.0000% | $631380.48         | $661568.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3818 C     | 2055-06-20      | 6.0000%  | 0.0000% | $125934.58         | $130576.65         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL3193       | 2060-09-15      | 5.7200%  | 0.0000% | $439730.93         | $455258.12         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8500       | 2060-03-15      | 5.7200%  | 0.0000% | $13994.24          | $14740.77          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7033       | 2060-04-15      | 5.5600%  | 0.0000% | $60732.78          | $63251.63          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0347       | 2060-11-15      | 5.1000%  | 0.0000% | $2026769.12        | $2041866.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3511 C     | 2055-11-20      | 6.5000%  | 0.0000% | $393190.86         | $414612.16         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080963 M     | 2034-07-20      | 5.3750%  | 0.0000% | $447.33            | $451.74            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080904 M     | 2034-05-20      | 5.6250%  | 0.0000% | $314.57            | $321.46            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080027 M     | 2027-01-20      | 5.6250%  | 0.0000% | $932.50            | $935.96            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080024 M     | 2026-12-20      | 5.0000%  | 0.0000% | $492.10            | $494.63            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080848 M     | 2034-03-20      | 5.6250%  | 0.0000% | $496.05            | $506.19            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080846 M     | 2034-03-20      | 5.6250%  | 0.0000% | $1172.99           | $1196.95           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080824 M     | 2034-02-20      | 5.6250%  | 0.0000% | $572.55            | $576.00            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080801 M     | 2034-01-20      | 5.6250%  | 0.0000% | $165.01            | $168.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI6772 C     | 2051-10-20      | 3.0000%  | 0.0000% | $156392.42         | $141498.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC3160 C     | 2051-03-20      | 2.5000%  | 0.0000% | $386476.73         | $334859.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB4720 C     | 2051-02-20      | 2.0000%  | 0.0000% | $116570.70         | $95448.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB1022 C     | 2051-02-20      | 2.0000%  | 0.0000% | $1088338.25        | $883128.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW2756 C     | 2050-06-20      | 3.0000%  | 0.0000% | $292808.78         | $260387.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9242 C     | 2048-04-20      | 4.0000%  | 0.0000% | $25205.97          | $24080.36          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3708       | 2058-05-15      | 4.8500%  | 0.0000% | $12290.42          | $12388.89          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3704       | 2065-06-15      | 5.3000%  | 0.0000% | $430831.59         | $443319.96         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3674       | 2063-11-15      | 4.3500%  | 0.0000% | $71626.25          | $68986.97          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP3649       | 2065-01-15      | 4.3500%  | 0.0000% | $574765.08         | $564125.03         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7201       | 2067-03-15      | 5.0000%  | 0.0000% | $1442234.97        | $1434964.18        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6735       | 2060-06-15      | 5.8400%  | 0.0000% | $9200.13           | $9775.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2422 C     | 2055-04-20      | 6.0000%  | 0.0000% | $956674.28         | $991939.20         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4687       | 2058-09-15      | 5.8800%  | 0.0000% | $19165.37          | $20426.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5995 C     | 2055-08-20      | 7.0000%  | 0.0000% | $179665.64         | $188586.64         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5976       | 2060-08-15      | 5.7000%  | 0.0000% | $232925.37         | $240863.23         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7949       | 2060-07-15      | 5.6800%  | 0.0000% | $239299.22         | $250650.22         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ4702       | 2067-12-15      | 5.1600%  | 0.0000% | $97299.58          | $96450.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7870 C     | 2055-11-20      | 6.0000%  | 0.0000% | $650909.92         | $685668.51         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6741       | 2060-10-15      | 5.5100%  | 0.0000% | $1181781.92        | $1226917.32        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1759       | 2060-03-15      | 5.6000%  | 0.0000% | $19293.16          | $20150.58          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4184       | 2067-08-15      | 5.4100%  | 0.0000% | $248754.55         | $251353.37         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8503       | 2060-03-15      | 5.7200%  | 0.0000% | $11037.63          | $11626.44          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6457       | 2058-07-15      | 4.9500%  | 0.0000% | $223094.57         | $224040.71         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-172 AJ     | 2064-03-16      | 4.0000%  | 0.0000% | $1192662.71        | $1142038.15        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-159 AL     | 2064-12-16      | 4.0000%  | 0.0000% | $1817270.09        | $1744372.72        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-052 AB     | 2065-04-16      | 4.0000%  | 0.0000% | $38535.83          | $37430.29          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-034 BA     | 2056-03-16      | 2.5000%  | 0.0000% | $841084.45         | $716740.49         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-008 BA     | 2064-02-16      | 3.7500%  | 0.0000% | $116381.92         | $110800.59         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-162 BA     | 2054-04-16      | 2.5000%  | 0.0000% | $36202.81          | $32203.17          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-055 AG     | 2062-10-16      | 1.5000%  | 0.0000% | $1074114.99        | $873037.44         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2016-071 AE     | 2057-10-16      | 2.0000%  | 0.0000% | $33360.10          | $26800.29          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-100 AB     | 2052-04-16      | 2.3000%  | 0.0000% | $55874.58          | $54061.82          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-107 AD     | 2047-11-16      | 2.7791%  | 0.0000% | $64149.14          | $59351.80          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-154 ML     | 2053-09-16      | 2.9000%  | 0.0000% | $778022.92         | $685292.44         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL007A2 R16M007 | 2026-09-25      | 2.4994%  | 0.0000% | $428245.75         | $425810.22         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-57 B       | 2059-12-16      | 2.5000%  | 0.0000% | $484553.87         | $367077.82         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  | 0.0000% | $40488.58          | $37487.78          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2018-108 D      | 2060-08-16      | 3.0000%  | 0.0000% | $2753291.64        | $2202781.99        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-074 AM     | 2066-02-16      | 5.0016%  | 0.0000% | $601679.19         | $620988.42         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-179 BE     | 2067-03-16      | 5.0000%  | 0.0000% | $1493754.17        | $1439452.72        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-194 BA     | 2065-10-16      | 3.8602%  | 0.0000% | $242694.95         | $218917.40         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-158 BF     | 2066-12-16      | 5.0000%  | 0.0000% | $644469.58         | $628631.53         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-070 BA     | 2054-07-16      | 4.7500%  | 0.0000% | $904299.96         | $895353.12         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  | 0.0000% | $19110.99          | $17938.79          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  | 0.0000% | $1010460.77        | $997424.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0068 M     | 2039-12-20      | 6.0000%  | 0.0000% | $23714.55          | $24939.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0029 M     | 2054-11-20      | 7.0000%  | 0.0000% | $103742.50         | $107680.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0810 M     | 2055-12-20      | 3.5000%  | 0.0000% | $121605.17         | $111330.34         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6811       | 2061-01-15      | 4.9800%  | 0.0000% | $737408.75         | $741412.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3270 C     | 2055-12-20      | 5.0000%  | 0.0000% | $242760.72         | $244789.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7143 C     | 2055-10-20      | 5.0000%  | 0.0000% | $204076.12         | $205304.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6143 C     | 2055-12-20      | 7.5000%  | 0.0000% | $301892.45         | $326352.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6161 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2012717.63        | $2024829.49        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB6909       | 2060-06-15      | 5.4200%  | 0.0000% | $182140.75         | $188635.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0044 C     | 2054-05-20      | 6.5000%  | 0.0000% | $198971.36         | $209883.68         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8504       | 2060-05-15      | 5.9500%  | 0.0000% | $12646.95          | $13538.52          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8502       | 2060-03-15      | 5.7200%  | 0.0000% | $14207.88          | $14965.80          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8501       | 2060-03-15      | 5.7200%  | 0.0000% | $11959.75          | $12597.75          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8512       | 2060-06-15      | 5.8400%  | 0.0000% | $11423.46          | $12095.90          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8510       | 2060-06-15      | 5.8400%  | 0.0000% | $17078.13          | $18146.44          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8509       | 2060-06-15      | 5.3400%  | 0.0000% | $181040.45         | $186381.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA8088 C     | 2054-03-20      | 7.0000%  | 0.0000% | $176289.89         | $185051.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6064 C     | 2055-11-20      | 7.0000%  | 0.0000% | $1179979.34        | $1258016.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5979 C     | 2055-10-20      | 6.5000%  | 0.0000% | $395099.01         | $415748.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5968 C     | 2055-10-20      | 5.5000%  | 0.0000% | $463205.38         | $475614.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5324 C     | 2055-11-20      | 5.5000%  | 0.0000% | $542200.98         | $553724.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3664 C     | 2055-09-20      | 7.0000%  | 0.0000% | $133490.55         | $141015.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2609 C     | 2055-12-20      | 6.0000%  | 0.0000% | $155334.74         | $161557.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1239 C     | 2055-10-20      | 6.0000%  | 0.0000% | $288505.98         | $299670.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8983 M     | 2038-07-20      | 3.5000%  | 0.0000% | $102643.22         | $99044.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5194 M     | 2048-05-20      | 5.0000%  | 0.0000% | $57740.97          | $59011.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8720 M     | 2053-03-20      | 2.5000%  | 0.0000% | $6469.53           | $5632.32           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7602 M     | 2051-09-20      | 2.5000%  | 0.0000% | $35642.18          | $35413.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA2087 C     | 2054-03-20      | 6.5000%  | 0.0000% | $226422.57         | $238838.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9774 M     | 2054-07-20      | 3.0000%  | 0.0000% | $713068.61         | $647566.13         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7663 M     | 2051-10-20      | 2.5000%  | 0.0000% | $157838.95         | $154826.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005115 M     | 2041-07-20      | 4.5000%  | 0.0000% | $21169.12          | $21430.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5053 M     | 2033-04-20      | 4.0000%  | 0.0000% | $3114.44           | $3115.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005269 M     | 2041-12-20      | 6.0000%  | 0.0000% | $953.80            | $1009.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5850 M     | 2034-10-20      | 4.0000%  | 0.0000% | $10160.22          | $10228.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU6906 C     | 2050-05-20      | 4.0000%  | 0.0000% | $27188.74          | $25929.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP8087 C     | 2050-02-20      | 3.5000%  | 0.0000% | $29775.60          | $27514.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004049 M     | 2037-11-20      | 6.0000%  | 0.0000% | $705.47            | $746.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW1756 C     | 2050-09-20      | 3.0000%  | 0.0000% | $50920.57          | $45984.18          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7960       | 2060-08-15      | 5.9300%  | 0.0000% | $42864.60          | $45845.69          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7959       | 2060-08-15      | 5.9300%  | 0.0000% | $41311.53          | $44184.61          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7958       | 2060-08-15      | 5.9300%  | 0.0000% | $36031.11          | $38536.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7869 C     | 2055-04-20      | 6.0000%  | 0.0000% | $456775.36         | $473613.01         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ8026       | 2060-07-15      | 6.1300%  | 0.0000% | $14280.55          | $15431.01          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6849       | 2060-08-15      | 5.8000%  | 0.0000% | $211199.40         | $215344.26         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1770       | 2060-05-15      | 5.6400%  | 0.0000% | $12781.95          | $13392.88          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1760       | 2060-03-15      | 5.6000%  | 0.0000% | $29178.15          | $30474.88          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1758       | 2060-03-15      | 5.6000%  | 0.0000% | $29224.56          | $30523.35          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1752       | 2060-03-15      | 5.7400%  | 0.0000% | $27970.25          | $29503.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4827 C     | 2055-03-20      | 7.0000%  | 0.0000% | $136457.45         | $142882.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2881 C     | 2054-12-20      | 5.5000%  | 0.0000% | $232188.05         | $238371.76         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0404       | 2060-06-15      | 5.5500%  | 0.0000% | $71439.74          | $74421.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0070 C     | 2054-04-20      | 6.5000%  | 0.0000% | $293720.23         | $309827.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $4064.92           | $3917.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $104708.31         | $106986.69         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7966       | 2060-08-15      | 6.0700%  | 0.0000% | $124362.35         | $133837.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0427 M     | 2055-06-20      | 7.0000%  | 0.0000% | $8616518.12        | $8933875.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0250 C     | 2055-07-20      | 6.5000%  | 0.0000% | $519150.71         | $552638.87         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CS DJ2713       | 2067-01-15      | 11.7000% | 0.0000% | $976421.75         | $1011949.83        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5558       | 2059-12-15      | 5.7300%  | 0.0000% | $10420.29          | $10986.21          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5997       | 2060-11-15      | 5.2600%  | 0.0000% | $939797.47         | $950741.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2612 C     | 2055-12-20      | 6.5000%  | 0.0000% | $289819.70         | $304967.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BG3815 C     | 2048-06-20      | 4.5000%  | 0.0000% | $49435.66          | $47808.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7405 C     | 2055-01-20      | 7.0000%  | 0.0000% | $205246.00         | $219820.79         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK8578       | 2055-09-15      | 5.3000%  | 0.0000% | $930290.83         | $954887.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6282 C     | 2055-02-20      | 6.5000%  | 0.0000% | $224247.10         | $241193.61         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2267       | 2060-06-15      | 5.7900%  | 0.0000% | $50585.81          | $53589.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0892 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1338645.05        | $1387987.50        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI7404       | 2060-05-15      | 5.4900%  | 0.0000% | $66175.52          | $68846.30          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP1226       | 2066-09-15      | 5.4700%  | 0.0000% | $224718.06         | $229959.01         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV9245       | 2065-11-15      | 6.0400%  | 0.0000% | $89659.01          | $95602.53          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN0566       | 2060-11-15      | 5.6000%  | 0.0000% | $1281450.47        | $1338504.06        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6567       | 2067-10-15      | 5.9400%  | 0.0000% | $424777.34         | $442948.89         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF6560       | 2060-07-15      | 5.6200%  | 0.0000% | $45773.84          | $47918.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5617 C     | 2054-12-20      | 6.0000%  | 0.0000% | $192173.67         | $200667.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5258 C     | 2054-11-20      | 6.0000%  | 0.0000% | $398117.52         | $413156.02         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF4998       | 2068-04-15      | 5.4500%  | 0.0000% | $922248.81         | $942740.87         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3010       | 2060-01-15      | 5.3800%  | 0.0000% | $17507.75          | $18082.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5816 C     | 2054-12-20      | 7.0000%  | 0.0000% | $439193.58         | $470417.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5266 C     | 2054-11-20      | 6.0000%  | 0.0000% | $196949.09         | $204207.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE3757 C     | 2054-09-20      | 7.0000%  | 0.0000% | $160578.29         | $168559.08         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DA4276       | 2067-11-15      | 5.5000%  | 0.0000% | $610628.51         | $637366.31         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA4302       | 2059-12-15      | 5.0100%  | 0.0000% | $11542.55          | $11678.28          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8159       | 2060-11-15      | 5.4900%  | 0.0000% | $1858996.05        | $1933361.47        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8121       | 2060-12-15      | 5.4000%  | 0.0000% | $1245833.33        | $1287231.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6746 C     | 2055-09-20      | 7.0000%  | 0.0000% | $162605.40         | $170083.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6692 C     | 2055-10-20      | 6.0000%  | 0.0000% | $178084.53         | $185603.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5860 C     | 2055-09-20      | 6.5000%  | 0.0000% | $553817.35         | $581765.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5823 C     | 2055-09-20      | 6.5000%  | 0.0000% | $456159.56         | $476733.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE1175 C     | 2054-09-20      | 6.5000%  | 0.0000% | $263014.73         | $276764.53         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0034       | 2067-03-15      | 5.7600%  | 0.0000% | $529023.32         | $552620.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE2520 C     | 2054-09-20      | 7.0000%  | 0.0000% | $134206.83         | $140877.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ1880 C     | 2054-01-20      | 7.0000%  | 0.0000% | $64690.89          | $67249.31          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9781       | 2060-04-15      | 5.5800%  | 0.0000% | $18909.03          | $19718.36          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9780       | 2060-04-15      | 5.5000%  | 0.0000% | $14440.75          | $14972.78          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY6535       | 2065-09-15      | 5.8800%  | 0.0000% | $50494.06          | $53618.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3770 C     | 2053-12-20      | 7.0000%  | 0.0000% | $170235.33         | $178699.82         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0414       | 2061-01-15      | 5.3800%  | 0.0000% | $1986356.67        | $2049356.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0748 M     | 2055-11-20      | 6.5000%  | 0.0000% | $15409454.83       | $16026228.53       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA2132 C     | 2054-03-20      | 6.5000%  | 0.0000% | $280419.24         | $295161.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6475 M     | 2050-02-20      | 3.5000%  | 0.0000% | $9027.11           | $8360.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5848 C     | 2055-09-20      | 5.5000%  | 0.0000% | $560795.64         | $570698.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6655 C     | 2055-06-20      | 7.0000%  | 0.0000% | $181100.33         | $190866.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7846 C     | 2054-11-20      | 7.0000%  | 0.0000% | $61935.76          | $65014.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0176 M     | 2040-02-20      | 3.5000%  | 0.0000% | $53030.20          | $51528.05          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8508       | 2060-05-15      | 5.9500%  | 0.0000% | $20768.28          | $22155.80          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6850       | 2060-08-15      | 5.8000%  | 0.0000% | $161505.42         | $168191.97         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6763       | 2061-01-15      | 4.9800%  | 0.0000% | $707508.75         | $711350.52         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO5666       | 2060-12-15      | 4.9200%  | 0.0000% | $3114583.33        | $3117585.79        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3047 M     | 2045-08-20      | 5.3750%  | 0.0000% | $141597.54         | $145219.06         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV7746       | 2060-02-15      | 5.3200%  | 0.0000% | $77626.41          | $79842.82          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5569       | 2060-02-15      | 5.3600%  | 0.0000% | $81181.28          | $83736.84          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1771       | 2060-05-15      | 5.6400%  | 0.0000% | $12162.22          | $12743.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5313 C     | 2055-11-20      | 6.0000%  | 0.0000% | $575251.12         | $593107.49         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0823 M     | 2055-12-20      | 4.5000%  | 0.0000% | $1318836.80        | $1327789.06        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0357       | 2060-12-15      | 4.9500%  | 0.0000% | $1820577.74        | $1833110.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4867 C     | 2055-12-20      | 6.0000%  | 0.0000% | $3139733.47        | $3256387.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9132 M     | 2031-05-20      | 2.5000%  | 0.0000% | $7999.68           | $7630.07           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8511       | 2060-06-15      | 5.8400%  | 0.0000% | $10688.76          | $11357.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2871 C     | 2053-12-20      | 7.0000%  | 0.0000% | $148105.64         | $156462.40         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-167 AB     | 2050-10-16      | 2.3000%  | 0.0000% | $889785.46         | $825380.71         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-031 AD     | 2057-02-16      | 3.6000%  | 0.0000% | $628194.35         | $587403.18         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-033 AC     | 2057-12-16      | 3.2500%  | 0.0000% | $2924414.38        | $2560819.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8562 M     | 2052-09-20      | 1.5000%  | 0.0000% | $52448.70          | $41828.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8204 M     | 2052-08-20      | 6.0000%  | 0.0000% | $9092.14           | $9400.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $288908.15         | $291186.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7940 M     | 2052-03-20      | 4.5000%  | 0.0000% | $1250397.35        | $1236886.81        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7891 M     | 2052-02-20      | 1.5000%  | 0.0000% | $162205.93         | $155269.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7853 M     | 2037-12-20      | 2.5000%  | 0.0000% | $3393.83           | $3225.29           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7841 M     | 2052-01-20      | 2.5000%  | 0.0000% | $71030.93          | $69843.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $3734586.67        | $3238567.58        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7661 M     | 2051-10-20      | 2.0000%  | 0.0000% | $78500.56          | $76653.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7587 M     | 2051-09-20      | 1.5000%  | 0.0000% | $337450.43         | $267850.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7374 M     | 2051-05-20      | 6.0000%  | 0.0000% | $2563.16           | $2668.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $1918336.36        | $1594798.