# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001258897-25-000135
**Filing Date:** 2025-8
**Character Count:** 1606481
**Document Hash:** 35374efcb4bbe1088b955e7b564cf597
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001258897-25-000135.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001258897-25-000135

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05950
- **FILM NUMBER:** 251192549

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

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

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

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

**LEI of Series:** 254900VAJ9169N7JRF45

**EDGAR Series Identifier:** S000009536

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 40 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $173093495650.45

- **Amortized Cost of Portfolio Securities:** $173100940701.69

- **Cash:** $8086960225.80

- **Total Other Assets:** $246363802.94

- **Total Liabilities:** $1765130546.52

- **Net Assets of Series:** $179666613183.91

- **Number of Shares Outstanding (Series):** 179716410312.8400

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $122958566869.29          | $139657566869.29           | 71.2300%                  | 80.9000%                   |
| 2025-07-02 | $118104703775.52          | $137153703775.52           | 69.4200%                  | 80.6200%                   |
| 2025-07-03 | $118884726305.78          | $138183726305.78           | 69.4400%                  | 80.7100%                   |
| 2025-07-07 | $119068321466.94          | $138367321466.94           | 69.2000%                  | 80.4200%                   |
| 2025-07-08 | $120232375135.12          | $139281375135.12           | 69.7900%                  | 80.8500%                   |
| 2025-07-09 | $120966402591.02          | $140015402591.02           | 70.5300%                  | 81.6400%                   |
| 2025-07-10 | $118252789848.80          | $138551789848.80           | 69.4600%                  | 81.3800%                   |
| 2025-07-11 | $119009266959.63          | $137728266959.63           | 69.8100%                  | 80.7900%                   |
| 2025-07-14 | $119010879561.27          | $140247779561.27           | 68.8800%                  | 81.1700%                   |
| 2025-07-15 | $122132366081.03          | $142369266081.03           | 69.8300%                  | 81.4000%                   |
| 2025-07-16 | $123209557340.52          | $143446457340.52           | 70.5200%                  | 82.1000%                   |
| 2025-07-17 | $120491345709.38          | $141978245709.38           | 68.8600%                  | 81.1400%                   |
| 2025-07-18 | $120337639729.03          | $141856639729.03           | 68.6900%                  | 80.9800%                   |
| 2025-07-21 | $120298468549.78          | $143217468549.78           | 67.6400%                  | 80.5200%                   |
| 2025-07-22 | $123829952660.51          | $140749952660.51           | 70.6000%                  | 80.2500%                   |
| 2025-07-23 | $120168480032.33          | $142227280032.33           | 68.1100%                  | 80.6100%                   |
| 2025-07-24 | $118038478301.69          | $142997278301.69           | 66.6100%                  | 80.6900%                   |
| 2025-07-25 | $117814717518.38          | $141773517518.38           | 66.9300%                  | 80.5400%                   |
| 2025-07-28 | $120430186738.07          | $146531986738.07           | 66.6800%                  | 81.1300%                   |
| 2025-07-29 | $123547418589.02          | $144860418589.02           | 69.0400%                  | 80.9500%                   |
| 2025-07-30 | $125984335923.43          | $144147335923.43           | 70.6900%                  | 80.8800%                   |
| 2025-07-31 | $126188010743.86          | $147101010743.86           | 69.5500%                  | 81.0800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4100%             |
| 2025-07-02 | 4.4200%             |
| 2025-07-03 | 4.4100%             |
| 2025-07-07 | 4.3900%             |
| 2025-07-08 | 4.3900%             |
| 2025-07-09 | 4.3800%             |
| 2025-07-10 | 4.3800%             |
| 2025-07-11 | 4.3700%             |
| 2025-07-14 | 4.3600%             |
| 2025-07-15 | 4.3700%             |
| 2025-07-16 | 4.3700%             |
| 2025-07-17 | 4.3700%             |
| 2025-07-18 | 4.3700%             |
| 2025-07-21 | 4.3700%             |
| 2025-07-22 | 4.3700%             |
| 2025-07-23 | 4.3600%             |
| 2025-07-24 | 4.3600%             |
| 2025-07-25 | 4.3600%             |
| 2025-07-28 | 4.3800%             |
| 2025-07-29 | 4.3800%             |
| 2025-07-30 | 4.3900%             |
| 2025-07-31 | 4.3900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 0.9997                      |
|  |  |
| 2025-07-02 | 0.9997                      |
|  |  |
| 2025-07-03 | 0.9997                      |
|  |  |
| 2025-07-07 | 0.9997                      |
|  |  |
| 2025-07-08 | 0.9997                      |
|  |  |
| 2025-07-09 | 0.9997                      |
|  |  |
| 2025-07-10 | 0.9997                      |
|  |  |
| 2025-07-11 | 0.9997                      |
|  |  |
| 2025-07-14 | 0.9997                      |
|  |  |
| 2025-07-15 | 0.9997                      |
|  |  |
| 2025-07-16 | 0.9997                      |
|  |  |
| 2025-07-17 | 0.9997                      |
|  |  |
| 2025-07-18 | 0.9997                      |
|  |  |
| 2025-07-21 | 0.9997                      |
|  |  |
| 2025-07-22 | 0.9997                      |
|  |  |
| 2025-07-23 | 0.9997                      |
|  |  |
| 2025-07-24 | 0.9997                      |
|  |  |
| 2025-07-25 | 0.9997                      |
|  |  |
| 2025-07-28 | 0.9997                      |
|  |  |
| 2025-07-29 | 0.9997                      |
|  |  |
| 2025-07-30 | 0.9997                      |
|  |  |
| 2025-07-31 | 0.9997                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $34302490585.77

- **Number of Shares Outstanding:** 34311998003.5100

- **Expense Reimbursement/Waiver:** 2468289.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9997          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9997          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $774074147.49             | $947721789.17           |
| 2025-07-02 | $469183502.00             | $530774485.93           |
| 2025-07-03 | $933294899.11             | $412016159.62           |
| 2025-07-07 | $578258457.27             | $817935889.39           |
| 2025-07-08 | $351755955.89             | $657992055.04           |
| 2025-07-09 | $661869279.15             | $399425175.33           |
| 2025-07-10 | $675151247.08             | $456511443.85           |
| 2025-07-11 | $298842548.69             | $363660897.66           |
| 2025-07-14 | $289272637.56             | $712101627.66           |
| 2025-07-15 | $329087816.71             | $436083567.85           |
| 2025-07-16 | $509789651.46             | $350844067.47           |
| 2025-07-17 | $663285571.97             | $387648774.70           |
| 2025-07-18 | $329000182.10             | $443516172.01           |
| 2025-07-21 | $846337863.53             | $313189843.52           |
| 2025-07-22 | $460016085.75             | $289544294.79           |
| 2025-07-23 | $493161662.14             | $312735666.22           |
| 2025-07-24 | $379455491.01             | $286578399.58           |
| 2025-07-25 | $1045393655.78            | $798697093.88           |
| 2025-07-28 | $706844849.11             | $496901145.22           |
| 2025-07-29 | $579163330.50             | $813893725.43           |
| 2025-07-30 | $252561714.33             | $776954448.67           |
| 2025-07-31 | $562248710.25             | $601026377.68           |

**Total Gross Subscriptions (Month):** $12188049258.88

**Total Gross Redemptions (Month):** $11605753100.67

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2100%           |
| 2025-07-02 | 4.2100%           |
| 2025-07-03 | 4.2100%           |
| 2025-07-07 | 4.1900%           |
| 2025-07-08 | 4.1900%           |
| 2025-07-09 | 4.1800%           |
| 2025-07-10 | 4.1800%           |
| 2025-07-11 | 4.1700%           |
| 2025-07-14 | 4.1700%           |
| 2025-07-15 | 4.1700%           |
| 2025-07-16 | 4.1700%           |
| 2025-07-17 | 4.1800%           |
| 2025-07-18 | 4.1800%           |
| 2025-07-21 | 4.1700%           |
| 2025-07-22 | 4.1700%           |
| 2025-07-23 | 4.1600%           |
| 2025-07-24 | 4.1600%           |
| 2025-07-25 | 4.1600%           |
| 2025-07-28 | 4.1800%           |
| 2025-07-29 | 4.1800%           |
| 2025-07-30 | 4.1900%           |
| 2025-07-31 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 12.4700%         | 0.0000%              |
| Broker-dealer                                       |  | 15.8800%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.7500%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.6200%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.5900%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $12285045016.20

- **Number of Shares Outstanding:** 12288449989.2200

- **Expense Reimbursement/Waiver:** 902131.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9997          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9997          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $178664388.08             | $129897013.76           |
| 2025-07-02 | $101665227.89             | $182564453.14           |
| 2025-07-03 | $398043801.01             | $154938280.36           |
| 2025-07-07 | $108189984.45             | $55293282.32            |
| 2025-07-08 | $82321265.78              | $154158642.91           |
| 2025-07-09 | $119611359.29             | $116646826.47           |
| 2025-07-10 | $430750415.55             | $182178209.71           |
| 2025-07-11 | $153386042.60             | $102905144.29           |
| 2025-07-14 | $96616764.07              | $265491400.05           |
| 2025-07-15 | $419598361.32             | $221817605.15           |
| 2025-07-16 | $84586264.66              | $164323725.28           |
| 2025-07-17 | $76760686.09              | $452410759.25           |
| 2025-07-18 | $76019859.40              | $373901758.61           |
| 2025-07-21 | $124570033.90             | $191882589.88           |
| 2025-07-22 | $62876302.76              | $46185529.30            |
| 2025-07-23 | $158219127.76             | $184332819.60           |
| 2025-07-24 | $297017151.26             | $70726878.86            |
| 2025-07-25 | $75059587.62              | $149809866.57           |
| 2025-07-28 | $78809381.82              | $88660231.29            |
| 2025-07-29 | $190370438.91             | $270390313.58           |
| 2025-07-30 | $167865481.15             | $107166425.58           |
| 2025-07-31 | $186436753.01             | $113258461.23           |

**Total Gross Subscriptions (Month):** $3667438678.38

**Total Gross Redemptions (Month):** $3778940217.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0000%           |
| 2025-07-02 | 4.0000%           |
| 2025-07-03 | 4.0000%           |
| 2025-07-07 | 3.9800%           |
| 2025-07-08 | 3.9700%           |
| 2025-07-09 | 3.9600%           |
| 2025-07-10 | 3.9600%           |
| 2025-07-11 | 3.9600%           |
| 2025-07-14 | 3.9500%           |
| 2025-07-15 | 3.9600%           |
| 2025-07-16 | 3.9600%           |
| 2025-07-17 | 3.9600%           |
| 2025-07-18 | 3.9600%           |
| 2025-07-21 | 3.9600%           |
| 2025-07-22 | 3.9500%           |
| 2025-07-23 | 3.9500%           |
| 2025-07-24 | 3.9400%           |
| 2025-07-25 | 3.9500%           |
| 2025-07-28 | 3.9600%           |
| 2025-07-29 | 3.9700%           |
| 2025-07-30 | 3.9700%           |
| 2025-07-31 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 21.7100%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.5500%          | 0.0000%              |
| Depository institution or other banking institution |  | 14.3800%         | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1394839366.16