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7317 M     | 2051-04-20      | 5.0000%  | 0.0000% | $80019.56          | $82175.66          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080736 M     | 2033-09-20      | 5.3750%  | 0.0000% | $2751.65           | $2807.37           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080681 M     | 2033-03-20      | 5.6250%  | 0.0000% | $6801.24           | $6869.50           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080673 M     | 2033-02-20      | 5.6250%  | 0.0000% | $3469.58           | $3536.71           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080703 M     | 2033-06-20      | 5.6250%  | 0.0000% | $738.75            | $754.26            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080702 M     | 2033-06-20      | 5.6250%  | 0.0000% | $1174.57           | $1180.37           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080657 M     | 2032-12-20      | 4.7500%  | 0.0000% | $111.27            | $113.98            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080664 M     | 2033-01-20      | 5.6250%  | 0.0000% | $7738.63           | $7797.58           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080636 M     | 2032-09-20      | 5.3750%  | 0.0000% | $401.22            | $404.47            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080583 M     | 2032-03-20      | 5.6250%  | 0.0000% | $241.67            | $244.92            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080602 M     | 2032-05-20      | 5.6250%  | 0.0000% | $942.35            | $946.68            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080562 M     | 2031-12-20      | 4.7500%  | 0.0000% | $3333.24           | $3363.73           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080387 M     | 2030-03-20      | 5.6250%  | 0.0000% | $73.91             | $74.60             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080385 M     | 2030-03-20      | 5.6250%  | 0.0000% | $230.43            | $232.51            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080352 M     | 2029-12-20      | 4.7500%  | 0.0000% | $123.13            | $124.10            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080376 M     | 2030-02-20      | 5.6250%  | 0.0000% | $136.35            | $137.73            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080342 M     | 2029-11-20      | 4.7500%  | 0.0000% | $79.59             | $80.13             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080351 M     | 2029-12-20      | 4.7500%  | 0.0000% | $325.54            | $327.90            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080781 M     | 2033-12-20      | 4.7500%  | 0.0000% | $972.05            | $996.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8015 M     | 2037-05-20      | 1.5000%  | 0.0000% | $18326.42          | $16746.87          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7997 M     | 2052-04-20      | 1.5000%  | 0.0000% | $693235.20         | $660421.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $25659146.66       | $21345450.68       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6662 M     | 2050-05-20      | 6.0000%  | 0.0000% | $1783.29           | $1886.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $7762.85           | $7936.45           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080310 M     | 2029-08-20      | 5.3750%  | 0.0000% | $113.72            | $114.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7024 M     | 2035-12-20      | 2.5000%  | 0.0000% | $256351.08         | $242105.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7712 M     | 2051-11-20      | 6.0000%  | 0.0000% | $8135.68           | $8629.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $106019.61         | $106728.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $301255.15         | $280439.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4966 M     | 2048-01-20      | 5.5000%  | 0.0000% | $231365.01         | $240908.90         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3641       | 2064-04-15      | 4.1000%  | 0.0000% | $1561.41           | $1486.48           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP2694       | 2066-07-15      | 5.4500%  | 0.0000% | $84110.32          | $85759.44          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP1222       | 2066-07-15      | 5.3900%  | 0.0000% | $640565.39         | $647811.25         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7579       | 2066-11-15      | 5.9100%  | 0.0000% | $238916.07         | $256254.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE3008 C     | 2048-04-20      | 4.0000%  | 0.0000% | $20079.82          | $19158.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE2222 C     | 2048-01-20      | 3.5000%  | 0.0000% | $27382.42          | $25308.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE1441 C     | 2047-11-20      | 3.5000%  | 0.0000% | $94477.21          | $87323.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BD1738 C     | 2048-02-20      | 3.5000%  | 0.0000% | $80449.25          | $74456.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BC4701 C     | 2047-10-20      | 3.5000%  | 0.0000% | $153961.01         | $142300.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BA9807 C     | 2047-07-20      | 3.5000%  | 0.0000% | $16306.91          | $15132.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO1091 C     | 2045-09-20      | 4.0000%  | 0.0000% | $959094.21         | $922158.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9667 M     | 2054-05-20      | 5.0000%  | 0.0000% | $349823.08         | $351461.18         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP3616       | 2064-06-15      | 3.7900%  | 0.0000% | $7162.05           | $6792.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M     | 2054-02-20      | 5.5000%  | 0.0000% | $2790786.69        | $2837647.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9360 M     | 2053-12-20      | 4.5000%  | 0.0000% | $288764.98         | $283967.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9330 M     | 2038-12-20      | 6.5000%  | 0.0000% | $138258.93         | $148309.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9846 M     | 2054-08-20      | 3.0000%  | 0.0000% | $13791.78          | $12513.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8768 M     | 2038-11-20      | 4.0000%  | 0.0000% | $23693.95          | $23491.92          | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082745 M     | 2041-02-20      | 5.7500%  | 0.0000% | $2346.91           | $2389.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $4630152.50        | $4235737.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  | 0.0000% | $1364221.15        | $1278611.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3663 M     | 2046-05-20      | 3.5000%  | 0.0000% | $4140.01           | $3877.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2896 M     | 2045-06-20      | 5.5000%  | 0.0000% | $999.56            | $1035.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2443 M     | 2044-11-20      | 2.5000%  | 0.0000% | $517.30            | $464.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2677 M     | 2045-03-20      | 3.0000%  | 0.0000% | $4502338.80        | $4137689.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6255 M     | 2034-12-20      | 3.0000%  | 0.0000% | $18520.32          | $17687.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $278.29            | $264.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0781 M     | 2043-02-20      | 2.5000%  | 0.0000% | $1134.01           | $1015.39           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080045 M     | 2027-02-20      | 5.6250%  | 0.0000% | $437.07            | $438.94            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080060 M     | 2027-04-20      | 5.6250%  | 0.0000% | $339.93            | $342.10            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080059 M     | 2027-04-20      | 5.6250%  | 0.0000% | $1737.07           | $1744.54           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080022 M     | 2026-12-20      | 4.7500%  | 0.0000% | $957.72            | $961.65            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080011 M     | 2026-11-20      | 4.7500%  | 0.0000% | $74.42             | $74.84             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080000 M     | 2026-10-20      | 5.0000%  | 0.0000% | $738.40            | $741.48            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080030 M     | 2027-01-20      | 5.6250%  | 0.0000% | $198.33            | $199.26            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080029 M     | 2027-01-20      | 5.6250%  | 0.0000% | $554.10            | $557.10            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080051 M     | 2027-03-20      | 5.6250%  | 0.0000% | $559.61            | $563.02            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082483 M     | 2040-02-20      | 5.7500%  | 0.0000% | $352.87            | $361.50            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082428 M     | 2039-11-20      | 5.8750%  | 0.0000% | $2998.17           | $3067.07           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081635 M     | 2036-03-20      | 5.6250%  | 0.0000% | $9501.15           | $9584.41           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081463 M     | 2035-09-20      | 5.3750%  | 0.0000% | $3770.70           | $3812.47           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081435 M     | 2035-08-20      | 5.3750%  | 0.0000% | $5471.19           | $5526.22           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081268 M     | 2035-03-20      | 5.6250%  | 0.0000% | $2633.31           | $2645.60           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081166 M     | 2034-12-20      | 4.7500%  | 0.0000% | $561.50            | $576.56            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081058 M     | 2034-09-20      | 5.3750%  | 0.0000% | $226.61            | $228.87            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081056 M     | 2034-09-20      | 5.3750%  | 0.0000% | $756.28            | $772.33            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081023 M     | 2034-08-20      | 5.3750%  | 0.0000% | $1077.35           | $1089.06           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080934 M     | 2034-06-20      | 5.6250%  | 0.0000% | $686.67            | $701.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $996.13            | $922.94            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA6052 M     | 2049-07-20      | 5.3750%  | 0.0000% | $24653.79          | $25210.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7993 M     | 2052-04-20      | 5.5000%  | 0.0000% | $3089.35           | $3160.36           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF BD4156 C     | 2047-11-20      | 5.5000%  | 0.0000% | $4752.49           | $4789.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $739739.48         | $713798.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AL6997 C     | 2045-04-20      | 3.5000%  | 0.0000% | $44518.99          | $40954.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX3187 C     | 2053-10-20      | 6.5000%  | 0.0000% | $108349.39         | $114289.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9782 M     | 2054-07-20      | 7.0000%  | 0.0000% | $12003.49          | $12475.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5990 M     | 2049-06-20      | 6.0000%  | 0.0000% | $4893.17           | $5177.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI6775 C     | 2051-10-20      | 3.5000%  | 0.0000% | $95279.07          | $87951.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2825 M     | 2045-05-20      | 3.0000%  | 0.0000% | $1298326.55        | $1191963.75        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CU4605       | 2065-12-15      | 5.5000%  | 0.0000% | $206075.66         | $208492.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0257 M     | 2055-03-20      | 4.5000%  | 0.0000% | $297389.45         | $291566.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0144 M     | 2055-01-20      | 4.0000%  | 0.0000% | $349328.13         | $331763.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 737978 C     | 2036-07-20      | 6.5000%  | 0.0000% | $128.89            | $136.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 733686 C     | 2040-06-20      | 4.5000%  | 0.0000% | $19234.45          | $19085.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 470425 C     | 2041-09-20      | 4.5000%  | 0.0000% | $24690.19          | $24446.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 609170 C     | 2032-07-20      | 4.0000%  | 0.0000% | $7823.22           | $7790.42           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008847 M     | 2026-04-20      | 5.6250%  | 0.0000% | $118.97            | $119.43            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008865 M     | 2026-05-20      | 5.6250%  | 0.0000% | $78.47             | $78.78             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008967 M     | 2026-09-20      | 5.3750%  | 0.0000% | $248.30            | $249.27            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008959 M     | 2026-08-20      | 5.3750%  | 0.0000% | $320.13            | $321.75            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008945 M     | 2026-08-20      | 5.3750%  | 0.0000% | $268.95            | $270.08            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008913 M     | 2026-07-20      | 5.3750%  | 0.0000% | $76.59             | $77.07             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008892 M     | 2026-06-20      | 5.6250%  | 0.0000% | $173.07            | $173.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005233 M     | 2041-11-20      | 4.0000%  | 0.0000% | $105955.18         | $103486.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $1601.13           | $1621.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005284 M     | 2042-01-20      | 3.0000%  | 0.0000% | $2121.56           | $1976.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8041 M     | 2052-05-20      | 2.0000%  | 0.0000% | $45227.46          | $37599.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  | 0.0000% | $523700.70         | $485201.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5821 M     | 2049-03-20      | 6.0000%  | 0.0000% | $312.77            | $330.94            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080318 M     | 2029-09-20      | 5.3750%  | 0.0000% | $117.15            | $118.25            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080283 M     | 2029-05-20      | 5.6250%  | 0.0000% | $701.88            | $705.81            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080118 M     | 2027-10-20      | 4.7500%  | 0.0000% | $349.96            | $352.27            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080112 M     | 2027-09-20      | 5.3750%  | 0.0000% | $589.21            | $595.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AU1724 C     | 2046-06-20      | 3.0000%  | 0.0000% | $23497.17          | $21230.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $861681.71         | $780173.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3717 C     | 2054-01-20      | 7.5000%  | 0.0000% | $66202.75          | $69298.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0319 M     | 2042-08-20      | 4.0000%  | 0.0000% | $13560.95          | $13244.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $173854.57         | $180605.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BB0604 C     | 2047-07-20      | 3.5000%  | 0.0000% | $18662.19          | $17318.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004494 M     | 2039-07-20      | 4.0000%  | 0.0000% | $19222.11          | $18872.47          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CJ3158       | 2057-03-15      | 1.9400%  | 0.0000% | $1203998.19        | $989381.50         | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082468 M     | 2040-01-20      | 5.7500%  | 0.0000% | $1018.22           | $1043.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004774 M     | 2040-08-20      | 6.0000%  | 0.0000% | $1600.68           | $1691.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7053 M     | 2050-12-20      | 3.0000%  | 0.0000% | $18603.27          | $16853.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0674 C     | 2055-09-20      | 6.5000%  | 0.0000% | $137849.23         | $146893.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9584 C     | 2055-10-20      | 5.5000%  | 0.0000% | $369984.17         | $379895.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8209 C     | 2055-07-20      | 6.0000%  | 0.0000% | $159131.91         | $165923.51         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DK7647       | 2067-07-15      | 5.5300%  | 0.0000% | $622916.67         | $629706.67         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6762       | 2061-01-15      | 4.9800%  | 0.0000% | $823869.58         | $825320.42         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6737       | 2060-06-15      | 5.8400%  | 0.0000% | $12402.32          | $13178.14          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6734       | 2060-06-15      | 5.8400%  | 0.0000% | $14588.93          | $15501.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4329 C     | 2055-05-20      | 6.0000%  | 0.0000% | $239290.48         | $249430.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3318 C     | 2055-06-20      | 6.0000%  | 0.0000% | $652217.05         | $673791.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3257 C     | 2055-06-20      | 7.0000%  | 0.0000% | $274553.77         | $287479.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3273 C     | 2055-06-20      | 6.0000%  | 0.0000% | $230873.03         | $238859.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9914 C     | 2055-06-20      | 6.5000%  | 0.0000% | $160574.35         | $169753.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9478 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1028927.13        | $1076938.93        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080058 M     | 2027-04-20      | 5.6250%  | 0.0000% | $136.12            | $137.13            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080084 M     | 2027-06-20      | 5.6250%  | 0.0000% | $486.64            | $490.59            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080095 M     | 2027-07-20      | 5.3750%  | 0.0000% | $961.56            | $971.86            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080111 M     | 2027-09-20      | 5.3750%  | 0.0000% | $169.36            | $170.59            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080132 M     | 2027-11-20      | 4.7500%  | 0.0000% | $1165.12           | $1171.65           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080547 M     | 2031-10-20      | 4.7500%  | 0.0000% | $2400.29           | $2424.59           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080593 M     | 2032-04-20      | 5.6250%  | 0.0000% | $1506.92           | $1536.49           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080610 M     | 2032-06-20      | 5.6250%  | 0.0000% | $561.43            | $572.51            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080659 M     | 2032-12-20      | 4.7500%  | 0.0000% | $351.26            | $356.21            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080680 M     | 2033-03-20      | 5.6250%  | 0.0000% | $470.19            | $479.33            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080701 M     | 2033-06-20      | 5.6250%  | 0.0000% | $2557.94           | $2570.57           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080725 M     | 2033-08-20      | 5.3750%  | 0.0000% | $2636.80           | $2689.96           | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082724 M     | 2041-01-20      | 5.7500%  | 0.0000% | $3372.24           | $3395.00           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080103 M     | 2027-08-20      | 5.3750%  | 0.0000% | $346.66            | $348.88            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080086 M     | 2027-06-20      | 5.6250%  | 0.0000% | $381.30            | $385.11            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080085 M     | 2027-06-20      | 5.6250%  | 0.0000% | $78.63             | $79.25             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080076 M     | 2027-05-20      | 5.6250%  | 0.0000% | $523.06            | $526.61            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080074 M     | 2027-05-20      | 5.6250%  | 0.0000% | $644.49            | $648.87            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082744 M     | 2041-02-20      | 5.7500%  | 0.0000% | $10017.53          | $10145.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M     | 2055-10-20      | 5.5000%  | 0.0000% | $9920505.01        | $10074901.13       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0529 M     | 2040-08-20      | 5.5000%  | 0.0000% | $22149.86          | $22774.12          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  | 0.0000% | $41626.63          | $41848.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $9323084.23        | $9468182.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5821 C     | 2055-09-20      | 6.5000%  | 0.0000% | $283037.12         | $296838.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5784 C     | 2055-10-20      | 7.0000%  | 0.0000% | $162570.72         | $168558.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM4655 C     | 2055-09-20      | 6.0000%  | 0.0000% | $330948.41         | $346897.48         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0360       | 2060-12-15      | 5.0000%  | 0.0000% | $3262955.85        | $3285606.21        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0336       | 2060-09-15      | 5.5700%  | 0.0000% | $773199.46         | $791976.35         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0335       | 2060-09-15      | 5.5700%  | 0.0000% | $335633.21         | $349950.87         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0334       | 2060-09-15      | 5.5700%  | 0.0000% | $386599.73         | $395988.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9713 C     | 2055-08-20      | 7.0000%  | 0.0000% | $171457.55         | $179708.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9707 C     | 2055-08-20      | 6.5000%  | 0.0000% | $621923.52         | $654997.83         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7504       | 2055-09-15      | 5.8800%  | 0.0000% | $12651.04          | $13482.82          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7503       | 2055-09-15      | 5.8800%  | 0.0000% | $62109.28          | $66192.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5438 C     | 2055-12-20      | 5.5000%  | 0.0000% | $329909.37         | $338747.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6212 C     | 2055-09-20      | 6.5000%  | 0.0000% | $134834.54         | $142335.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5055 C     | 2055-10-20      | 6.0000%  | 0.0000% | $636626.70         | $660093.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5042 C     | 2055-10-20      | 6.5000%  | 0.0000% | $137204.34         | $144711.15         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6453       | 2060-06-15      | 4.7400%  | 0.0000% | $1817695.39        | $1797108.17        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5995       | 2067-04-15      | 5.6500%  | 0.0000% | $1108332.08        | $1148116.03        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5981       | 2060-09-15      | 6.5000%  | 0.0000% | $396409.75         | $427329.97         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5978       | 2060-09-15      | 5.6500%  | 0.0000% | $207456.97         | $213766.85         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080072 M     | 2027-05-20      | 5.6250%  | 0.0000% | $843.92            | $850.58            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080070 M     | 2027-05-20      | 5.6250%  | 0.0000% | $149.22            | $150.28            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080053 M     | 2027-03-20      | 5.6250%  | 0.0000% | $222.62            | $223.36            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080052 M     | 2027-03-20      | 5.6250%  | 0.0000% | $151.61            | $152.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004292 M     | 2038-11-20      | 6.5000%  | 0.0000% | $405.38            | $433.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004145 M     | 2038-05-20      | 6.0000%  | 0.0000% | $716.32            | $757.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003930 M     | 2036-12-20      | 5.5000%  | 0.0000% | $316.27            | $329.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003711 M     | 2035-05-20      | 5.5000%  | 0.0000% | $1167.73           | $1215.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003273 M     | 2032-08-20      | 6.0000%  | 0.0000% | $4522.77           | $4733.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003172 M     | 2031-12-20      | 6.0000%  | 0.0000% | $174.74            | $183.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002922 M     | 2030-05-20      | 8.0000%  | 0.0000% | $2988.94           | $3166.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AU0738 C     | 2046-06-20      | 3.5000%  | 0.0000% | $362459.13         | $331886.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9819 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2593247.56        | $2634416.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9783 C     | 2055-12-20      | 6.5000%  | 0.0000% | $412252.48         | $432789.52         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DO8303       | 2068-03-15      | 5.8100%  | 0.0000% | $62291.67          | $64087.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1511 C     | 2055-11-20      | 6.0000%  | 0.0000% | $886973.09         | $925644.23         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI7409       | 2060-06-15      | 5.3000%  | 0.0000% | $81023.07          | $83196.00          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI7402       | 2060-05-15      | 5.7400%  | 0.0000% | $8098.09           | $8545.75           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0755 M     | 2055-11-20      | 4.5000%  | 0.0000% | $2131278.87        | $2145492.37        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0695 M     | 2055-10-20      | 4.5000%  | 0.0000% | $3727374.51        | $3753503.41        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080779 M     | 2033-12-20      | 4.7500%  | 0.0000% | $2897.31           | $2971.61           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080799 M     | 2034-01-20      | 5.6250%  | 0.0000% | $360.03            | $367.32            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080869 M     | 2034-04-20      | 5.6250%  | 0.0000% | $878.02            | $897.25            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080902 M     | 2034-05-20      | 5.6250%  | 0.0000% | $2178.37           | $2226.04           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081197 M     | 2035-01-20      | 5.6250%  | 0.0000% | $543.47            | $554.98            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081368 M     | 2035-06-20      | 5.6250%  | 0.0000% | $694.14            | $698.83            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4709       | 2055-09-15      | 5.8800%  | 0.0000% | $81156.09          | $86491.94          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4708       | 2055-09-15      | 5.8800%  | 0.0000% | $58224.84          | $62053.01          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ4699       | 2066-10-15      | 5.9400%  | 0.0000% | $312859.90         | $327711.04         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4692       | 2060-06-15      | 4.9200%  | 0.0000% | $227756.75         | $224932.34         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4686       | 2055-09-15      | 5.8800%  | 0.0000% | $31172.90          | $33222.45          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4685       | 2055-09-15      | 5.8800%  | 0.0000% | $20594.20          | $21948.22          | Agency Mortgage-Backed Securities         |