- **Number of Shares Outstanding:** 1395225965.5100

- **Expense Reimbursement/Waiver:** 98468.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9997          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9997          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $8528312.74               | $2287846.47             |
| 2025-07-02 | $62359398.28              | $1621428.23             |
| 2025-07-03 | $9922367.20               | $28537683.81            |
| 2025-07-07 | $3715722.46               | $25965552.46            |
| 2025-07-08 | $32023268.74              | $2615990.49             |
| 2025-07-09 | $19867217.69              | $1114600.40             |
| 2025-07-10 | $457520.32                | $23910431.69            |
| 2025-07-11 | $3121635.69               | $6406005.81             |
| 2025-07-14 | $50671330.37              | $2366644.93             |
| 2025-07-15 | $10013302.63              | $62278074.36            |
| 2025-07-16 | $13068.14                 | $19387756.67            |
| 2025-07-17 | $29723646.88              | $2575908.01             |
| 2025-07-18 | $655790.91                | $3411002.95             |
| 2025-07-21 | $2953345.94               | $11344171.55            |
| 2025-07-22 | $39763378.68              | $2887607.50             |
| 2025-07-23 | $7823189.44               | $1757517.28             |
| 2025-07-24 | $199422.66                | $8500335.56             |
| 2025-07-25 | $31576367.89              | $20522188.20            |
| 2025-07-28 | $11682844.66              | $1937576.81             |
| 2025-07-29 | $3785517.24               | $8824020.93             |
| 2025-07-30 | $7344542.33               | $1430787.68             |
| 2025-07-31 | $3946914.19               | $3200621.19             |

**Total Gross Subscriptions (Month):** $340148105.08

**Total Gross Redemptions (Month):** $242883752.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.7200%           |
| 2025-07-02 | 3.7200%           |
| 2025-07-03 | 3.7200%           |
| 2025-07-07 | 3.7000%           |
| 2025-07-08 | 3.6900%           |
| 2025-07-09 | 3.6800%           |
| 2025-07-10 | 3.6800%           |
| 2025-07-11 | 3.6800%           |
| 2025-07-14 | 3.6700%           |
| 2025-07-15 | 3.6700%           |
| 2025-07-16 | 3.6800%           |
| 2025-07-17 | 3.6800%           |
| 2025-07-18 | 3.6800%           |
| 2025-07-21 | 3.6800%           |
| 2025-07-22 | 3.6700%           |
| 2025-07-23 | 3.6700%           |
| 2025-07-24 | 3.6600%           |
| 2025-07-25 | 3.6700%           |
| 2025-07-28 | 3.6800%           |
| 2025-07-29 | 3.6900%           |
| 2025-07-30 | 3.6900%           |
| 2025-07-31 | 3.7000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 11.7700%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.7600%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.1100%          | 0.0000%              |
| Retail investor                                     |  | 31.5100%         | 0.0000%              |
| Retail investor                                     |  | 22.4700%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $7767413233.78

- **Number of Shares Outstanding:** 7769566081.6100

- **Expense Reimbursement/Waiver:** 564107.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9997          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9997          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $11444758.97              | $29530591.64            |
| 2025-07-02 | $3856732.68               | $11986563.64            |
| 2025-07-03 | $65283364.48              | $8913958.19             |
| 2025-07-07 | $17903016.91              | $100245749.75           |
| 2025-07-08 | $71232072.85              | $13620048.58            |
| 2025-07-09 | $7040177.72               | $44933104.15            |
| 2025-07-10 | $20629753.65              | $73685112.32            |
| 2025-07-11 | $30296592.94              | $38074571.71            |
| 2025-07-14 | $70436958.90              | $55814416.50            |
| 2025-07-15 | $22570445.25              | $51909777.66            |
| 2025-07-16 | $208986795.88             | $30337599.62            |
| 2025-07-17 | $3604200.59               | $103499958.37           |
| 2025-07-18 | $24085915.47              | $20395452.95            |
| 2025-07-21 | $25939741.06              | $4141973.16             |
| 2025-07-22 | $24374231.39              | $6642207.32             |
| 2025-07-23 | $708322.11                | $20082860.28            |
| 2025-07-24 | $17852158.32              | $38062995.18            |
| 2025-07-25 | $2752209.90               | $46268140.85            |
| 2025-07-28 | $3513103.10               | $47801803.10            |
| 2025-07-29 | $7847849.03               | $23884351.03            |
| 2025-07-30 | $10257972.26              | $79716475.75            |
| 2025-07-31 | $136746440.21             | $1424222.62             |

**Total Gross Subscriptions (Month):** $787362813.67

**Total Gross Redemptions (Month):** $850971934.37

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1100%           |
| 2025-07-02 | 4.1100%           |
| 2025-07-03 | 4.1100%           |
| 2025-07-07 | 4.0900%           |
| 2025-07-08 | 4.0800%           |
| 2025-07-09 | 4.0800%           |
| 2025-07-10 | 4.0700%           |
| 2025-07-11 | 4.0700%           |
| 2025-07-14 | 4.0600%           |
| 2025-07-15 | 4.0700%           |
| 2025-07-16 | 4.0700%           |
| 2025-07-17 | 4.0700%           |
| 2025-07-18 | 4.0700%           |
| 2025-07-21 | 4.0700%           |
| 2025-07-22 | 4.0600%           |
| 2025-07-23 | 4.0600%           |
| 2025-07-24 | 4.0500%           |
| 2025-07-25 | 4.0600%           |
| 2025-07-28 | 4.0700%           |
| 2025-07-29 | 4.0800%           |
| 2025-07-30 | 4.0800%           |
| 2025-07-31 | 4.0900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 73.0900%         | 0.0000%              |
| Depository institution or other banking institution |  | 15.7300%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $101223255490.03

- **Number of Shares Outstanding:** 101251310939.0400

- **Expense Reimbursement/Waiver:** 7179106.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9997          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9997          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $4386732301.80            | $3337356621.28          |
| 2025-07-02 | $1571730896.25            | $4138077352.02          |
| 2025-07-03 | $2260509852.75            | $1736637360.07          |
| 2025-07-07 | $2040894573.24            | $2119673509.65          |
| 2025-07-08 | $1756944585.28            | $2017832909.13          |
| 2025-07-09 | $1837635939.11            | $2599016878.06          |
| 2025-07-10 | $1802577042.58            | $1986449116.81          |
| 2025-07-11 | $1285883398.38            | $1838435256.17          |
| 2025-07-14 | $2793698282.14            | $1692374126.14          |
| 2025-07-15 | $2867243754.10            | $2366515900.52          |
| 2025-07-16 | $1085219030.88            | $2194319849.43          |
| 2025-07-17 | $1511744720.18            | $2022292556.32          |
| 2025-07-18 | $1553449122.78            | $1826680774.77          |
| 2025-07-21 | $1462843232.76            | $1416637494.25          |
| 2025-07-22 | $1378341217.79            | $1541374717.70          |
| 2025-07-23 | $1000598885.25            | $1392159037.06          |
| 2025-07-24 | $1930396969.44            | $1371366820.79          |
| 2025-07-25 | $1610465348.75            | $3242967244.53          |
| 2025-07-28 | $3533774996.28            | $1526739914.09          |
| 2025-07-29 | $2129430207.56            | $2807493941.97          |
| 2025-07-30 | $2724493373.36            | $3275909780.32          |
| 2025-07-31 | $6038275444.94            | $2426125298.11          |

**Total Gross Subscriptions (Month):** $48562883175.60

**Total Gross Redemptions (Month):** $48876436459.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2600%           |
| 2025-07-02 | 4.2600%           |
| 2025-07-03 | 4.2600%           |
| 2025-07-07 | 4.2400%           |
| 2025-07-08 | 4.2300%           |
| 2025-07-09 | 4.2300%           |
| 2025-07-10 | 4.2200%           |
| 2025-07-11 | 4.2200%           |
| 2025-07-14 | 4.2100%           |
| 2025-07-15 | 4.2200%           |
| 2025-07-16 | 4.2200%           |
| 2025-07-17 | 4.2200%           |
| 2025-07-18 | 4.2200%           |
| 2025-07-21 | 4.2200%           |
| 2025-07-22 | 4.2100%           |
| 2025-07-23 | 4.2100%           |
| 2025-07-24 | 4.2000%           |
| 2025-07-25 | 4.2100%           |
| 2025-07-28 | 4.2200%           |
| 2025-07-29 | 4.2300%           |
| 2025-07-30 | 4.2300%           |
| 2025-07-31 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.3300%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.3800%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.7300%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.7100%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.4600%          | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $9913801715.23

- **Number of Shares Outstanding:** 9916549464.8200

- **Expense Reimbursement/Waiver:** 450102.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9997          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9997          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $18207666.81              | $18906248.49            |
| 2025-07-02 | $19721421.96              | $26548091.33            |
| 2025-07-03 | $33504940.26              | $26052180.16            |
| 2025-07-07 | $19588544.18              | $17837368.83            |
| 2025-07-08 | $24719453.07              | $18831236.62            |
| 2025-07-09 | $35160980.06              | $14800894.48            |
| 2025-07-10 | $20309777.06              | $20721987.73            |
| 2025-07-11 | $19713535.54              | $18858790.40            |
| 2025-07-14 | $43765004.25              | $17665488.98            |
| 2025-07-15 | $2092915688.54            | $40254724.10            |
| 2025-07-16 | $980627443.68             | $31364640.37            |
| 2025-07-17 | $1311215782.79            | $17803038.21            |
| 2025-07-18 | $306815842.67             | $15012927.75            |
| 2025-07-21 | $26678523.14              | $15744962.59            |
| 2025-07-22 | $21034485.47              | $9373773.08             |
| 2025-07-23 | $14800909.62              | $11649695.59            |
| 2025-07-24 | $13220877.43              | $21475351.97            |
| 2025-07-25 | $1990782074.32            | $19430055.43            |
| 2025-07-28 | $1354723669.55            | $14196033.98            |
| 2025-07-29 | $1263322674.18            | $11036385.04            |
| 2025-07-30 | $17828140.20              | $18901260.13            |
| 2025-07-31 | $19660659.77              | $19593767.34            |