### Security 142: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 977HCB005, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 977HCB005_3.83_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $50513723.40       | $51948313.15       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $233703164.89      | $240292618.24      | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $47021702.13       | $48336930.31       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $19424494.68       | $18431868.16       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | 0.0000% | $35750558.51       | $36728549.41       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | 0.0000% | $113889920.21      | $114370252.52      | U.S. Treasuries (including strips) |

### Security 143: Pershing LLC

- **C.1 - Title:** Pershing LLC 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 988LWT002, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: 988LWT002_3.85_0102
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM RC007C  R13F007 | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1272.92           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC     | 2073-05-20      | 4.5902%  | 0.0000% | $100000.00         | $97523.82          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV     | 2035-02-20      | 6.0000%  | 0.0000% | $2092791.08        | $2183017.58        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006 | 2042-12-25      | 1.5000%  | 0.0000% | $1963.39           | $1773.53           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2467PX 07/15/32 | 2032-07-15      | 6.0000%  | 0.0000% | $83.86             | $86.57             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28 | 2028-11-15      | 6.0000%  | 0.0000% | $42.59             | $43.65             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL109FE R25F109 | 2052-09-25      | 4.6848%  | 0.0000% | $22896085.00       | $22824965.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-090 MA     | 2055-05-20      | 6.0000%  | 0.0000% | $85586.98          | $85907.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-048 AC     | 2054-02-20      | 5.0000%  | 0.0000% | $1241386.68        | $1253507.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML     | 2044-09-20      | 3.0000%  | 0.0000% | $3871.41           | $3504.39           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5507EA 09/25/49 | 2049-09-25      | 6.0000%  | 0.0000% | $1465774.33        | $1493473.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-066 AH     | 2050-12-20      | 1.2500%  | 0.0000% | $1600374.50        | $1350949.20        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $9316.25           | $7115.30           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O YF     | 2071-05-20      | 5.4177%  | 0.0000% | $54573.95          | $55482.30          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC     | 2071-11-20      | 4.4598%  | 0.0000% | $123789.70         | $114282.71         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CB R25F004 | 2054-07-25      | 6.0000%  | 0.0000% | $201.79            | $202.09            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004HP R25F004 | 2051-02-25      | 5.5000%  | 0.0000% | $11006090.27       | $11143703.09       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL108HY R25F108 | 2055-01-25      | 4.5000%  | 0.0000% | $620498.00         | $551203.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O EC     | 2071-06-20      | 4.6255%  | 0.0000% | $100000.00         | $97113.26          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL31G RT1996-31 | 2026-08-25      | 7.5000%  | 0.0000% | $2.56              | $2.58              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC     | 2071-10-20      | 2.8537%  | 0.0000% | $250000.00         | $215651.76         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033 | 2033-05-25      | 4.2500%  | 0.0000% | $2763.93           | $2738.95           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4852CA 11/15/47 | 2047-11-15      | 4.0000%  | 0.0000% | $5507.76           | $5434.50           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110 | 2033-11-25      | 4.0000%  | 0.0000% | $4305.44           | $4293.13           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $6613.19           | $6852.86           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-57 HU      | 2041-12-20      | 3.0000%  | 0.0000% | $11.80             | $8.76              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-148 QT     | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $184568.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF     | 2038-04-20      | 5.0000%  | 0.0000% | $9300.22           | $9319.68           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066PC R12F066 | 2041-11-25      | 2.0000%  | 0.0000% | $1916.84           | $1867.92           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL116KL R03F116 | 2033-11-25      | 4.0000%  | 0.0000% | $3215.94           | $3206.84           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019 | 2040-03-25      | 5.0000%  | 0.0000% | $308.88            | $310.53            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069LA 02/25/51 | 2051-02-25      | 1.2500%  | 0.0000% | $2525866.68        | $1981036.40        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036MB R12F036 | 2041-08-25      | 2.0000%  | 0.0000% | $13004.61          | $12818.53          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-175 HD     | 2052-10-20      | 5.0000%  | 0.0000% | $10603.98          | $10465.49          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF     | 2061-03-20      | 4.6141%  | 0.0000% | $3428.15           | $3434.11           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC035LP R13F035 | 2043-01-25      | 3.0000%  | 0.0000% | $144937.25         | $141803.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-118 EA     | 2054-07-20      | 5.0000%  | 0.0000% | $36892.35          | $36900.19          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2768PC 03/15/34 | 2034-03-15      | 4.0000%  | 0.0000% | $4890.13           | $4787.70           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE      | 2046-08-20      | 3.0000%  | 0.0000% | $1241.73           | $1143.22           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL010AF R24F010 | 2050-12-25      | 5.1085%  | 0.0000% | $1407994.48        | $1412661.80        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5420JA 06/25/44 | 2044-06-25      | 6.0000%  | 0.0000% | $1605013.45        | $1615144.29        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060G R24F060  | 2051-01-25      | 4.0000%  | 0.0000% | $11727567.54       | $11641878.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GN     | 2054-07-20      | 4.5581%  | 0.0000% | $3795996.71        | $3731838.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077 | 2044-10-25      | 2.5000%  | 0.0000% | $82417.91          | $80851.01          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020YA R13F020 | 2042-03-25      | 2.0000%  | 0.0000% | $87319.46          | $85008.18          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL082CA R17F082 | 2047-10-25      | 3.0000%  | 0.0000% | $15.04             | $11.00             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC054P  R17F054 | 2046-05-25      | 3.0000%  | 0.0000% | $28032.96          | $26620.65          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC069HA R17F069 | 2046-06-25      | 3.0000%  | 0.0000% | $29409.06          | $28137.94          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL049LA R16F049 | 2043-01-25      | 3.5000%  | 0.0000% | $3857.02           | $3847.75           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC033P  R15F033 | 2045-06-25      | 2.5000%  | 0.0000% | $2454.85           | $2381.39           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053 | 2042-01-25      | 1.5000%  | 0.0000% | $1246.33           | $1216.85           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL055MA R13F055 | 2032-12-25      | 3.0000%  | 0.0000% | $483387.60         | $476680.60         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030PY R13F030 | 2043-04-25      | 3.0000%  | 0.0000% | $124680.39         | $121556.15         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012 | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $30140.53          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TA R12F152 | 2042-09-25      | 2.5000%  | 0.0000% | $18162.30          | $16680.16          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC124PG R12F124 | 2042-07-25      | 2.0000%  | 0.0000% | $904566.70         | $832723.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL084HK R12F084 | 2042-03-25      | 2.0000%  | 0.0000% | $807067.32         | $753028.24         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HB R12F063 | 2041-08-25      | 2.0000%  | 0.0000% | $586.70            | $579.66            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030 | 2041-06-25      | 2.0000%  | 0.0000% | $1125.33           | $1100.89           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126 | 2041-12-25      | 3.5000%  | 0.0000% | $9504.40           | $8385.92           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PH R99F019 | 2029-05-25      | 6.0000%  | 0.0000% | $1244.18           | $1271.68           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02302J 04/15/31 | 2031-04-15      | 6.5000%  | 0.0000% | $38.58             | $39.72             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2306PL 04/15/31 | 2031-04-15      | 6.0000%  | 0.0000% | $1516.11           | $1562.65           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2078QN 08/15/28 | 2028-08-15      | 6.5000%  | 0.0000% | $103.65            | $105.97            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27 | 2027-03-15      | 6.6500%  | 0.0000% | $20.86             | $21.10             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-144 PA     | 2043-04-20      | 2.5000%  | 0.0000% | $1923848.71        | $1867315.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-11 UA      | 2046-08-20      | 3.5000%  | 0.0000% | $336211.36         | $329277.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-161 PA     | 2052-09-20      | 4.0000%  | 0.0000% | $726175.89         | $697899.57         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3997GP 01/15/41 | 2041-01-15      | 4.0000%  | 0.0000% | $96272.10          | $95300.55          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-154 KP     | 2051-02-20      | 4.5000%  | 0.0000% | $676450.59         | $676951.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-177 PL     | 2051-06-20      | 6.0000%  | 0.0000% | $64673.06          | $65665.34          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC     | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1677232.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT     | 2062-12-20      | 7.0000%  | 0.0000% | $338647.64         | $354961.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-178 LB     | 2055-06-20      | 4.5000%  | 0.0000% | $7621291.53        | $7578170.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC     | 2072-06-20      | 3.5149%  | 0.0000% | $106847.46         | $77426.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O DC     | 2071-12-20      | 4.5688%  | 0.0000% | $100000.00         | $96184.74          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-097 EQ     | 2051-06-20      | 1.5000%  | 0.0000% | $1702045.29        | $1399831.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-107 CD     | 2051-01-20      | 1.5000%  | 0.0000% | $15361947.50       | $13514995.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-183 AM     | 2050-12-20      | 1.2500%  | 0.0000% | $1913736.66        | $1615195.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL061MC R08F061 | 2038-07-25      | 5.5000%  | 0.0000% | $3823.23           | $3949.10           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088HC R07F088 | 2037-09-25      | 6.2866%  | 0.0000% | $57540.56          | $59042.24          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL040PT R07F040 | 2037-05-25      | 5.5000%  | 0.0000% | $34478.94          | $35716.60          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3081CQ 12/15/35 | 2035-12-15      | 5.5000%  | 0.0000% | $1131.41           | $1173.52           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35 | 2035-06-15      | 6.0000%  | 0.0000% | $4785.59           | $4994.83           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL008WD R06F008 | 2036-03-25      | 6.0000%  | 0.0000% | $4.63              | $4.07              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2711GD 11/15/33 | 2033-11-15      | 5.5000%  | 0.0000% | $400.35            | $350.14            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128 | 2034-01-25      | 4.5887%  | 0.0000% | $42775.10          | $42766.83          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32 | 2032-12-15      | 5.5000%  | 0.0000% | $36.21             | $37.31             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2488ED 08/15/32 | 2032-08-15      | 6.0000%  | 0.0000% | $42.03             | $43.53             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5598PB 10/25/55 | 2055-10-25      | 4.5000%  | 0.0000% | $19224882.77       | $19114608.84       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LA 09/25/51 | 2051-09-25      | 5.5000%  | 0.0000% | $2972263.40        | $3023179.26        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530DJ 10/25/51 | 2051-10-25      | 5.5000%  | 0.0000% | $1719368.88        | $1748437.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5502DG 12/25/49 | 2049-12-25      | 5.5000%  | 0.0000% | $6167070.06        | $6233232.44        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5500VG 12/25/35 | 2035-12-25      | 5.5000%  | 0.0000% | $210597.98         | $217419.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-122 DT     | 2050-07-20      | 2.0000%  | 0.0000% | $1542207.85        | $1271713.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-159 GP     | 2054-11-20      | 4.5000%  | 0.0000% | $12834278.03       | $12709182.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-122 MA     | 2055-02-20      | 6.5000%  | 0.0000% | $1463673.01        | $1510895.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-94 P       | 2043-05-20      | 3.0000%  | 0.0000% | $1374694.68        | $1356558.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA      | 2046-10-20      | 2.0000%  | 0.0000% | $243.81            | $134.31            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 LP     | 2043-10-16      | 2.5000%  | 0.0000% | $805275.01         | $782366.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-116 KB     | 2042-12-20      | 3.5000%  | 0.0000% | $1300564.90        | $1293757.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-98 LB      | 2041-05-20      | 3.5000%  | 0.0000% | $1862758.03        | $1855623.05        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426BF 04/15/49 | 2049-04-15      | 5.1085%  | 0.0000% | $422881.53         | $424651.66         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4912PA 06/25/49 | 2049-06-25      | 2.0000%  | 0.0000% | $2404.49           | $2046.61           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 04912P 07/25/49 | 2049-07-25      | 2.5000%  | 0.0000% | $624059.09         | $557789.84         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05413L 09/25/50 | 2050-09-25      | 6.0000%  | 0.0000% | $316248.69         | $323472.45         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD     | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $3028.67           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-169 PC     | 2040-08-20      | 4.5000%  | 0.0000% | $1.33              | $1.33              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-061 EP     | 2039-08-20      | 6.0000%  | 0.0000% | $287000.00         | $299542.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-50 PG      | 2041-12-20      | 2.0000%  | 0.0000% | $2053.42           | $1952.90           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-210 QN     | 2054-09-20      | 4.5000%  | 0.0000% | $6117000.00        | $6025085.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-205 CP     | 2055-10-20      | 4.7500%  | 0.0000% | $20000000.00       | $19965746.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 UE     | 2055-11-20      | 5.0000%  | 0.0000% | $16000.00          | $15716.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-198 LE     | 2055-11-20      | 5.0000%  | 0.0000% | $100000.00         | $96434.97          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-169 LU     | 2055-10-20      | 5.0000%  | 0.0000% | $99846.77          | $95886.91          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 PT     | 2055-03-20      | 4.0467%  | 0.0000% | $5737839.59        | $5433287.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM     | 2054-07-20      | 4.5581%  | 0.0000% | $140205.94         | $137836.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-112 LV     | 2035-05-20      | 6.0000%  | 0.0000% | $2110542.40        | $2186876.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-109 NB     | 2054-07-20      | 5.0000%  | 0.0000% | $1112213.20        | $1123616.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-170 AL     | 2053-11-20      | 7.5000%  | 0.0000% | $787327.78         | $840233.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-165 FE     | 2053-06-20      | 5.5677%  | 0.0000% | $3854366.46        | $3920011.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM      | 2034-05-20      | 5.5000%  | 0.0000% | $3933.75           | $3943.64           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA      | 2033-05-16      | 4.2500%  | 0.0000% | $1229.85           | $1231.82           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-46 ND      | 2033-06-20      | 5.0000%  | 0.0000% | $3342.64           | $3348.04           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099 | 2040-08-25      | 3.0000%  | 0.0000% | $7538.57           | $7374.09           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $15385.18          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $12623.15          | $12425.92          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46 | 2046-10-15      | 2.5000%  | 0.0000% | $9669.77           | $6849.26           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4605LP 08/15/46 | 2046-08-15      | 3.0000%  | 0.0000% | $1618721.23        | $1455387.40        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125YB 07/15/42 | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3403.48           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41 | 2041-06-15      | 1.5000%  | 0.0000% | $6340.40           | $6147.21           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3842PH 04/15/41 | 2041-04-15      | 4.0000%  | 0.0000% | $2386.37           | $2386.37           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3715PC 08/15/40 | 2040-08-15      | 4.5000%  | 0.0000% | $13161.84          | $13258.03          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC108HQ R25F108 | 2055-01-25      | 4.5000%  | 0.0000% | $21017826.00       | $21017826.00       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL109F R25F109  | 2052-09-25      | 4.6848%  | 0.0000% | $10760002.00       | $10711020.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 JL     | 2053-06-20      | 7.5000%  | 0.0000% | $318000.00         | $341264.56         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL065MA R21F065 | 2051-08-25      | 2.0000%  | 0.0000% | $1354892.77        | $1204758.01        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086 | 2047-05-25      | 4.0000%  | 0.0000% | $3505.01           | $3508.45           | Agency Collateralized Mortgage Obligation |
| FCSB 5.11 FCOR 26-33 EL   | 2033-03-25      | 5.1100%  | 0.0000% | $656000.00         | $664702.93         | Agency Debentures and Agency Strips       |
| FCSB 3.50 FCSB 27 IE      | 2027-03-26      | 3.5000%  | 0.0000% | $4500000.00        | $4500554.00        | Agency Debentures and Agency Strips       |
| FCSB 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  | 0.0000% | $1000.00           | $1016.68           | Agency Debentures and Agency Strips       |
| FCSB 4.70 FCOR 23-32 CR   | 2032-06-29      | 4.7000%  | 0.0000% | $2000.00           | $1995.68           | Agency Debentures and Agency Strips       |
| FCSB 1.99 FCOR 22-31 CB   | 2031-03-17      | 1.9900%  | 0.0000% | $4000.00           | $3661.76           | Agency Debentures and Agency Strips       |
| FCSB 1.57 FCOR 22-30 FD   | 2030-09-23      | 1.5700%  | 0.0000% | $2000.00           | $1819.75           | Agency Debentures and Agency Strips       |
| FCSB 2.53 FCSB 27 Q       | 2027-12-13      | 2.5300%  | 0.0000% | $8000.00           | $7846.20           | Agency Debentures and Agency Strips       |
| FHLB FHOR 23-28 TS        | 2028-02-16      | 1.0000%  | 0.0000% | $140000.00         | $133448.56         | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-28 TE        | 2028-01-27      | 1.0000%  | 0.0000% | $190000.00         | $181592.46         | Agency Debentures and Agency Strips       |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  | 0.0000% | $660000.00         | $677603.81         | Agency Debentures and Agency Strips       |
| TVDB TVIN 12/15/32        | 2032-12-15      | 0.0000%  | 0.0000% | $6000.00           | $4434.92           | Agency Debentures and Agency Strips       |
| TVDB 4.875 TVBD 35 B      | 2035-05-15      | 4.8750%  | 0.0000% | $7184000.00        | $7482546.69        | Agency Debentures and Agency Strips       |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  | 0.0000% | $6000.00           | $6883.05           | Agency Debentures and Agency Strips       |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $2275000.00        | $1931782.13        | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/30        | 2030-04-15      | 0.0000%  | 0.0000% | $110000.00         | $93326.31          | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $883.04            | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $100000.00         | $85685.40          | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/28        | 2028-07-15      | 0.0000%  | 0.0000% | $7000.00           | $6381.86           | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/27        | 2027-07-15      | 0.0000%  | 0.0000% | $49000.00          | $46289.81          | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/27        | 2027-01-15      | 0.0000%  | 0.0000% | $1000.00           | $961.42            | Agency Debentures and Agency Strips       |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  | 0.0000% | $1756000.00        | $1555039.17        | Agency Debentures and Agency Strips       |
| FCSB 5.00 FCOR 26-35 CR   | 2035-10-29      | 5.0000%  | 0.0000% | $50000.00          | $50296.01          | Agency Debentures and Agency Strips       |
| FNMA 0.75 FNSM A 10/27    | 2027-10-08      | 0.7500%  | 0.0000% | $6000.00           | $5729.10           | Agency Debentures and Agency Strips       |
| REFC 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $105000.00         | $89969.67          | Agency Debentures and Agency Strips       |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $828.76            | $737.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF6764 | 2055-12-01      | 6.0000%  | 0.0000% | $2172239.00        | $2256252.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL800804 | 2034-10-01      | 6.0000%  | 0.0000% | $2032.65           | $2095.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL800982 | 2034-11-01      | 5.5000%  | 0.0000% | $1337.06           | $1362.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  | 0.0000% | $2858575.55        | $2845280.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 3PQU8353 | 2055-12-01      | 6.0000%  | 0.0000% | $3382729.00        | $3451878.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $4829.01           | $4631.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $7949.50           | $8198.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $1750459.00        | $1784773.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3695 | 2055-12-01      | 5.0000%  | 0.0000% | $3595110.00        | $3607339.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1797 | 2055-12-01      | 5.5000%  | 0.0000% | $3446718.00        | $3520644.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5377 | 2045-12-01      | 4.5000%  | 0.0000% | $635086.39         | $631631.52         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C91377 G | 2031-06-01      | 4.5000%  | 0.0000% | $36.41             | $36.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1533 | 2055-12-01      | 5.5000%  | 0.0000% | $15592356.00       | $15898049.33       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIRR0053 | 2041-01-01      | 4.5000%  | 0.0000% | $9778758.00        | $9831357.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2336.79           | $2380.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $1125.99           | $1153.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTCC1741 | 2045-12-01      | 5.0000%  | 0.0000% | $2587357.86        | $2627083.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4017 | 2055-12-01      | 5.5000%  | 0.0000% | $17191317.00       | $17528358.49       | Agency Mortgage-Backed Securities         |
| USTR TINT 11/15/29        | 2029-11-15      | 0.0000%  | 0.0000% | $5932.00           | $5144.59           | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $14985.00          | $13904.91          | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/26        | 2026-11-15      | 0.0000%  | 0.0000% | $1083620.82        | $1049985.23        | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/26        | 2026-08-15      | 0.0000%  | 0.0000% | $14512.30          | $14190.42          | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/26        | 2026-02-15      | 0.0000%  | 0.0000% | $517699.69         | $515277.89         | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/34        | 2034-11-15      | 0.0000%  | 0.0000% | $198300.00         | $136320.54         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  | 0.0000% | $42001.03          | $31489.14          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  | 0.0000% | $191000.00         | $195750.25         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $389100.00         | $393497.21         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $386200.00         | $397002.27         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  | 0.0000% | $190000.00         | $185632.36         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $123600.00         | $127427.95         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/27        | 2027-02-15      | 0.0000%  | 0.0000% | $53321.00          | $51257.64          | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/29        | 2029-02-15      | 0.0000%  | 0.0000% | $605048.00         | $540628.54         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $364600.00         | $370019.44         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  | 0.0000% | $322900.00         | $319335.10         | U.S. Treasuries (including strips)        |