**Total Gross Subscriptions (Month):** $9648318094.55

**Total Gross Redemptions (Month):** $426058902.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.4500%           |
| 2025-07-02 | 3.4500%           |
| 2025-07-03 | 3.4500%           |
| 2025-07-07 | 3.4300%           |
| 2025-07-08 | 3.4200%           |
| 2025-07-09 | 3.4100%           |
| 2025-07-10 | 3.4100%           |
| 2025-07-11 | 3.4100%           |
| 2025-07-14 | 3.4000%           |
| 2025-07-15 | 3.4100%           |
| 2025-07-16 | 3.4100%           |
| 2025-07-17 | 3.4100%           |
| 2025-07-18 | 3.4200%           |
| 2025-07-21 | 3.4200%           |
| 2025-07-22 | 3.4100%           |
| 2025-07-23 | 3.4100%           |
| 2025-07-24 | 3.4000%           |
| 2025-07-25 | 3.4100%           |
| 2025-07-28 | 3.4200%           |
| 2025-07-29 | 3.4300%           |
| 2025-07-30 | 3.4300%           |
| 2025-07-31 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.7600%         | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $636186038.92

- **Number of Shares Outstanding:** 636362366.8300

- **Expense Reimbursement/Waiver:** 51060.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9997          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9997          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $7218286.57               | $2237475.50             |
| 2025-07-02 | $4044813.74               | $839717.03              |
| 2025-07-03 | $2919999.49               | $453887.96              |
| 2025-07-07 | $2239931.08               | $2422913.27             |
| 2025-07-08 | $573769.65                | $3024211.30             |
| 2025-07-09 | $612486.83                | $921673.22              |
| 2025-07-10 | $327863.36                | $1381897.35             |
| 2025-07-11 | $4888964.25               | $301483.86              |
| 2025-07-14 | $1173957.85               | $2496602.80             |
| 2025-07-15 | $1400528.84               | $1258845.49             |
| 2025-07-16 | $783524.87                | $879210.28              |
| 2025-07-17 | $127665.53                | $4362848.99             |
| 2025-07-18 | $3080620.05               | $1299627.21             |
| 2025-07-21 | $2225836.32               | $699399.60              |
| 2025-07-22 | $1293210.33               | $3305183.33             |
| 2025-07-23 | $1538338.55               | $1615565.64             |
| 2025-07-24 | $1788624.09               | $844113.50              |
| 2025-07-25 | $2463636.27               | $496948.83              |
| 2025-07-28 | $799111.11                | $3426734.37             |
| 2025-07-29 | $860159.93                | $2466523.59             |
| 2025-07-30 | $443806.64                | $6094669.10             |
| 2025-07-31 | $387322.10                | $3888012.66             |

**Total Gross Subscriptions (Month):** $41192457.45

**Total Gross Redemptions (Month):** $44717544.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.5600%           |
| 2025-07-02 | 3.5700%           |
| 2025-07-03 | 3.5600%           |
| 2025-07-07 | 3.5400%           |
| 2025-07-08 | 3.5300%           |
| 2025-07-09 | 3.5300%           |
| 2025-07-10 | 3.5200%           |
| 2025-07-11 | 3.5200%           |
| 2025-07-14 | 3.5100%           |
| 2025-07-15 | 3.5200%           |
| 2025-07-16 | 3.5200%           |
| 2025-07-17 | 3.5200%           |
| 2025-07-18 | 3.5200%           |
| 2025-07-21 | 3.5200%           |
| 2025-07-22 | 3.5100%           |
| 2025-07-23 | 3.5100%           |
| 2025-07-24 | 3.5000%           |
| 2025-07-25 | 3.5100%           |
| 2025-07-28 | 3.5200%           |
| 2025-07-29 | 3.5300%           |
| 2025-07-30 | 3.5300%           |
| 2025-07-31 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 82.4500%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1249490420.65

- **Number of Shares Outstanding:** 1249836734.4900

- **Expense Reimbursement/Waiver:** 111666.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9997          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9997          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $253929140.86             | $70163076.98            |
| 2025-07-02 | $15064632.97              | $8312885.18             |
| 2025-07-03 | $4680591.73               | $33013007.98            |
| 2025-07-07 | $1587020.08               | $14368378.43            |
| 2025-07-08 | $21009891.76              | $208410760.98           |
| 2025-07-09 | $6769036.03               | $194492288.38           |
| 2025-07-10 | $41602874.76              | $48955421.98            |
| 2025-07-11 | $5959456.03               | $66542118.35            |
| 2025-07-14 | $102496801.38             | $13409083.43            |
| 2025-07-15 | $23040037.16              | $81295296.32            |
| 2025-07-16 | $4746769.24               | $255357200.52           |
| 2025-07-17 | $11379213.56              | $2911293.03             |
| 2025-07-18 | $8615879.29               | $8610888.44             |
| 2025-07-21 | $3964479.04               | $98951247.82            |
| 2025-07-22 | $1424031.62               | $5496746.96             |
| 2025-07-23 | $8270523.22               | $54044579.63            |
| 2025-07-24 | $3621546.63               | $2969810.93             |
| 2025-07-25 | $64753971.80              | $4693394.73             |
| 2025-07-28 | $21174969.85              | $3677153.22             |
| 2025-07-29 | $8749271.22               | $32447704.02            |
| 2025-07-30 | $5650550.01               | $22501103.74            |
| 2025-07-31 | $1865616.26               | $8196927.18             |