### Security 144: Fixed Income Clearing Corp. - CITI

- **C.1 - Title:** Citibank NA 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 989LHR002, C.3 - LEI: N/A, C.5 - Other ID: 989LHR002_3.82_0102
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 5.8100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.55             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $2000.00           | $1963.72           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $586500.00         | $556967.71         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $200.00            | $179.96            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | 0.0000% | $1700.00           | $1624.13           | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.52             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $88.62             | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  | 0.0000% | $777100.00         | $778890.29         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $402407300.00      | $395509133.46      | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $203023600.00      | $202049543.52      | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $1349300.00        | $1335664.40        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | 0.0000% | $400.00            | $397.15            | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  | 0.0000% | $2619000.00        | $2718848.30        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $3894100.00        | $2275470.61        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | 0.0000% | $153558200.00      | $126649390.43      | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $6894900.00        | $6786218.40        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $2000.00           | $1599.93           | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | 0.0000% | $314500.00         | $289164.98         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $2488600.00        | $2506375.28        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | 0.0000% | $1000.00           | $984.21            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | 0.0000% | $832500.00         | $839378.24         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | 0.0000% | $4100100.00        | $3888568.79        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $200.00            | $198.93            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | 0.0000% | $20838800.00       | $22096708.72       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $859700.00         | $751906.72         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  | 0.0000% | $6404000.00        | $6489984.12        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | 0.0000% | $2276500.00        | $2311456.98        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $530700.00         | $524397.91         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | 0.0000% | $1000.00           | $959.68            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  | 0.0000% | $5000.00           | $5000.79           | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $800.00            | $786.93            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | 0.0000% | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $98.26             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | 0.0000% | $800.00            | $831.32            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1026.45           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1013.36           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | 0.0000% | $6390200.00        | $6537178.04        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $368700.00         | $379950.66         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | 0.0000% | $734800.00         | $747182.86         | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AW 26 | 2026-01-31      | 4.2500%  | 0.0000% | $118400.00         | $120512.95         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $1207384000.00     | $1215287535.66     | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | 0.0000% | $724800.00         | $749588.13         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | 0.0000% | $30800.00          | $31816.95          | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  | 0.0000% | $10102600.00       | $10414188.78       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | 0.0000% | $500.00            | $502.00            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | 0.0000% | $204400.00         | $214973.41         | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | 0.0000% | $100.00            | $109.65            | U.S. Treasuries (including strips) |
| USTR 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | 0.0000% | $22000.00          | $23539.14          | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26    | 2026-06-18      | 0.0000%  | 0.0000% | $400.00            | $393.51            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $17280000.00       | $17386224.05       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26    | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $736300.00         | $749779.42         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $3274700.00        | $3291144.78        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $1493300.00        | $1410731.71        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $2538100.00        | $2529813.10        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | 0.0000% | $1791500.00        | $1749258.28        | U.S. Treasuries (including strips) |

### Security 145: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.940000%
- **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: ARP1BOUP9, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BOUP9_3.94_0107
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0283 M     | 2040-04-20      | 5.5000%  | 0.0000% | $108.96            | $112.32            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $48020.50          | $48791.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $13107.78          | $13162.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP5854 C     | 2055-12-20      | 5.5000%  | 0.0000% | $472425.50         | $485080.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2916 C     | 2055-12-20      | 6.0000%  | 0.0000% | $125.00            | $129.99            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2904 C     | 2055-12-20      | 6.5000%  | 0.0000% | $293172.00         | $308495.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8729 C     | 2055-11-20      | 6.0000%  | 0.0000% | $249.77            | $260.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5764 | 2055-06-01      | 7.5000%  | 0.0000% | $125850.11         | $134297.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA5954 | 2046-01-01      | 4.5000%  | 0.0000% | $1307084.00        | $1297750.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U3BF0172 | 2041-01-01      | 4.0000%  | 0.0000% | $764.93            | $760.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5111 | 2055-11-01      | 6.0000%  | 0.0000% | $208645.47         | $216295.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF4523 | 2055-12-01      | 5.0000%  | 0.0000% | $253061.50         | $254235.62         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CZ2403       | 2059-08-15      | 5.6000%  | 0.0000% | $63768.86          | $66775.80          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CS3803       | 2066-03-15      | 5.4000%  | 0.0000% | $125.00            | $126.93            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR8826       | 2058-04-15      | 5.0800%  | 0.0000% | $121.49            | $124.16            | Agency Mortgage-Backed Securities |
| GNMA GNII SF AE8453 C     | 2044-06-20      | 4.0000%  | 0.0000% | $20.07             | $19.38             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3385 | 2055-10-01      | 5.0000%  | 0.0000% | $494641.93         | $498687.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0826 | 2055-10-01      | 6.5000%  | 0.0000% | $782090.05         | $820692.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE4560 | 2055-08-01      | 5.0000%  | 0.0000% | $256444.05         | $257316.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDE3829 | 2055-11-01      | 4.0000%  | 0.0000% | $136089.73         | $129905.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9602 | 2055-05-01      | 6.0000%  | 0.0000% | $122629.85         | $128593.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD9023 | 2055-06-01      | 6.5000%  | 0.0000% | $548584.70         | $580632.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB8381 | 2054-08-01      | 5.5000%  | 0.0000% | $74475.35          | $75951.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR5147 | 2043-03-01      | 3.0000%  | 0.0000% | $463803.58         | $423410.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ9260 | 2048-04-01      | 4.0000%  | 0.0000% | $55500.85          | $53895.40          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO4626 | 2040-12-01      | 5.0000%  | 0.0000% | $158516.25         | $161406.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CTSC0511 | 2044-02-01      | 7.0000%  | 0.0000% | $84726.56          | $89613.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT1475 | 2046-11-01      | 3.5000%  | 0.0000% | $184491.20         | $175581.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA4628 | 2046-03-01      | 4.0000%  | 0.0000% | $164309.92         | $160170.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZN5730 | 2049-05-01      | 3.5000%  | 0.0000% | $162462.02         | $151335.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8510 C     | 2055-10-20      | 6.5000%  | 0.0000% | $145630.90         | $153242.10         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM8161       | 2060-12-15      | 5.2300%  | 0.0000% | $2617790.00        | $2681102.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6866 C     | 2055-07-20      | 6.5000%  | 0.0000% | $124.33            | $130.83            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6265 C     | 2055-10-20      | 6.0000%  | 0.0000% | $267226.78         | $273599.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3892 C     | 2055-11-20      | 6.0000%  | 0.0000% | $124.88            | $130.90            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2075 C     | 2055-07-20      | 6.5000%  | 0.0000% | $214509.09         | $225720.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4034 C     | 2055-06-20      | 6.5000%  | 0.0000% | $248.28            | $261.26            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ7959       | 2060-08-15      | 5.9300%  | 0.0000% | $64372.07          | $68848.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1395 C     | 2055-10-20      | 6.5000%  | 0.0000% | $196626.58         | $206301.72         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD4694       | 2060-01-15      | 4.7500%  | 0.0000% | $247.53            | $245.96            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC7227       | 2060-02-15      | 5.7900%  | 0.0000% | $248.22            | $262.77            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8502       | 2060-03-15      | 5.7200%  | 0.0000% | $124.19            | $130.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $1934075.88        | $1929039.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CICC1593 | 2040-11-01      | 5.5000%  | 0.0000% | $1114779.19        | $1160486.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0727 | 2055-07-01      | 6.0000%  | 0.0000% | $1344169.53        | $1419776.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC0674 | 2055-07-01      | 4.5000%  | 0.0000% | $1131209.04        | $1124591.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS9072 | 2052-06-01      | 3.0000%  | 0.0000% | $315341.33         | $280640.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8455 | 2053-08-01      | 5.5000%  | 0.0000% | $342468.05         | $354118.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $15875.08          | $13523.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2054 | 2046-12-01      | 3.5000%  | 0.0000% | $259232.20         | $247591.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA3615 | 2052-09-01      | 3.5000%  | 0.0000% | $1794195.39        | $1671313.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF8607 | 2056-01-01      | 7.0000%  | 0.0000% | $255163.75         | $270894.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9494 | 2054-11-01      | 5.5000%  | 0.0000% | $314157.93         | $321639.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB4921 | 2052-10-01      | 6.0000%  | 0.0000% | $254281.07         | $267708.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3494 | 2052-05-01      | 3.0000%  | 0.0000% | $460251.49         | $412664.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3173 | 2047-07-01      | 3.5000%  | 0.0000% | $2535958.60        | $2431407.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO2688 | 2039-11-01      | 4.0000%  | 0.0000% | $43425.57          | $43054.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VSF5017 | 2046-02-01      | 3.5000%  | 0.0000% | $1193993.50        | $1139660.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PRE6055 | 2050-08-01      | 2.5000%  | 0.0000% | $56804.73          | $47437.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNRD5270 | 2035-11-01      | 5.0000%  | 0.0000% | $357403.36         | $364246.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC1916 | 2036-06-01      | 2.0000%  | 0.0000% | $16448.85          | $15295.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8213 | 2052-11-01      | 6.0000%  | 0.0000% | $129987.01         | $136495.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7916 | 2052-09-01      | 4.0000%  | 0.0000% | $150424.77         | $144305.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA4562 | 2051-02-01      | 2.5000%  | 0.0000% | $49106.36          | $42665.73          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN3681 | 2035-09-01      | 2.0000%  | 0.0000% | $136127.48         | $126672.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1996 | 2053-05-01      | 5.5000%  | 0.0000% | $97281.46          | $99326.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3930 | 2035-02-01      | 2.5000%  | 0.0000% | $78770.44          | $75511.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $1067753.72        | $912565.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTFS6985 | 2042-12-01      | 4.0000%  | 0.0000% | $50206.50          | $49652.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5696 C     | 2055-07-20      | 6.5000%  | 0.0000% | $373.31            | $392.82            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CO1759       | 2066-11-15      | 5.5700%  | 0.0000% | $278.25            | $292.80            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9240 M     | 2053-10-20      | 5.0000%  | 0.0000% | $748012.44         | $754584.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $856185.30         | $859097.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $13041.52          | $12847.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4330 | 2036-05-01      | 2.5000%  | 0.0000% | $248096.81         | $235985.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB6037 | 2050-11-01      | 2.5000%  | 0.0000% | $38856.71          | $33355.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0527 | 2049-06-01      | 3.5000%  | 0.0000% | $730316.59         | $686538.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $1965254.04        | $2028771.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $3414192.54        | $3483204.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $225140.31         | $183638.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8154 | 2051-07-01      | 1.5000%  | 0.0000% | $198901.98         | $154206.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $326057.40         | $283146.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8017 | 2049-10-01      | 3.5000%  | 0.0000% | $571628.29         | $536259.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD6702 | 2054-09-01      | 6.5000%  | 0.0000% | $3839610.87        | $4023400.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786831 C     | 2053-07-20      | 5.5000%  | 0.0000% | $200.20            | $204.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787186 C     | 2053-10-20      | 6.0000%  | 0.0000% | $176.23            | $182.73            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 743742 X     | 2040-06-15      | 5.0000%  | 0.0000% | $72635.04          | $74444.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7594 C     | 2055-12-20      | 5.0000%  | 0.0000% | $723661.00         | $728015.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5750 C     | 2055-12-20      | 6.0000%  | 0.0000% | $181575.00         | $188268.40         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO4115 C     | 2065-12-20      | 3.5000%  | 0.0000% | $353260.50         | $321646.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0136 C     | 2055-12-20      | 5.0000%  | 0.0000% | $207200.50         | $208447.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0745 M     | 2055-11-20      | 5.0000%  | 0.0000% | $3687104.60        | $3701342.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $4355625.51        | $4296545.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  | 0.0000% | $683723.90         | $705650.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD7541 | 2051-05-01      | 2.0000%  | 0.0000% | $84202.99          | $69906.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI8561 | 2039-02-01      | 5.5000%  | 0.0000% | $12264.44          | $12810.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8144 | 2037-03-01      | 1.5000%  | 0.0000% | $1249542.68        | $1133169.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3282 | 2047-12-01      | 3.5000%  | 0.0000% | $15221.30          | $14560.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS1057 | 2036-03-01      | 5.5000%  | 0.0000% | $207.52            | $218.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8506 | 2036-02-01      | 2.0000%  | 0.0000% | $161985.06         | $151082.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA3834 | 2050-10-01      | 3.5000%  | 0.0000% | $848013.40         | $789934.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0295 | 2049-02-01      | 3.0000%  | 0.0000% | $87976.96          | $80858.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8385 | 2040-05-01      | 5.5000%  | 0.0000% | $3399.30           | $3502.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTQK1769 | 2045-06-01      | 5.0000%  | 0.0000% | $281457.16         | $287198.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3725 | 2054-07-01      | 5.0000%  | 0.0000% | $1224957.30        | $1233861.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8073 | 2035-11-01      | 1.5000%  | 0.0000% | $872626.99         | $796385.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7788 C     | 2055-05-20      | 6.5000%  | 0.0000% | $368204.30         | $387446.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0016 | 2054-11-01      | 5.5000%  | 0.0000% | $280992.90         | $286587.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL2697 | 2051-08-01      | 4.0000%  | 0.0000% | $946596.76         | $917091.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2709 C     | 2055-09-20      | 6.5000%  | 0.0000% | $269838.14         | $283940.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ9191 | 2055-11-01      | 4.5000%  | 0.0000% | $440327.87         | $434942.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8938 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2477333.31        | $2641162.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ5789 | 2055-10-01      | 7.0000%  | 0.0000% | $146346.96         | $154874.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8596 C     | 2055-12-20      | 5.0000%  | 0.0000% | $224889.50         | $226242.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL3096 | 2050-06-01      | 4.0000%  | 0.0000% | $3068101.74        | $2981671.27        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK6747       | 2060-10-15      | 5.1500%  | 0.0000% | $421880.39         | $427775.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  | 0.0000% | $36686.29          | $36901.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5462 C     | 2055-12-20      | 5.5000%  | 0.0000% | $125.13            | $128.48            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0214 C     | 2055-12-20      | 5.0000%  | 0.0000% | $138210.75         | $139042.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1035 | 2053-01-01      | 3.5000%  | 0.0000% | $1942015.62        | $1818413.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5130 C     | 2055-11-20      | 6.0000%  | 0.0000% | $348830.82         | $355567.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0045 | 2040-12-01      | 3.5000%  | 0.0000% | $78609.40          | $76717.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4000 | 2055-08-01      | 7.0000%  | 0.0000% | $139573.37         | $150384.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $475009.28         | $490470.83         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ0386       | 2061-01-15      | 5.0000%  | 0.0000% | $911850.00         | $918165.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3399 | 2052-08-01      | 3.5000%  | 0.0000% | $1413196.40        | $1323253.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0719 M     | 2040-11-20      | 6.0000%  | 0.0000% | $116460.26         | $120729.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0009 | 2040-07-01      | 5.0000%  | 0.0000% | $1176640.90        | $1197781.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7200 | 2055-12-01      | 5.5000%  | 0.0000% | $148760.25         | $154264.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ4010 C     | 2050-03-20      | 3.0000%  | 0.0000% | $65.67             | $58.68             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $2411862.60        | $2246678.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9736 | 2055-09-01      | 6.5000%  | 0.0000% | $1091605.27        | $1142659.29        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP1229       | 2060-05-15      | 6.1000%  | 0.0000% | $248.85            | $268.27            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5345 C     | 2065-12-20      | 6.0000%  | 0.0000% | $125.00            | $128.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1703 | 2055-12-01      | 5.5000%  | 0.0000% | $2476204.24        | $2577355.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0622 M     | 2055-09-20      | 5.0000%  | 0.0000% | $464955.30         | $466750.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7219 M     | 2036-02-20      | 1.5000%  | 0.0000% | $59.54             | $54.42             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6043 M     | 2049-07-20      | 5.5000%  | 0.0000% | $392.08            | $406.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA2918 | 2056-01-01      | 6.0000%  | 0.0000% | $1836644.00        | $1920321.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0357 | 2055-12-01      | 6.0000%  | 0.0000% | $618807.36         | $644529.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0227 | 2055-12-01      | 6.0000%  | 0.0000% | $363863.82         | $376229.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0046 | 2055-11-01      | 6.0000%  | 0.0000% | $1985929.55        | $2072166.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE1862 | 2052-05-01      | 3.5000%  | 0.0000% | $2719576.12        | $2533316.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4737 | 2055-05-01      | 6.0000%  | 0.0000% | $694924.35         | $717488.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ2856 | 2054-11-01      | 5.0000%  | 0.0000% | $19409132.04       | $19627226.00       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1448 | 2054-05-01      | 5.5000%  | 0.0000% | $310325.22         | $316932.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8645 M     | 2053-02-20      | 4.0000%  | 0.0000% | $252727.40         | $241977.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL2533 | 2049-05-01      | 4.0000%  | 0.0000% | $536626.79         | $517497.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0905 | 2054-10-01      | 5.5000%  | 0.0000% | $2063771.34        | $2117537.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0605 | 2051-09-01      | 3.5000%  | 0.0000% | $5775.05           | $5418.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL0219 | 2054-02-01      | 4.5000%  | 0.0000% | $22040.87          | $21705.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9654 | 2055-11-01      | 5.0000%  | 0.0000% | $667700.64         | $673898.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5732 | 2050-05-01      | 3.0000%  | 0.0000% | $145112.64         | $129318.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3228 | 2049-03-01      | 4.5000%  | 0.0000% | $112958.21         | $112617.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV7702 | 2052-04-01      | 2.5000%  | 0.0000% | $43659.45          | $37124.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV1763 | 2055-06-01      | 6.5000%  | 0.0000% | $654133.27         | $684824.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBT1607 | 2036-05-01      | 2.0000%  | 0.0000% | $373405.91         | $346756.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $18002.09          | $17077.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7611 | 2048-09-01      | 4.5000%  | 0.0000% | $17986.46          | $17954.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK0895 | 2048-07-01      | 4.0000%  | 0.0000% | $112487.87         | $109173.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $1987092.62        | $2075545.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $319166.72         | $329426.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4729 C     | 2054-06-20      | 7.5000%  | 0.0000% | $4474867.80        | $4837681.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB1469 | 2036-08-01      | 2.0000%  | 0.0000% | $28793.93          | $26738.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8488 | 2055-01-01      | 4.0000%  | 0.0000% | $11033171.27       | $10528506.65       | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN7387 | 2036-08-01      | 1.5000%  | 0.0000% | $754036.58         | $685554.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA2854 | 2046-12-01      | 2.5000%  | 0.0000% | $512576.18         | $447546.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ5267 | 2055-10-01      | 7.0000%  | 0.0000% | $1141280.02        | $1222310.14        | Agency Mortgage-Backed Securities |

### Security 146: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.780000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D5HX6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D5HX6_3.78_0107
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | 0.0000% | $28999692.31       | $30006493.85       | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | 0.0000% | $19484353.85       | $19726349.52       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | 0.0000% | $20921446.15       | $21182589.48       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $23201646.15       | $22016000.42       | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  | 0.0000% | $8931095.92        | $9073508.36        | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  | 0.0000% | $15509753.90       | $16404438.23       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $970046.15         | $1001643.22        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $36307692.31       | $34585014.07       | U.S. Treasuries (including strips) |

### Security 147: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.830000%
- **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: ARP1D5LD5, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1D5LD5_3.83_0107
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-089 F      | 2055-05-20      | 5.6677%  | 0.0000% | $14350232.80       | $14522906.02       | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HXBZ3457 | 2030-04-01      | 4.2500%  | 0.0000% | $5698457.14        | $5770649.00        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3431 | 2030-04-01      | 4.2500%  | 0.0000% | $7211399.31        | $7302758.13        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3578 | 2030-05-01      | 4.2250%  | 0.0000% | $7213200.00        | $7296287.65        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1229 | 2029-07-01      | 4.7200%  | 0.0000% | $7228114.29        | $7414363.51        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1172 | 2029-07-01      | 4.6750%  | 0.0000% | $5196000.00        | $5329214.18        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1165 | 2029-07-01      | 4.7200%  | 0.0000% | $6267085.71        | $6437308.12        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1131 | 2029-07-01      | 4.7900%  | 0.0000% | $6021428.57        | $6199245.37        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1050 | 2029-06-01      | 4.9200%  | 0.0000% | $6174857.14        | $6381714.86        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1041 | 2029-06-01      | 4.8300%  | 0.0000% | $5936571.43        | $6119103.19        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0698 | 2029-04-01      | 4.5500%  | 0.0000% | $7817142.86        | $7992697.65        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0658 | 2029-03-01      | 4.8100%  | 0.0000% | $6713754.82        | $6894363.78        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0874 | 2029-06-01      | 4.7600%  | 0.0000% | $4779669.43        | $4909421.52        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3865 | 2029-09-01      | 2.7100%  | 0.0000% | $7759714.29        | $7456490.51        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.850 WNWN5305 | 2029-12-01      | 3.8500%  | 0.0000% | $6240000.00        | $6222536.32        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.100 WNWN1676 | 2032-07-01      | 4.1000%  | 0.0000% | $8017200.00        | $7948562.08        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1624 | 2029-09-01      | 4.7300%  | 0.0000% | $6857142.86        | $7055792.00        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1081 | 2029-06-01      | 4.6700%  | 0.0000% | $7491428.57        | $7680337.43        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1980 | 2029-10-01      | 4.1200%  | 0.0000% | $6278057.14        | $6330160.83        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5512 | 2030-11-01      | 3.8400%  | 0.0000% | $7364571.43        | $7322586.01        | Agency Mortgage-Backed Securities         |
| FMAC FKAR WG9013          | 2032-07-01      | 4.0600%  | 0.0000% | $7064742.86        | $6983288.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3540 | 2030-05-01      | 4.2100%  | 0.0000% | $5348571.43        | $5406888.68        | Agency Mortgage-Backed Securities         |