**Total Gross Subscriptions (Month):** $620356304.50

**Total Gross Redemptions (Month):** $1238820368.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2500%           |
| 2025-07-02 | 4.2500%           |
| 2025-07-03 | 4.2400%           |
| 2025-07-07 | 4.2200%           |
| 2025-07-08 | 4.2100%           |
| 2025-07-09 | 4.2100%           |
| 2025-07-10 | 4.2000%           |
| 2025-07-11 | 4.2000%           |
| 2025-07-14 | 4.1900%           |
| 2025-07-15 | 4.2000%           |
| 2025-07-16 | 4.2000%           |
| 2025-07-17 | 4.2000%           |
| 2025-07-18 | 4.2000%           |
| 2025-07-21 | 4.2000%           |
| 2025-07-22 | 4.1900%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1800%           |
| 2025-07-25 | 4.1900%           |
| 2025-07-28 | 4.2000%           |
| 2025-07-29 | 4.2100%           |
| 2025-07-30 | 4.2100%           |
| 2025-07-31 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 15.5100%         | 0.0000%              |
| Depository institution or other banking institution |  | 23.2800%         | 0.0000%              |
| Depository institution or other banking institution |  | 22.1200%         | 0.0000%              |
| Broker-dealer                                       |  | 12.3100%         | 0.0000%              |
| Broker-dealer                                       |  | 16.0500%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $9150237023.41

- **Number of Shares Outstanding:** 9152773140.3000

- **Expense Reimbursement/Waiver:** 671252.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9997          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9997          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $154541328.27             | $74709948.27            |
| 2025-07-02 | $52777447.82              | $78626426.59            |
| 2025-07-03 | $74138101.94              | $83835542.55            |
| 2025-07-07 | $68918132.79              | $69609455.72            |
| 2025-07-08 | $48761100.90              | $106579037.18           |
| 2025-07-09 | $41979053.04              | $74473958.37            |
| 2025-07-10 | $48595454.44              | $62806236.52            |
| 2025-07-11 | $29120159.47              | $81196827.17            |
| 2025-07-14 | $70932661.32              | $52708826.93            |
| 2025-07-15 | $71511754.50              | $91640396.30            |
| 2025-07-16 | $53190526.87              | $73269340.66            |
| 2025-07-17 | $87954986.50              | $69514929.74            |
| 2025-07-18 | $84688744.33              | $59981168.68            |
| 2025-07-21 | $67010928.26              | $42017184.17            |
| 2025-07-22 | $54188473.29              | $42388977.94            |
| 2025-07-23 | $36871757.36              | $60418608.11            |
| 2025-07-24 | $30039196.11              | $96535261.29            |
| 2025-07-25 | $47968668.10              | $65955241.50            |
| 2025-07-28 | $54397974.49              | $92075792.99            |
| 2025-07-29 | $73297268.72              | $86539053.48            |
| 2025-07-30 | $89420874.04              | $61918090.12            |
| 2025-07-31 | $41997077.42              | $49880849.66            |

**Total Gross Subscriptions (Month):** $1382301669.98

**Total Gross Redemptions (Month):** $1576681153.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2600%           |
| 2025-07-02 | 4.2600%           |
| 2025-07-03 | 4.2600%           |
| 2025-07-07 | 4.2400%           |
| 2025-07-08 | 4.2300%           |
| 2025-07-09 | 4.2300%           |
| 2025-07-10 | 4.2200%           |
| 2025-07-11 | 4.2200%           |
| 2025-07-14 | 4.2100%           |
| 2025-07-15 | 4.2200%           |
| 2025-07-16 | 4.2200%           |
| 2025-07-17 | 4.2200%           |
| 2025-07-18 | 4.2200%           |
| 2025-07-21 | 4.2200%           |
| 2025-07-22 | 4.2100%           |
| 2025-07-23 | 4.2100%           |
| 2025-07-24 | 4.2000%           |
| 2025-07-25 | 4.2100%           |
| 2025-07-28 | 4.2200%           |
| 2025-07-29 | 4.2300%           |
| 2025-07-30 | 4.2300%           |
| 2025-07-31 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 8.9600%          | 0.0000%              |
| Broker-dealer |  | 77.6300%         | 0.0000%              |
| Broker-dealer |  | 9.9900%          | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $122653918.54

- **Number of Shares Outstanding:** 122687913.8000

- **Expense Reimbursement/Waiver:** 8886.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9997          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9997          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $98118.94                 | $22157757.82            |
| 2025-07-02 | $619280.52                | $1419557.91             |
| 2025-07-03 | $10772597.46              | $92116.62               |
| 2025-07-07 | $1345908.57               | $4000.14                |
| 2025-07-08 | $374.05                   | $5727260.86             |
| 2025-07-09 | $0.00                     | $6364420.04             |
| 2025-07-10 | $0.00                     | $907239.72              |
| 2025-07-11 | $23.80                    | $956562.28              |
| 2025-07-14 | $2451143.57               | $395.95                 |
| 2025-07-15 | $234183.79                | $954526.43              |
| 2025-07-16 | $2016.78                  | $5161585.20             |
| 2025-07-17 | $5129285.36               | $0.00                   |
| 2025-07-18 | $1331143.13               | $0.00                   |
| 2025-07-21 | $2416314.45               | $4086.81                |
| 2025-07-22 | $5341907.46               | $0.00                   |
| 2025-07-23 | $25138.66                 | $2280588.44             |
| 2025-07-24 | $1715.73                  | $2107779.94             |
| 2025-07-25 | $6942948.31               | $0.00                   |
| 2025-07-28 | $8380.75                  | $2004534.24             |
| 2025-07-29 | $31952.21                 | $908370.90              |
| 2025-07-30 | $93110.56                 | $3967494.24             |
| 2025-07-31 | $105.10                   | $126839.56              |

**Total Gross Subscriptions (Month):** $36845649.20

**Total Gross Redemptions (Month):** $55145117.10

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.9600%           |
| 2025-07-02 | 3.9600%           |
| 2025-07-03 | 3.9600%           |
| 2025-07-07 | 3.9400%           |
| 2025-07-08 | 3.9300%           |
| 2025-07-09 | 3.9300%           |
| 2025-07-10 | 3.9200%           |
| 2025-07-11 | 3.9200%           |
| 2025-07-14 | 3.9100%           |
| 2025-07-15 | 3.9200%           |
| 2025-07-16 | 3.9200%           |
| 2025-07-17 | 3.9200%           |
| 2025-07-18 | 3.9200%           |
| 2025-07-21 | 3.9200%           |
| 2025-07-22 | 3.9100%           |
| 2025-07-23 | 3.9100%           |
| 2025-07-24 | 3.9000%           |
| 2025-07-25 | 3.9100%           |
| 2025-07-28 | 3.9200%           |
| 2025-07-29 | 3.9300%           |
| 2025-07-30 | 3.9300%           |
| 2025-07-31 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 19.6100%         | 0.0000%              |
| Depository institution or other banking institution |  | 77.9800%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $1621200375.22

- **Number of Shares Outstanding:** 1621649713.7100

- **Expense Reimbursement/Waiver:** 145426.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9997          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9997          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $294122061.42             | $0.00                   |
| 2025-07-02 | $163000000.00             | $1000000.00             |
| 2025-07-03 | $0.00                     | $307500000.00           |
| 2025-07-07 | $724250000.00             | $200000000.00           |
| 2025-07-08 | $47250200.00              | $2000000.00             |
| 2025-07-09 | $15800000.00              | $79200000.00            |
| 2025-07-10 | $55100000.00              | $77500000.00            |
| 2025-07-11 | $53750000.00              | $2400000.00             |
| 2025-07-14 | $37500000.00              | $122873000.00           |
| 2025-07-15 | $0.00                     | $69400000.00            |
| 2025-07-16 | $147000000.00             | $0.19                   |
| 2025-07-17 | $28040817.17              | $127500000.00           |
| 2025-07-18 | $1400000.00               | $239250000.00           |
| 2025-07-21 | $61000000.00              | $133500000.00           |
| 2025-07-22 | $0.00                     | $255750000.00           |
| 2025-07-23 | $0.00                     | $140000000.00           |
| 2025-07-24 | $451250000.00             | $0.00                   |
| 2025-07-25 | $0.00                     | $122500000.00           |
| 2025-07-28 | $0.00                     | $217500000.00           |
| 2025-07-29 | $56250000.00              | $0.00                   |
| 2025-07-30 | $115884000.00             | $128040817.17           |
| 2025-07-31 | $40000000.00              | $119400000.00           |