### Security 148: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.740000%
- **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: ARP1DA5G5, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1DA5G5_3.74_0107
- **C.18 - Value (incl. sponsor support):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  | 0.0000% | $14457278.28       | $14411824.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  | 0.0000% | $5071738.46        | $5119715.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 KA      | 2052-02-20      | 5.0000%  | 0.0000% | $7932821.11        | $8018334.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  | 0.0000% | $4551191.53        | $4578924.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  | 0.0000% | $1943635.99        | $1963748.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-142 MA      | 2054-02-20      | 5.5000%  | 0.0000% | $262631.58         | $268100.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD      | 2053-08-20      | 5.2677%  | 0.0000% | $1964299.32        | $1980224.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 FG       | 2049-09-20      | 4.2984%  | 0.0000% | $2955655.95        | $2897596.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 FE       | 2049-09-20      | 4.2484%  | 0.0000% | $1664213.98        | $1629438.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-102 PD      | 2055-04-20      | 5.0000%  | 0.0000% | $5609092.90        | $5662657.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-05 GA       | 2047-12-20      | 3.0000%  | 0.0000% | $247343.65         | $226509.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-094 FA      | 2039-10-16      | 4.5487%  | 0.0000% | $68024.59          | $68274.47          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  | 0.0000% | $267105.61         | $269730.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-137 FE      | 2049-11-20      | 4.2984%  | 0.0000% | $2444871.93        | $2400293.10        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL024FA R19F024  | 2049-05-25      | 4.4387%  | 0.0000% | $1380726.16        | $1354998.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QP      | 2055-06-20      | 4.5000%  | 0.0000% | $37293.68          | $36991.38          | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0087 09/25/53  | 2053-09-25      | 5.2242%  | 0.0000% | $8240987.10        | $8304992.36        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5486FA 12/25/54  | 2054-12-25      | 5.3242%  | 0.0000% | $3422201.75        | $3452989.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  | 0.0000% | $3539459.26        | $3564184.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FB      | 2065-11-20      | 4.8177%  | 0.0000% | $6336159.42        | $6360199.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 PT      | 2065-11-20      | 6.5000%  | 0.0000% | $78690362.83       | $81696387.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA      | 2050-12-20      | 5.0000%  | 0.0000% | $6777969.94        | $6842087.28        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.6242%  | 0.0000% | $206165.79         | $212989.24         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5579CA 09/25/45  | 2045-09-25      | 4.5000%  | 0.0000% | $8790144.54        | $8766586.96        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05568C 08/25/55  | 2055-08-25      | 5.0000%  | 0.0000% | $2287679.85        | $2301119.20        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547MV 05/25/36  | 2036-05-25      | 5.0000%  | 0.0000% | $6506902.30        | $6604132.77        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5505FB 02/25/55  | 2055-02-25      | 5.3742%  | 0.0000% | $1818245.84        | $1836642.30        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05182M 05/25/49  | 2049-05-25      | 2.5000%  | 0.0000% | $3429567.00        | $3099314.56        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC022CA R22F022  | 2048-11-25      | 3.5000%  | 0.0000% | $3022376.50        | $2904777.84        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0258 10/25/53  | 2053-10-25      | 5.2242%  | 0.0000% | $8033860.61        | $8124247.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF 690922 X      | 2038-06-15      | 5.5000%  | 0.0000% | $7633.72           | $8007.51           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689825 X      | 2038-08-15      | 6.0000%  | 0.0000% | $1.43              | $1.48              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687833 X      | 2038-08-15      | 6.0000%  | 0.0000% | $3064.81           | $3210.35           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687708 X      | 2038-07-15      | 5.0000%  | 0.0000% | $9074.89           | $9383.48           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 686781 X      | 2038-06-15      | 5.5000%  | 0.0000% | $2390.28           | $2500.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M      | 2055-07-20      | 6.0000%  | 0.0000% | $24311833.56       | $24953617.35       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M      | 2054-11-20      | 4.0000%  | 0.0000% | $29997095.80       | $28498150.91       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M      | 2054-11-20      | 5.0000%  | 0.0000% | $64484380.07       | $64751646.35       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2905 C      | 2055-12-20      | 6.5000%  | 0.0000% | $790849.60         | $821536.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2901 C      | 2052-12-20      | 5.5000%  | 0.0000% | $1139515.09        | $1154724.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0669 C      | 2055-12-20      | 5.5000%  | 0.0000% | $1701813.76        | $1747404.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9575 C      | 2055-12-20      | 5.5000%  | 0.0000% | $1058875.90        | $1070960.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9248 C      | 2055-12-20      | 6.5000%  | 0.0000% | $481928.95         | $500629.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9250 C      | 2055-12-20      | 6.0000%  | 0.0000% | $793298.38         | $812362.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8611 C      | 2055-12-20      | 5.5000%  | 0.0000% | $2031064.47        | $2085477.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8467 C      | 2055-12-20      | 6.5000%  | 0.0000% | $333374.81         | $350799.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7498 C      | 2055-12-20      | 6.5000%  | 0.0000% | $555154.83         | $584170.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8746 C      | 2055-12-20      | 6.5000%  | 0.0000% | $460819.67         | $492237.28         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB5980 X      | 2045-12-15      | 4.5000%  | 0.0000% | $11394.70          | $11358.57          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681624 X      | 2038-11-15      | 6.0000%  | 0.0000% | $3726.34           | $3888.11           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 675513 X      | 2038-06-15      | 5.5000%  | 0.0000% | $6034.45           | $6287.18           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669626 X      | 2037-06-15      | 6.0000%  | 0.0000% | $10291.04          | $10664.75          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 659615 X      | 2036-09-15      | 6.0000%  | 0.0000% | $2800.18           | $2909.12           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658570 X      | 2036-08-15      | 6.0000%  | 0.0000% | $3799.81           | $4019.17           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658133 X      | 2036-10-15      | 6.5000%  | 0.0000% | $1920.90           | $2030.62           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618681 X      | 2036-10-15      | 6.5000%  | 0.0000% | $3929.90           | $4134.19           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617704 X      | 2037-09-15      | 6.0000%  | 0.0000% | $2694.31           | $2817.60           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615519 X      | 2033-09-15      | 4.5000%  | 0.0000% | $14457.34          | $14512.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9354 C      | 2055-12-20      | 5.0000%  | 0.0000% | $2461435.95        | $2477006.17        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  | 0.0000% | $4737.57           | $4953.53           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782835 X      | 2039-12-15      | 6.0000%  | 0.0000% | $3883.21           | $4121.09           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782269 X      | 2038-02-15      | 5.5000%  | 0.0000% | $14413.78          | $15218.19          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781846 X      | 2034-09-15      | 6.5000%  | 0.0000% | $5614.16           | $5845.14           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785334 X      | 2049-03-15      | 5.5000%  | 0.0000% | $203446.99         | $214261.29         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783655 X      | 2040-05-15      | 6.5000%  | 0.0000% | $329.38            | $354.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784446 C      | 2048-02-20      | 3.0000%  | 0.0000% | $148917.07         | $135653.03         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 745236 X      | 2040-07-15      | 4.5000%  | 0.0000% | $21724.63          | $21795.56          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 739396 X      | 2040-10-15      | 4.5000%  | 0.0000% | $94971.04          | $94969.23          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738002 X      | 2041-02-15      | 4.0000%  | 0.0000% | $21463.23          | $20783.90          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733663 X      | 2040-05-15      | 4.5000%  | 0.0000% | $30638.78          | $30677.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783284 C      | 2040-06-20      | 5.5000%  | 0.0000% | $5940.80           | $6166.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8624 C      | 2055-12-20      | 6.0000%  | 0.0000% | $355550.37         | $363865.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8540 C      | 2055-12-20      | 6.0000%  | 0.0000% | $329484.45         | $337432.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8493 C      | 2055-12-20      | 5.5000%  | 0.0000% | $974023.31         | $987025.87         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO8312        | 2060-12-15      | 5.4000%  | 0.0000% | $4445357.78        | $4609756.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7943 C      | 2055-12-20      | 6.5000%  | 0.0000% | $996402.15         | $1048478.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7941 C      | 2055-12-20      | 5.5000%  | 0.0000% | $1097960.73        | $1127374.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7612 C      | 2055-12-20      | 6.0000%  | 0.0000% | $656148.23         | $671794.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7560 C      | 2055-12-20      | 5.5000%  | 0.0000% | $936867.77         | $965307.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7533 C      | 2055-11-20      | 7.0000%  | 0.0000% | $2007251.92        | $2081183.70        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DO8097        | 2068-03-15      | 4.6300%  | 0.0000% | $2212946.29        | $2106568.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7142 C      | 2055-12-20      | 5.0000%  | 0.0000% | $277812.21         | $281023.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5959 C      | 2055-12-20      | 6.0000%  | 0.0000% | $420565.08         | $439416.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7485 C      | 2055-12-20      | 5.0000%  | 0.0000% | $3067267.91        | $3085725.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5797 C      | 2055-11-20      | 5.5000%  | 0.0000% | $1516624.53        | $1573742.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5732 C      | 2055-11-20      | 6.0000%  | 0.0000% | $1793229.20        | $1857376.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4280 C      | 2055-12-20      | 5.5000%  | 0.0000% | $3121452.22        | $3205073.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1987 C      | 2055-12-20      | 6.5000%  | 0.0000% | $2289543.58        | $2409210.39        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6443        | 2060-12-15      | 5.4000%  | 0.0000% | $3114810.53        | $3230002.45        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6442        | 2060-12-15      | 5.4000%  | 0.0000% | $3888129.21        | $4031920.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6342 C      | 2055-11-20      | 6.5000%  | 0.0000% | $2609551.72        | $2785061.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5278 C      | 2065-11-20      | 5.5000%  | 0.0000% | $10886356.01       | $11071776.05       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2567 C      | 2055-04-20      | 6.0000%  | 0.0000% | $93110.49          | $97739.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5324 C      | 2054-12-20      | 6.0000%  | 0.0000% | $2250789.82        | $2337877.38        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL8514 X      | 2052-03-15      | 4.0000%  | 0.0000% | $94888.70          | $90928.74          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X      | 2052-03-15      | 4.0000%  | 0.0000% | $363629.98         | $347847.83         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE7988 X      | 2048-01-15      | 5.0000%  | 0.0000% | $226955.09         | $228465.63         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC1382 X      | 2047-09-15      | 4.5000%  | 0.0000% | $43625.90          | $43067.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4832 C      | 2055-12-20      | 6.5000%  | 0.0000% | $993257.92         | $1050036.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5334 C      | 2055-12-20      | 5.0000%  | 0.0000% | $443032.16         | $446243.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3737 C      | 2055-12-20      | 6.5000%  | 0.0000% | $440392.98         | $468263.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3604 C      | 2055-11-20      | 6.0000%  | 0.0000% | $562725.89         | $573301.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M      | 2054-04-20      | 4.5000%  | 0.0000% | $25145486.99       | $24664906.44       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M      | 2054-03-20      | 4.0000%  | 0.0000% | $13578023.19       | $12929011.78       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M      | 2052-06-20      | 3.0000%  | 0.0000% | $880441.18         | $796341.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3736 C      | 2055-12-20      | 6.5000%  | 0.0000% | $381371.78         | $401305.19         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8158        | 2060-12-15      | 4.3400%  | 0.0000% | $2634326.05        | $2532911.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0127 C      | 2055-12-20      | 6.5000%  | 0.0000% | $282103.61         | $298384.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4487 C      | 2055-12-20      | 6.0000%  | 0.0000% | $900592.57         | $922068.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0599 C      | 2055-12-20      | 5.5000%  | 0.0000% | $2308494.02        | $2339310.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5128 C      | 2055-11-20      | 5.5000%  | 0.0000% | $2014478.07        | $2095674.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9198 C      | 2055-12-20      | 5.5000%  | 0.0000% | $2823706.80        | $2860794.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6630 C      | 2055-12-20      | 5.5000%  | 0.0000% | $6254.83           | $6422.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2275 C      | 2055-11-20      | 6.5000%  | 0.0000% | $322919.85         | $338647.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4831 C      | 2055-12-20      | 6.5000%  | 0.0000% | $9154724.12        | $9750922.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6633 C      | 2055-12-20      | 6.5000%  | 0.0000% | $333133.45         | $350545.56         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 KB      | 2065-05-16      | 4.0000%  | 0.0000% | $228574.83         | $170235.98         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E       | 2064-10-16      | 3.0000%  | 0.0000% | $52526.32          | $38135.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  | 0.0000% | $2290645.79        | $2073490.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5764 M      | 2049-02-20      | 4.5000%  | 0.0000% | $129461.13         | $128969.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M      | 2049-11-20      | 3.0000%  | 0.0000% | $20597436.16       | $18653862.08       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M      | 2047-11-20      | 3.0000%  | 0.0000% | $56631.54          | $51788.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4509 M      | 2047-06-20      | 3.0000%  | 0.0000% | $252103.46         | $230586.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1920 M      | 2044-05-20      | 4.0000%  | 0.0000% | $53841.46          | $52403.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0088 M      | 2042-05-20      | 3.5000%  | 0.0000% | $1648222.89        | $1566284.23        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705143 X      | 2040-06-15      | 5.0000%  | 0.0000% | $1525.89           | $1576.87           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 748647 X      | 2040-08-15      | 4.5000%  | 0.0000% | $62201.93          | $61997.54          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737898 X      | 2041-01-15      | 4.0000%  | 0.0000% | $96699.17          | $94283.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004978 M      | 2041-03-20      | 4.5000%  | 0.0000% | $10286.13          | $10415.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2825 M      | 2045-05-20      | 3.0000%  | 0.0000% | $4579803.26        | $4204612.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786577 C      | 2053-03-20      | 5.0000%  | 0.0000% | $384263.44         | $386812.13         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY5213 X      | 2047-02-15      | 4.5000%  | 0.0000% | $60036.30          | $60252.86          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656323 X      | 2036-11-15      | 6.0000%  | 0.0000% | $4548.51           | $4754.98           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738261 X      | 2041-05-15      | 4.5000%  | 0.0000% | $119812.46         | $119616.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005233 M      | 2041-11-20      | 4.0000%  | 0.0000% | $9786.09           | $9558.08           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI3214 X      | 2044-05-15      | 4.0000%  | 0.0000% | $18912.61          | $18280.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5597 M      | 2048-11-20      | 5.0000%  | 0.0000% | $587156.38         | $599719.57         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682306 X      | 2038-03-15      | 6.0000%  | 0.0000% | $9811.71           | $10199.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2303 M      | 2044-10-20      | 3.5000%  | 0.0000% | $180485.85         | $169416.05         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702740 X      | 2038-12-15      | 6.0000%  | 0.0000% | $1138.53           | $1190.24           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 670636 X      | 2039-08-15      | 6.0000%  | 0.0000% | $3277.34           | $3401.66           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723341 X      | 2039-09-15      | 6.0000%  | 0.0000% | $2310.39           | $2414.13           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X      | 2040-04-15      | 4.5000%  | 0.0000% | $190747.64         | $194847.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M      | 2040-05-20      | 4.5000%  | 0.0000% | $179677.06         | $181987.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7525 C      | 2055-12-20      | 6.0000%  | 0.0000% | $581212.88         | $602637.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4475 C      | 2055-12-20      | 5.5000%  | 0.0000% | $280241.55         | $287749.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M      | 2055-10-20      | 4.5000%  | 0.0000% | $2642.90           | $2590.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0627 C      | 2052-12-20      | 6.0000%  | 0.0000% | $787210.06         | $806195.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AS7010 C      | 2046-06-20      | 3.5000%  | 0.0000% | $268677.25         | $247843.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7534 C      | 2055-12-20      | 5.5000%  | 0.0000% | $397970.88         | $411078.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3772 C      | 2055-12-20      | 5.5000%  | 0.0000% | $414606.76         | $419998.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7539 C      | 2055-12-20      | 6.0000%  | 0.0000% | $216635.07         | $227406.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7145 C      | 2055-12-20      | 5.0000%  | 0.0000% | $297170.78         | $299324.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4855 C      | 2055-12-20      | 6.5000%  | 0.0000% | $1092638.24        | $1155097.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0583 C      | 2055-12-20      | 5.0000%  | 0.0000% | $549603.59         | $554637.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3712 C      | 2055-12-20      | 6.0000%  | 0.0000% | $589014.35         | $602843.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2893 C      | 2055-12-20      | 5.0000%  | 0.0000% | $1095062.07        | $1106373.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3004 C      | 2054-12-20      | 6.0000%  | 0.0000% | $412745.06         | $426490.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7496 C      | 2055-12-20      | 6.5000%  | 0.0000% | $352974.74         | $371423.20         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6441        | 2060-12-15      | 5.4000%  | 0.0000% | $3718863.16        | $3856394.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5364 C      | 2055-12-20      | 6.0000%  | 0.0000% | $860218.22         | $892452.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6543 M      | 2050-03-20      | 4.0000%  | 0.0000% | $1402971.92        | $1348737.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6541 M      | 2050-03-20      | 3.0000%  | 0.0000% | $16339405.54       | $14785332.00       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9671 M      | 2054-05-20      | 7.0000%  | 0.0000% | $398571.39         | $414380.06         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732485 X      | 2040-02-15      | 6.0000%  | 0.0000% | $1617.79           | $1674.69           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 731686 X      | 2040-11-15      | 4.5000%  | 0.0000% | $69710.65          | $69891.34          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X      | 2040-04-15      | 4.5000%  | 0.0000% | $1168.18           | $1193.23           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705395 X      | 2039-01-15      | 6.0000%  | 0.0000% | $3745.10           | $3961.71           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704142 X      | 2038-12-15      | 6.5000%  | 0.0000% | $178.94            | $188.45            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704005 X      | 2038-11-15      | 6.5000%  | 0.0000% | $326.00            | $343.53            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702547 X      | 2038-11-15      | 5.5000%  | 0.0000% | $7272.35           | $7624.04           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 701417 X      | 2039-04-15      | 5.0000%  | 0.0000% | $16997.67          | $17494.78          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699113 X      | 2038-09-15      | 6.0000%  | 0.0000% | $2351.07           | $2468.82           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697584 X      | 2038-11-15      | 5.5000%  | 0.0000% | $9462.61           | $9897.30           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723240 X      | 2039-10-15      | 5.0000%  | 0.0000% | $2958.76           | $3059.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005258 M      | 2041-12-20      | 3.5000%  | 0.0000% | $85830.37          | $81475.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005204 M      | 2041-10-20      | 4.5000%  | 0.0000% | $150740.72         | $152586.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005085 M      | 2041-06-20      | 6.0000%  | 0.0000% | $31877.56          | $33075.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004772 M      | 2040-08-20      | 5.0000%  | 0.0000% | $118991.74         | $122702.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004695 M      | 2040-05-20      | 4.0000%  | 0.0000% | $5872.61           | $5760.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005338 M      | 2042-03-20      | 6.0000%  | 0.0000% | $16493.78          | $17450.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004268 M      | 2038-10-20      | 6.0000%  | 0.0000% | $5857.77           | $6197.86           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004266 M      | 2038-10-20      | 5.5000%  | 0.0000% | $1845.63           | $1921.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004059 M      | 2037-12-20      | 5.5000%  | 0.0000% | $1477.36           | $1538.20           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M      | 2032-10-20      | 5.5000%  | 0.0000% | $6761.79           | $7077.76           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602837 X      | 2033-02-15      | 6.0000%  | 0.0000% | $1676.39           | $1728.19           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602212 X      | 2033-03-15      | 6.0000%  | 0.0000% | $2486.53           | $2571.60           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3489 X      | 2049-01-15      | 4.5000%  | 0.0000% | $6164.54           | $6106.84           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY4224 X      | 2047-05-15      | 5.0000%  | 0.0000% | $2029.23           | $2079.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AW6056 C      | 2046-11-20      | 3.5000%  | 0.0000% | $141729.77         | $131133.01         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5781 X      | 2047-02-15      | 4.5000%  | 0.0000% | $24997.31          | $24844.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9760 C      | 2055-12-20      | 5.5000%  | 0.0000% | $1223506.77        | $1258541.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4486 C      | 2055-12-20      | 5.5000%  | 0.0000% | $3000568.68        | $3039334.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3164 C      | 2055-12-20      | 6.5000%  | 0.0000% | $3702805.60        | $3846484.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2237 C      | 2055-11-20      | 6.5000%  | 0.0000% | $416314.58         | $438710.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0056 C      | 2055-11-20      | 6.5000%  | 0.0000% | $410312.25         | $431756.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4389 C      | 2055-05-20      | 6.0000%  | 0.0000% | $52234.34          | $54575.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6540 M      | 2050-03-20      | 2.5000%  | 0.0000% | $61699.30          | $53754.49          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  | 0.0000% | $1932932.81        | $1875993.12        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-147 EH      | 2059-10-16      | 4.7500%  | 0.0000% | $9824.26           | $9080.42           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 CA      | 2053-08-16      | 4.5000%  | 0.0000% | $756222.48         | $756687.56         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  | 0.0000% | $154489.09         | $143354.49         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 HB      | 2065-05-16      | 4.0000%  | 0.0000% | $306017.27         | $240055.04         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB      | 2066-02-16      | 4.0000%  | 0.0000% | $306440.63         | $226934.40         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  | 0.0000% | $472736.84         | $306442.83         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-033 AC      | 2046-05-16      | 1.7440%  | 0.0000% | $23464.21          | $21359.81          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-178 LB      | 2066-07-16      | 4.0000%  | 0.0000% | $397655.20         | $295785.61         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  | 0.0000% | $884256.42         | $731492.87         | Agency Mortgage-Backed Securities         |

### Security 149: Natixis Financial Products LLC

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 3.750000%
- **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: ARP1DE619, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: ARP1DE619_3.75_0102
- **C.18 - Value (incl. sponsor support):** $399500000.00
- **C.18.a - Value (excl. sponsor support):** $399500000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2020-22O AF     | 2070-12-20      | 5.3341%  | 0.0000% | $125817.72         | $127506.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-20O FA     | 2069-12-20      | 4.8641%  | 0.0000% | $98910.18          | $99312.97          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FD      | 2068-11-20      | 4.4641%  | 0.0000% | $111603.87         | $111573.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O DF      | 2068-04-20      | 4.8619%  | 0.0000% | $474724.86         | $474349.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O CF      | 2068-03-20      | 4.9335%  | 0.0000% | $129724.62         | $129846.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FQ      | 2067-06-20      | 4.6774%  | 0.0000% | $111977.08         | $112627.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 5.0994%  | 0.0000% | $238062.04         | $239149.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H06 MB     | 2063-01-20      | 4.1400%  | 0.0000% | $10966.27          | $10929.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O FJ     | 2071-05-20      | 5.4177%  | 0.0000% | $173511.69         | $176451.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-02O EF     | 2071-01-20      | 5.3141%  | 0.0000% | $147647.58         | $149585.27         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  | 0.0000% | $81.64             | $84.79             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  | 0.0000% | $25.41             | $26.57             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  | 0.0000% | $4695.01           | $4488.07           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O FL     | 2071-04-20      | 5.7677%  | 0.0000% | $347514.29         | $353091.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 5.2489%  | 0.0000% | $360825.04         | $365734.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O EF     | 2070-12-20      | 5.3141%  | 0.0000% | $147969.24         | $149921.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-05O FE     | 2071-03-20      | 5.4177%  | 0.0000% | $58702.88          | $59498.62          | Agency Collateralized Mortgage Obligation |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $739075.00         | $722948.38         | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  | 0.0000% | $4438888.89        | $3227915.61        | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  | 0.0000% | $2177496.94        | $1810468.95        | Agency Debentures and Agency Strips       |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $84782.78          | $70682.18          | Agency Debentures and Agency Strips       |
| FMAC FEPC 05.000 CTZA2055 | 2028-03-01      | 5.0000%  | 0.0000% | $1.02              | $1.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  | 0.0000% | $3149025.99        | $3044842.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  | 0.0000% | $69.57             | $67.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2443 | 2041-12-01      | 4.0000%  | 0.0000% | $21.13             | $20.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0489 | 2040-09-01      | 4.0000%  | 0.0000% | $28.82             | $28.44             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07655 G | 2035-12-01      | 5.5000%  | 0.0000% | $18.40             | $19.36             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  | 0.0000% | $21.10             | $22.10             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $11.47             | $11.82             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $27.58             | $28.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  | 0.0000% | $1898.02           | $2039.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  | 0.0000% | $11214124.75       | $10413694.17       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  | 0.0000% | $170.67            | $168.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  | 0.0000% | $1977526.00        | $2090711.68        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6182 | 2037-08-01      | 4.3200%  | 0.0000% | $4087.77           | $3971.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  | 0.0000% | $294890.83         | $310511.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  | 0.0000% | $1428476.77        | $1398466.38        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9915 | 2033-08-01      | 3.7900%  | 0.0000% | $214.56            | $208.22            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109543 | 2030-08-01      | 3.8600%  | 0.0000% | $534.89            | $524.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | 0.0000% | $6462459.65        | $6653156.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $1204139.82        | $1223829.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7309 | 2052-05-01      | 3.5000%  | 0.0000% | $6502989.25        | $6061408.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3316 | 2049-02-01      | 4.0000%  | 0.0000% | $129.78            | $125.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $155.61            | $120.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  | 0.0000% | $1237363.72        | $1254014.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4696 | 2054-02-01      | 6.0000%  | 0.0000% | $6268103.76        | $6614861.53        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9591 | 2030-08-01      | 3.7500%  | 0.0000% | $235.26            | $232.40            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  | 0.0000% | $90.73             | $82.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7379 | 2052-12-01      | 5.0000%  | 0.0000% | $219.93            | $223.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  | 0.0000% | $15987981.09       | $15869318.30       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  | 0.0000% | $2080109.49        | $1897606.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD2981 | 2053-05-01      | 6.5000%  | 0.0000% | $5923.59           | $6224.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8299 | 2048-09-01      | 4.0000%  | 0.0000% | $79.02             | $76.76             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092 | 2033-10-01      | 3.6900%  | 0.0000% | $246.19            | $236.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  | 0.0000% | $11491670.68       | $11553859.77       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C92047 G | 2039-05-01      | 3.5000%  | 0.0000% | $115130.33         | $111379.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $354.87            | $357.45            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  | 0.0000% | $221.94            | $226.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  | 0.0000% | $90347.25          | $93291.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  | 0.0000% | $4160218.33        | $4273539.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  | 0.0000% | $656724.44         | $659854.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  | 0.0000% | $12259529.47       | $12600127.80       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $5362723.49        | $5358111.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  | 0.0000% | $1277203.08        | $1318862.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  | 0.0000% | $203.41            | $212.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $225.98            | $226.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  | 0.0000% | $6423993.72        | $6492818.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  | 0.0000% | $4075206.03        | $4195148.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3699 | 2056-01-01      | 5.0000%  | 0.0000% | $5545401.79        | $5602029.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  | 0.0000% | $14537143.40       | $15312157.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  | 0.0000% | $255542.93         | $269816.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  | 0.0000% | $300165.35         | $317391.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  | 0.0000% | $3631892.12        | $3761826.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  | 0.0000% | $183.54            | $189.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1076 | 2052-01-01      | 3.0000%  | 0.0000% | $850198.81         | $764668.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  | 0.0000% | $163.05            | $146.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  | 0.0000% | $8667217.56        | $7865109.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8013 | 2034-09-01      | 2.5000%  | 0.0000% | $9990.50           | $9563.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9776 | 2046-08-01      | 3.5000%  | 0.0000% | $57.55             | $54.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $6058.31           | $5891.48           | Agency Mortgage-Backed Securities         |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $1010157.94        | $590861.59         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $1999031.42        | $1277560.10        | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  | 0.0000% | $1967319.25        | $1138756.19        | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  | 0.0000% | $1599188.64        | $1160820.65        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $22.19             | $17.05             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $44.39             | $29.75             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $44.39             | $34.69             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $1108701.28        | $1096406.39        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  | 0.0000% | $18421277.92       | $18620801.31       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $38551.75          | $39314.79          | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $22.19             | $22.67             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $44388666.94       | $45340574.10       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $35737272.50       | $33781460.92       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $193091.67         | $183275.53         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $2844306.83        | $2922115.58        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $8297193.31        | $7525504.82        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  | 0.0000% | $188391.44         | $186597.04         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $22.19             | $18.69             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | 0.0000% | $4140085.08        | $4173810.85        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | 0.0000% | $22.19             | $22.44             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $9660487.06        | $9838650.59        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $44.39             | $40.26             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | 0.0000% | $2885277.78        | $2830186.62        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $22.19             | $22.38             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $648566.06         | $666852.91         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | 0.0000% | $1699051.31        | $1690710.27        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $66.58             | $67.78             | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $23784920.53       | $23538033.05       | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | 0.0000% | $221.94            | $220.65            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $97966.28          | $92593.51          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $88.78             | $77.94             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $588951.78         | $556898.08         | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  | 0.0000% | $214464.92         | $204612.63         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $2197.25           | $1920.80           | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $5335544.44        | $5514772.05        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $22.19             | $22.10             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  | 0.0000% | $2731470.28        | $2728055.94        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  | 0.0000% | $16423223.06       | $16337061.59       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $22.19             | $22.52             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  | 0.0000% | $22.19             | $22.57             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $4460106.78        | $4502375.21        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $224519.00         | $228904.54         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $37049186.11       | $37451362.19       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $3112149.39        | $3142396.56        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $22.19             | $22.46             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $22.19             | $22.66             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  | 0.0000% | $22.19             | $22.31             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $15573619.72       | $16059351.46       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $14199339.72       | $14513134.21       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $332.92            | $318.15            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $611612.31         | $607463.78         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $554.86            | $549.09            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $155.36            | $142.75            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $4356503.11        | $4093749.34        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $355.11            | $220.11            | U.S. Treasuries (including strips)        |

### Security 150: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.710000%
- **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: ARP1DE635, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1DE635_3.71_0107
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.000 CLFM9190 | 2051-10-01      | 2.0000%  | 0.0000% | $1707863.00        | $1390187.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3675 | 2055-11-01      | 6.0000%  | 0.0000% | $562493.42         | $580701.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  | 0.0000% | $2192558.76        | $1820461.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1563 | 2055-04-01      | 5.5000%  | 0.0000% | $4821493.60        | $4958965.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1503 | 2053-09-01      | 6.0000%  | 0.0000% | $2280680.05        | $2361105.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  | 0.0000% | $132120.89         | $130842.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  | 0.0000% | $3416602.83        | $3514011.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  | 0.0000% | $4577275.77        | $4922092.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  | 0.0000% | $2151883.23        | $2261424.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7431 | 2053-11-01      | 5.5000%  | 0.0000% | $752197.98         | $782040.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  | 0.0000% | $1795955.85        | $1473119.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $77607.06          | $70606.90          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3500 | 2030-05-01      | 4.5300%  | 0.0000% | $1933694.25        | $1973963.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2372 | 2053-05-01      | 6.5000%  | 0.0000% | $290593.59         | $309475.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY1814 | 2053-05-01      | 5.5000%  | 0.0000% | $125849.06         | $129849.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9551 | 2053-03-01      | 6.5000%  | 0.0000% | $141328.81         | $151074.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9507 | 2053-03-01      | 5.5000%  | 0.0000% | $119945.23         | $124020.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6880 | 2053-02-01      | 5.5000%  | 0.0000% | $126313.95         | $132231.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5865 | 2052-08-01      | 4.5000%  | 0.0000% | $227192.23         | $225230.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU9879 | 2052-01-01      | 2.5000%  | 0.0000% | $4019396.45        | $3467631.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU4555 | 2054-04-01      | 5.0000%  | 0.0000% | $362529.21         | $367895.60         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS3869 | 2032-01-01      | 2.0000%  | 0.0000% | $153.00            | $135.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ1844 | 2050-09-01      | 2.5000%  | 0.0000% | $562112.11         | $479511.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6692 | 2055-08-01      | 5.5000%  | 0.0000% | $148249.86         | $151739.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9463 | 2054-12-01      | 4.5000%  | 0.0000% | $292754.78         | $291226.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2972 | 2053-11-01      | 7.0000%  | 0.0000% | $117.65            | $126.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2897 | 2045-09-01      | 3.5000%  | 0.0000% | $1698939.80        | $1618990.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI9089 | 2054-06-01      | 6.5000%  | 0.0000% | $991821.51         | $1042388.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6535 | 2054-06-01      | 7.0000%  | 0.0000% | $105338.27         | $113167.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ8387 | 2054-11-01      | 4.5000%  | 0.0000% | $20088.39          | $19876.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0152 | 2040-06-01      | 6.0000%  | 0.0000% | $8.54              | $9.07              | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2083 C     | 2065-04-20      | 6.5000%  | 0.0000% | $662569.99         | $692346.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA8506 | 2054-01-01      | 7.0000%  | 0.0000% | $222459.94         | $238643.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  | 0.0000% | $3975286.22        | $4282573.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  | 0.0000% | $3221193.76        | $3183344.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  | 0.0000% | $2898189.88        | $2538177.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  | 0.0000% | $4785579.42        | $5185306.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0567 | 2061-09-01      | 5.5000%  | 0.0000% | $1827172.60        | $1888679.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ4047 | 2054-09-01      | 7.0000%  | 0.0000% | $322476.46         | $346177.62         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE4985 C     | 2054-09-20      | 7.5000%  | 0.0000% | $710581.26         | $766771.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2688 | 2054-10-01      | 6.5000%  | 0.0000% | $2718218.26        | $2853622.68        | Agency Mortgage-Backed Securities  |
| GNMA GNHA AL DC8273 H     | 2074-07-20      | 6.5320%  | 0.0000% | $390367.17         | $412159.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2908 | 2054-08-01      | 6.5000%  | 0.0000% | $67552.57          | $71664.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $4559545.27        | $4651252.92        | Agency Mortgage-Backed Securities  |
| GNMA GNHA ML CY5043 H     | 2073-10-20      | 6.3800%  | 0.0000% | $29725.58          | $30566.13          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DB5948 C     | 2054-03-20      | 8.0000%  | 0.0000% | $148.04            | $163.31            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CU7836 C     | 2053-11-20      | 8.0000%  | 0.0000% | $295.11            | $313.72            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CH7265 C     | 2044-11-20      | 4.0000%  | 0.0000% | $65005.68          | $61911.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2336 | 2054-10-01      | 5.5000%  | 0.0000% | $79872.76          | $82827.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  | 0.0000% | $497460.47         | $525639.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5972 | 2053-10-01      | 6.5000%  | 0.0000% | $1937963.18        | $2065963.07        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CV6503 C     | 2053-04-20      | 5.5000%  | 0.0000% | $288.93            | $296.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2520 | 2055-09-01      | 6.0000%  | 0.0000% | $1861711.00        | $1958495.77        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH6177 C     | 2055-01-20      | 6.0000%  | 0.0000% | $386568.54         | $410227.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | 0.0000% | $1612340.62        | $1377003.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0528 | 2055-06-01      | 6.5000%  | 0.0000% | $137591.74         | $144349.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0180 | 2055-04-01      | 7.0000%  | 0.0000% | $47830.01          | $51185.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2328 | 2055-06-01      | 6.0000%  | 0.0000% | $2418928.62        | $2528682.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2921 | 2055-04-01      | 6.5000%  | 0.0000% | $864260.11         | $912549.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $3550780.43        | $3665364.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  | 0.0000% | $1801288.23        | $1751301.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0668 | 2049-07-01      | 2.5000%  | 0.0000% | $184119.51         | $161492.76         | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAN3609 | 2031-12-01      | 3.1400%  | 0.0000% | $486266.62         | $462821.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG7415 C     | 2055-01-20      | 7.5000%  | 0.0000% | $5279.04           | $5719.59           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2578 | 2055-09-01      | 6.0000%  | 0.0000% | $316.96            | $333.13            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $105017.35         | $87339.11          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM6327 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1038852.85        | $1093149.19        | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.260 WNWN2707 | 2032-07-01      | 4.2600%  | 0.0000% | $310.65            | $310.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $363628.68         | $375344.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM6331 C     | 2055-11-20      | 7.5000%  | 0.0000% | $1242106.06        | $1345772.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | 0.0000% | $2113679.41        | $2184297.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  | 0.0000% | $4719176.40        | $5006265.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6906 | 2054-10-01      | 6.0000%  | 0.0000% | $6129197.15        | $6393291.99        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CR9729 C     | 2053-11-20      | 8.0000%  | 0.0000% | $31108.86          | $33884.60          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CR9840 C     | 2053-01-20      | 7.5000%  | 0.0000% | $60.00             | $64.75             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CQ0924 C     | 2053-01-20      | 7.5000%  | 0.0000% | $90.87             | $98.24             | Agency Mortgage-Backed Securities  |
| GNMA GNHA AL CL8179 H     | 2072-05-20      | 6.4840%  | 0.0000% | $588267.87         | $621448.82         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CO8968 C     | 2052-12-20      | 7.0000%  | 0.0000% | $47147.98          | $49260.98          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  | 0.0000% | $9026.05           | $8357.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5265 M     | 2048-06-20      | 4.5000%  | 0.0000% | $82068.85          | $81835.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $4894491.46        | $5053807.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1954 | 2054-07-01      | 5.5000%  | 0.0000% | $6114452.55        | $6294415.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3337 | 2055-12-01      | 6.0000%  | 0.0000% | $742291.46         | $772750.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL1607 | 2047-04-01      | 3.0000%  | 0.0000% | $921089.32         | $844783.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ6553 | 2055-10-01      | 6.5000%  | 0.0000% | $244027.91         | $254997.86         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701432 X     | 2038-11-15      | 6.0000%  | 0.0000% | $15207.92          | $15936.30          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5798 C     | 2055-11-20      | 6.5000%  | 0.0000% | $47205.15          | $50134.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM9707 C     | 2065-10-20      | 7.0000%  | 0.0000% | $36067.96          | $37705.31          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM9705 C     | 2065-11-20      | 7.0000%  | 0.0000% | $299.05            | $312.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  | 0.0000% | $3123068.97        | $3190037.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1556 | 2055-04-01      | 6.5000%  | 0.0000% | $95269.44          | $101123.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5507 | 2055-02-01      | 5.5000%  | 0.0000% | $876551.24         | $897935.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $731602.22         | $755415.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $96588.65          | $99685.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3812 | 2053-01-01      | 4.5000%  | 0.0000% | $154178.82         | $152283.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1101 | 2051-07-01      | 2.0000%  | 0.0000% | $12159.68          | $10031.77          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4286 C     | 2054-11-20      | 7.5000%  | 0.0000% | $553694.69         | $597479.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4277 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1564138.91        | $1687827.89        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE0352 C     | 2054-07-20      | 7.5000%  | 0.0000% | $296.53            | $322.74            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD5433 C     | 2064-08-20      | 7.0000%  | 0.0000% | $880841.02         | $920869.37         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD5344 C     | 2064-08-20      | 7.0000%  | 0.0000% | $119474.94         | $124904.27         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD5333 C     | 2064-08-20      | 7.0000%  | 0.0000% | $50.31             | $52.59             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DC8557 C     | 2064-08-20      | 7.0000%  | 0.0000% | $1976646.27        | $2066471.67        | Agency Mortgage-Backed Securities  |
| GNMA GNHA AL DC8276 H     | 2074-08-20      | 6.4400%  | 0.0000% | $481522.17         | $508859.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DB0446 C     | 2054-02-20      | 7.3750%  | 0.0000% | $36754.77          | $40514.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1470 C     | 2054-08-20      | 7.5000%  | 0.0000% | $137.28            | $148.41            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ1526 C     | 2065-04-20      | 6.5000%  | 0.0000% | $284209.30         | $296981.58         | Agency Mortgage-Backed Securities  |
| GNMA GNHA ML CY5061 H     | 2073-11-20      | 6.4020%  | 0.0000% | $64986.81          | $67056.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CW2456 C     | 2053-08-20      | 7.5000%  | 0.0000% | $35.88             | $38.87             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CW2366 C     | 2053-07-20      | 7.5000%  | 0.0000% | $73.52             | $79.49             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CV9373 C     | 2053-07-20      | 6.5000%  | 0.0000% | $130.27            | $137.55            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CV7900 C     | 2053-07-20      | 5.5000%  | 0.0000% | $145.21            | $150.33            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS5072 C     | 2053-01-20      | 7.5000%  | 0.0000% | $97.41             | $104.13            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS4292 C     | 2053-06-20      | 5.5000%  | 0.0000% | $216.32            | $222.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4663 | 2052-09-01      | 4.0000%  | 0.0000% | $2911273.82        | $2836353.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3273 | 2052-04-01      | 4.0000%  | 0.0000% | $737577.94         | $707730.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $160.85            | $139.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  | 0.0000% | $719356.53         | $592499.92         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5991 | 2030-12-01      | 4.1600%  | 0.0000% | $539039.70         | $542301.79         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4023 | 2030-06-01      | 4.2450%  | 0.0000% | $345149.10         | $348474.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ0945 | 2054-07-01      | 6.0000%  | 0.0000% | $1647.78           | $1723.85           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4199 | 2053-11-01      | 7.0000%  | 0.0000% | $143981.80         | $155041.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG9635 | 2053-09-01      | 5.5000%  | 0.0000% | $165193.98         | $171904.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG7454 | 2053-07-01      | 6.5000%  | 0.0000% | $147347.32         | $157567.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB0099 | 2050-06-01      | 2.5000%  | 0.0000% | $125152.96         | $107846.60         | Agency Mortgage-Backed Securities  |
| FMAC FKAR 05.450 WNWN2491 | 2033-08-01      | 5.4500%  | 0.0000% | $121303.50         | $126928.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD3935 | 2046-11-01      | 3.0000%  | 0.0000% | $2754046.69        | $2518195.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $3801738.63        | $3878204.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  | 0.0000% | $3530500.45        | $3763519.37        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS4373 C     | 2053-07-20      | 5.5000%  | 0.0000% | $386294.55         | $397523.88         | Agency Mortgage-Backed Securities  |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $15.00             | $15.43             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  | 0.0000% | $1071270.00        | $1073050.55        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $450.00            | $464.04            | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  | 0.0000% | $667.22            | $670.40            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | 0.0000% | $15.00             | $15.27             | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $45.00             | $46.41             | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  | 0.0000% | $537350.88         | $536968.95         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  | 0.0000% | $16.48             | $16.67             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $3725895.00        | $3746782.94        | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $75.00             | $36.29             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $30.00             | $27.21             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $3241215.00        | $2655385.98        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $15.00             | $15.54             | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  | 0.0000% | $532156.74         | $537481.77         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $30.00             | $30.98             | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30     | 2030-10-15      | 1.1250%  | 0.0000% | $166.06            | $164.23            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $3711840.00        | $3765305.18        | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | 0.0000% | $137609.99         | $135572.01         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $242160.00         | $240517.45         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $2685690.00        | $2670854.01        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $93810.00          | $91637.01          | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $15.00             | $11.13             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $952020.00         | $542576.43         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $184425.00         | $120599.98         | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $681045.00         | $544821.48         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $15.00             | $15.35             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $30.00             | $28.36             | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29        | 2029-05-15      | 0.0000%  | 0.0000% | $512.61            | $453.58            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $15.00             | $15.06             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $300.00            | $304.41            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $80565.00          | $81750.66          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $21300.00          | $21875.69          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  | 0.0000% | $15.00             | $15.33             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $15.00             | $15.06             | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $159615.00         | $163554.28         | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $30.95             | $31.88             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $50400.00          | $52149.77          | U.S. Treasuries (including strips) |

### Security 151: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.720000%
- **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: ARP1DI4B0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1DI4B0_3.72_0107
- **C.18 - Value (incl. sponsor support):** $144500000.00
- **C.18.a - Value (excl. sponsor support):** $144500000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-208 QP      | 2055-06-20      | 4.5000%  | 0.0000% | $10198245.71       | $10115578.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 TY      | 2055-11-20      | 4.5000%  | 0.0000% | $619939.26         | $557606.85         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5606PB 09/25/54  | 2055-12-25      | 4.5000%  | 0.0000% | $9501341.37        | $9431373.49        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5209JH 05/25/48  | 2048-05-25      | 3.0000%  | 0.0000% | $1118711.22        | $1055021.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL102EP R25F102  | 2055-12-25      | 4.5000%  | 0.0000% | $5885116.79        | $5870762.99        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5606KD 12/25/55  | 2055-12-25      | 4.5000%  | 0.0000% | $1719068.74        | $1701422.50        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL042HL R17F042  | 2047-06-25      | 3.0000%  | 0.0000% | $1293796.39        | $1212878.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-147 EH      | 2059-10-16      | 4.7500%  | 0.0000% | $41273.07          | $38148.10          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  | 0.0000% | $140059.44         | $139137.99         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  | 0.0000% | $1248799.66        | $906017.89         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2035-11-25      | 1.9120%  | 0.0000% | $1450209.03        | $1260913.73        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737794 X      | 2040-12-15      | 4.0000%  | 0.0000% | $8635.79           | $8420.01           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724600 X      | 2040-05-15      | 5.0000%  | 0.0000% | $5776.96           | $5918.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M      | 2052-06-20      | 3.0000%  | 0.0000% | $22021041.12       | $19917591.27       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M      | 2054-03-20      | 4.0000%  | 0.0000% | $3540370.70        | $3371145.70        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X      | 2044-09-15      | 4.0000%  | 0.0000% | $90462.72          | $87826.48          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8968 X      | 2047-10-15      | 4.5000%  | 0.0000% | $13861.54          | $13711.78          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744060 X      | 2041-05-15      | 6.0000%  | 0.0000% | $1499.33           | $1548.78           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783375 X      | 2041-08-15      | 5.0000%  | 0.0000% | $19184.93          | $19678.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6541 M      | 2050-03-20      | 3.0000%  | 0.0000% | $2172099.95        | $1965507.18        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662554 X      | 2037-08-15      | 6.5000%  | 0.0000% | $2328.01           | $2445.78           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 674446 X      | 2037-09-15      | 6.0000%  | 0.0000% | $1578.47           | $1638.32           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2893 M      | 2045-06-20      | 4.0000%  | 0.0000% | $9085.26           | $8825.72           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 683958 X      | 2038-02-15      | 6.0000%  | 0.0000% | $1855.14           | $1924.50           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782353 X      | 2038-06-15      | 6.0000%  | 0.0000% | $1597.90           | $1694.72           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697651 X      | 2038-10-15      | 6.0000%  | 0.0000% | $0.77              | $0.81              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728629 X      | 2040-01-15      | 4.5000%  | 0.0000% | $12855.35          | $12949.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  | 0.0000% | $102174.23         | $95581.20          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736663 X      | 2040-03-15      | 5.0000%  | 0.0000% | $3.38              | $3.48              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733791 X      | 2040-07-15      | 4.5000%  | 0.0000% | $20084.69          | $20186.28          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711752 X      | 2043-05-15      | 2.5000%  | 0.0000% | $3063.68           | $2697.13           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY1184 X      | 2046-11-15      | 2.5000%  | 0.0000% | $23132.79          | $20190.84          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3002        | 2060-01-15      | 5.6400%  | 0.0000% | $81268.02          | $85140.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7526 C      | 2055-11-20      | 6.0000%  | 0.0000% | $312364.91         | $323879.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3688 C      | 2055-12-20      | 5.5000%  | 0.0000% | $271585.81         | $279128.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0150 C      | 2055-12-20      | 6.5000%  | 0.0000% | $276315.13         | $289403.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1519 C      | 2055-03-20      | 6.0000%  | 0.0000% | $14895.83          | $15566.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0070 C      | 2055-11-20      | 6.5000%  | 0.0000% | $592672.76         | $623646.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0113 C      | 2055-12-20      | 5.5000%  | 0.0000% | $456815.45         | $470681.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  | 0.0000% | $586813.90         | $564810.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7304 C      | 2055-12-20      | 5.0000%  | 0.0000% | $160221.45         | $161881.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0001 C      | 2055-11-20      | 6.5000%  | 0.0000% | $300218.53         | $315585.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2223 C      | 2055-11-20      | 5.5000%  | 0.0000% | $331062.88         | $341205.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8540 C      | 2055-12-20      | 6.0000%  | 0.0000% | $264511.12         | $270891.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0807 C      | 2055-04-20      | 6.0000%  | 0.0000% | $40076.81          | $42069.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7921 C      | 2055-12-20      | 5.0000%  | 0.0000% | $292219.82         | $296408.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3518 C      | 2055-10-20      | 7.0000%  | 0.0000% | $362127.44         | $381600.60         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM9061        | 2060-12-15      | 5.2500%  | 0.0000% | $3169271.72        | $3250683.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0120 C      | 2055-12-20      | 6.5000%  | 0.0000% | $230077.07         | $242637.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0123 C      | 2055-12-20      | 6.5000%  | 0.0000% | $167890.23         | $176665.29         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 719228 X      | 2040-07-15      | 4.5000%  | 0.0000% | $18834.51          | $18960.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005063 M      | 2041-05-20      | 6.0000%  | 0.0000% | $1682.65           | $1775.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004922 M      | 2041-01-20      | 4.0000%  | 0.0000% | $76409.65          | $74682.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004771 M      | 2040-08-20      | 4.5000%  | 0.0000% | $6782.26           | $6856.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004661 M      | 2040-03-20      | 6.5000%  | 0.0000% | $2184.56           | $2361.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004052 M      | 2037-11-20      | 7.5000%  | 0.0000% | $2600.00           | $2689.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004076 M      | 2038-01-20      | 7.5000%  | 0.0000% | $2081.78           | $2146.91           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587345 X      | 2032-10-15      | 6.0000%  | 0.0000% | $1376.93           | $1460.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0053 C      | 2055-11-20      | 6.5000%  | 0.0000% | $170349.15         | $179252.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9344 C      | 2055-03-20      | 6.0000%  | 0.0000% | $261163.64         | $273829.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3958 C      | 2055-03-20      | 6.0000%  | 0.0000% | $56206.38          | $58736.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M      | 2054-11-20      | 4.0000%  | 0.0000% | $35901690.32       | $34107694.81       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0586 C      | 2055-12-20      | 5.0000%  | 0.0000% | $1195044.20        | $1203413.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6761 C      | 2065-10-20      | 6.5000%  | 0.0000% | $377265.66         | $394220.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5586 C      | 2055-12-20      | 5.5000%  | 0.0000% | $164828.02         | $169243.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6230 C      | 2055-09-20      | 5.5000%  | 0.0000% | $855095.84         | $878003.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5347 C      | 2065-11-20      | 5.5000%  | 0.0000% | $2046272.69        | $2076875.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5324 C      | 2054-12-20      | 6.0000%  | 0.0000% | $740.69            | $769.35            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7218        | 2067-05-15      | 5.5500%  | 0.0000% | $169681.73         | $170166.34         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BF9995 X      | 2048-04-15      | 4.5000%  | 0.0000% | $13834.08          | $13704.67          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7573        | 2066-12-15      | 5.7800%  | 0.0000% | $3020505.10        | $3129203.01        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X      | 2049-10-15      | 3.0000%  | 0.0000% | $751995.94         | $679480.22         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB4482 X      | 2047-07-15      | 4.5000%  | 0.0000% | $92498.70          | $91797.75          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW2784 X      | 2046-10-15      | 2.5000%  | 0.0000% | $3885.55           | $3391.44           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU9418 X      | 2046-09-15      | 4.0000%  | 0.0000% | $4195.19           | $4038.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  | 0.0000% | $57470.79          | $58809.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M      | 2046-11-20      | 3.0000%  | 0.0000% | $33139.57          | $30378.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1285 M      | 2043-09-20      | 3.5000%  | 0.0000% | $210533.01         | $198952.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0225 M      | 2042-07-20      | 6.0000%  | 0.0000% | $3491.37           | $3683.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0088 M      | 2042-05-20      | 3.5000%  | 0.0000% | $5947.18           | $5651.53           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696189 X      | 2038-08-15      | 5.5000%  | 0.0000% | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 690613 X      | 2047-06-15      | 2.5000%  | 0.0000% | $10890.23          | $9505.37           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676389 X      | 2038-01-15      | 5.5000%  | 0.0000% | $0.57              | $0.60              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676797 X      | 2038-04-15      | 6.0000%  | 0.0000% | $2768.46           | $2889.11           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672676 X      | 2038-04-15      | 5.5000%  | 0.0000% | $6292.61           | $6619.10           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672415 X      | 2037-12-15      | 6.0000%  | 0.0000% | $1827.50           | $1933.10           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 668973 X      | 2037-03-15      | 6.0000%  | 0.0000% | $6462.81           | $6689.83           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662537 X      | 2037-08-15      | 6.5000%  | 0.0000% | $1616.32           | $1700.29           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X      | 2036-12-15      | 6.0000%  | 0.0000% | $745.78            | $791.41            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 654432 X      | 2036-09-15      | 6.5000%  | 0.0000% | $7474.97           | $7875.08           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  | 0.0000% | $0.29              | $0.30              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783510 X      | 2040-07-15      | 6.5000%  | 0.0000% | $1678.59           | $1777.83           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782436 X      | 2038-10-15      | 6.0000%  | 0.0000% | $1.52              | $1.61              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 757038 X      | 2040-12-15      | 4.0000%  | 0.0000% | $20904.22          | $20358.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786681 C      | 2053-04-20      | 5.5000%  | 0.0000% | $123765.06         | $127151.68         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784071 X      | 2041-06-15      | 6.0000%  | 0.0000% | $1319.27           | $1399.13           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784439 X      | 2045-02-15      | 3.0000%  | 0.0000% | $9484.85           | $8785.16           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781482 X      | 2032-08-15      | 6.0000%  | 0.0000% | $32673.46          | $33959.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5908 C      | 2055-12-20      | 5.0000%  | 0.0000% | $161256.19         | $162926.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6206 C      | 2055-12-20      | 6.5000%  | 0.0000% | $204388.55         | $215071.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3739 C      | 2055-12-20      | 6.5000%  | 0.0000% | $370786.26         | $391663.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3709 C      | 2055-12-20      | 6.0000%  | 0.0000% | $1031967.16        | $1070007.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3667 C      | 2055-11-20      | 5.0000%  | 0.0000% | $173588.49         | $175147.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3646 C      | 2055-11-20      | 6.5000%  | 0.0000% | $347182.82         | $371384.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2329 C      | 2055-12-20      | 7.0000%  | 0.0000% | $162779.70         | $170563.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2275 C      | 2055-11-20      | 6.5000%  | 0.0000% | $71277.89          | $74749.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0991 C      | 2055-12-20      | 6.0000%  | 0.0000% | $164604.27         | $170672.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0163 C      | 2055-12-20      | 6.0000%  | 0.0000% | $332822.83         | $348149.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0130 C      | 2055-12-20      | 6.5000%  | 0.0000% | $318106.17         | $334731.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0129 C      | 2055-12-20      | 6.5000%  | 0.0000% | $170894.79         | $180223.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5893 C      | 2055-11-20      | 6.5000%  | 0.0000% | $385623.74         | $404363.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003772 M      | 2035-10-20      | 5.0000%  | 0.0000% | $1823.29           | $1875.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004833 M      | 2040-10-20      | 4.0000%  | 0.0000% | $72303.42          | $70680.45          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738002 X      | 2041-02-15      | 4.0000%  | 0.0000% | $13.70             | $13.26             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785587 M      | 2044-12-20      | 3.5000%  | 0.0000% | $70037.09          | $65371.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  | 0.0000% | $13331885.65       | $12702531.77       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9760 C      | 2055-12-20      | 5.5000%  | 0.0000% | $463387.37         | $476656.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8561 C      | 2055-12-20      | 6.5000%  | 0.0000% | $425419.62         | $447655.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8559 C      | 2055-12-20      | 6.5000%  | 0.0000% | $292128.65         | $307396.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8514 C      | 2055-12-20      | 5.5000%  | 0.0000% | $295309.14         | $299251.32         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 581589 X      | 2032-10-15      | 6.0000%  | 0.0000% | $16.58             | $17.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M      | 2053-01-20      | 5.5000%  | 0.0000% | $292839.16         | $299440.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7987 M      | 2052-04-20      | 2.5000%  | 0.0000% | $2465328.15        | $2137881.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  | 0.0000% | $1879787.88        | $1703294.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7902 C      | 2055-12-20      | 6.0000%  | 0.0000% | $510851.89         | $529682.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7561 C      | 2055-12-20      | 6.0000%  | 0.0000% | $178346.96         | $186123.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7530 C      | 2055-12-20      | 6.0000%  | 0.0000% | $150.16            | $153.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7305 C      | 2055-12-20      | 5.0000%  | 0.0000% | $228356.03         | $230124.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7299 C      | 2055-11-20      | 6.5000%  | 0.0000% | $230427.83         | $243608.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6656 M      | 2050-05-20      | 3.0000%  | 0.0000% | $14893122.08       | $13499423.71       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  | 0.0000% | $838283.03         | $759501.19         | Agency Mortgage-Backed Securities         |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2026-01-08

**By:** Aaron J. Masek

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

**Title of Signing Officer:** Treasurer