**Total Gross Subscriptions (Month):** $2291597078.59

**Total Gross Redemptions (Month):** $2345313817.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2600%           |
| 2025-07-02 | 4.2600%           |
| 2025-07-03 | 4.2600%           |
| 2025-07-07 | 4.2400%           |
| 2025-07-08 | 4.2300%           |
| 2025-07-09 | 4.2300%           |
| 2025-07-10 | 4.2200%           |
| 2025-07-11 | 4.2200%           |
| 2025-07-14 | 4.2100%           |
| 2025-07-15 | 4.2200%           |
| 2025-07-16 | 4.2200%           |
| 2025-07-17 | 4.2200%           |
| 2025-07-18 | 4.2200%           |
| 2025-07-21 | 4.2200%           |
| 2025-07-22 | 4.2100%           |
| 2025-07-23 | 4.2100%           |
| 2025-07-24 | 4.2000%           |
| 2025-07-25 | 4.2100%           |
| 2025-07-28 | 4.2200%           |
| 2025-07-29 | 4.2300%           |
| 2025-07-30 | 4.2300%           |
| 2025-07-31 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 51.8100%         | 0.0000%              |
| Non-financial corporation                           |  | 9.2600%          | 9.2600%              |
| Non-financial corporation                           |  | 30.2200%         | 30.2200%             |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-001 HF     | 2053-01-20      | 5.4480%  |  | $5138257.32        | $5103181.83        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $5843083.95        | $5771533.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0393 | 2047-09-01      | 4.0000%  |  | $120817.36         | $113415.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $216370.01         | $188818.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $29768.49          | $25619.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $7455991.94        | $6733556.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $1024892.09        | $957847.07         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $18060000.00       | $18130795.20       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $306389.96         | $299935.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $937095.05         | $947350.00         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $17727500.00       | $18201459.48       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7329 | 2032-12-01      | 5.4100%  |  | $4321590.73        | $4437747.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1163661.90        | $1090529.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $23864.68          | $24642.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $7425168.70        | $7284882.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $3931639.20        | $3572435.48        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1534528.08        | $1448707.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $3020022.42        | $2984080.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1369227.33        | $1375674.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $4711045.38        | $4750746.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $697353.85         | $686769.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $11336336.39       | $10820363.04       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $80086.06          | $74284.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1490047.74        | $1341855.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M     | 2052-08-20      | 5.0000%  |  | $17042641.70       | $16795228.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $849853.65         | $790240.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $7281235.06        | $6423869.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3112 | 2052-10-01      | 5.0000%  |  | $126131.37         | $123840.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $6790224.62        | $6647064.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $635881.35         | $677138.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1484665.93        | $1470644.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $50984.15          | $49039.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2967851.69        | $2592320.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $576546.14         | $569054.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $3184324.51        | $3260429.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $704830.76         | $668766.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $513.69            | $525.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $17842792.03       | $17469389.98       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $1061670.96        | $1043316.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $24494.98          | $23935.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $7454836.23        | $7313989.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $3088651.29        | $2581875.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $2471126.62        | $2435704.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $3316589.99        | $3061095.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4153 | 2040-10-01      | 2.5000%  |  | $1726191.16        | $1553059.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $84037.02          | $78651.65          | Agency Mortgage-Backed Securities         |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $6748000.00        | $6264067.18        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $444780.00         | $381122.53         | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  |  | $330470.30         | $326476.91         | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Bank of America N.A., REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 03199U009, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1342172000.00
- **C.18.a - Value (excl. sponsor support):** $1342172000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 03.500 FGPC Q37873 G | 2045-12-01      | 3.5000%  |  | $12703248.75       | $11765909.90       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37869 G | 2045-12-01      | 3.5000%  |  | $2336823.65        | $2161490.99        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q37694 G | 2045-12-01      | 3.0000%  |  | $2666647.53        | $2363420.38        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37691 G | 2045-12-01      | 3.5000%  |  | $11362093.30       | $10514318.29       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19848 G | 2043-06-01      | 3.5000%  |  | $8234087.45        | $7700845.20        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19852 G | 2043-06-01      | 3.5000%  |  | $1510720.77        | $1413517.47        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19855 G | 2043-06-01      | 3.5000%  |  | $3928348.46        | $3674764.40        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q32986 G | 2045-04-01      | 3.5000%  |  | $2861076.78        | $2657083.92        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34287 G | 2045-04-01      | 3.5000%  |  | $13748561.13       | $12796729.92       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33957 G | 2045-06-01      | 3.5000%  |  | $7568653.07        | $7029058.57        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34400 G | 2045-07-01      | 3.5000%  |  | $3265928.43        | $3026309.44        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC V82949 G | 2047-02-01      | 3.0000%  |  | $16657573.51       | $14788993.54       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18272 G | 2043-05-01      | 3.5000%  |  | $5631872.56        | $5272444.58        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18216 G | 2043-05-01      | 3.5000%  |  | $1558468.07        | $1457693.89        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18212 G | 2043-05-01      | 3.5000%  |  | $2911423.36        | $2724386.73        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18562 G | 2043-05-01      | 3.5000%  |  | $6133611.53        | $5735096.48        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18542 G | 2043-05-01      | 3.5000%  |  | $2755977.80        | $2578073.00        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q17113 G | 2043-04-01      | 3.5000%  |  | $2203679.20        | $2061195.18        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q16581 G | 2043-03-01      | 3.5000%  |  | $7041018.86        | $6593144.35        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q16311 G | 2043-03-01      | 3.5000%  |  | $1561161.52        | $1461365.30        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q16032 G | 2043-03-01      | 3.5000%  |  | $3550433.32        | $3319760.49        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q15592 G | 2043-02-01      | 3.0000%  |  | $5939720.35        | $5337967.29        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q15884 G | 2043-02-01      | 3.0000%  |  | $1973912.23        | $1774345.76        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q14939 G | 2043-01-01      | 3.5000%  |  | $4623582.23        | $4325595.44        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q14324 G | 2043-01-01      | 3.0000%  |  | $2406764.44        | $2163897.85        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q14113 G | 2042-12-01      | 3.5000%  |  | $2493162.54        | $2333242.78        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13902 G | 2042-12-01      | 3.5000%  |  | $1006525.63        | $941015.58         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13898 G | 2042-12-01      | 3.5000%  |  | $1658817.78        | $1551025.58        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13795 G | 2042-12-01      | 3.5000%  |  | $2009858.53        | $1882199.68        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13794 G | 2042-12-01      | 3.5000%  |  | $2787446.83        | $2616831.86        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13644 G | 2042-11-01      | 3.5000%  |  | $11985684.85       | $11214390.06       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13641 G | 2042-11-01      | 3.5000%  |  | $1890955.24        | $1769273.53        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13437 G | 2042-12-01      | 3.5000%  |  | $3343021.63        | $3129986.47        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q13466 G | 2042-11-01      | 3.0000%  |  | $1931609.07        | $1736307.94        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13419 G | 2042-12-01      | 3.5000%  |  | $2634639.81        | $2465368.59        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13434 G | 2042-12-01      | 3.5000%  |  | $3284019.04        | $3075781.58        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13215 G | 2042-11-01      | 3.5000%  |  | $1847369.80        | $1728099.29        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19854 G | 2043-06-01      | 3.5000%  |  | $5781445.91        | $5408847.14        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19851 G | 2043-06-01      | 3.5000%  |  | $10306076.44       | $9637548.75        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19850 G | 2043-06-01      | 3.5000%  |  | $3498402.48        | $3272943.27        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19616 G | 2043-07-01      | 3.5000%  |  | $12253846.83       | $11460283.63       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19526 G | 2043-06-01      | 3.5000%  |  | $6082577.94        | $5687384.74        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19241 G | 2043-06-01      | 3.5000%  |  | $1876997.20        | $1756029.74        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19003 G | 2043-06-01      | 3.5000%  |  | $7685750.12        | $7191215.65        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18921 G | 2043-06-01      | 3.5000%  |  | $5853891.01        | $5477238.01        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18911 G | 2043-06-01      | 3.5000%  |  | $3145115.23        | $2941103.13        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18904 G | 2043-06-01      | 3.5000%  |  | $3447994.56        | $3225049.53        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18912 G | 2043-06-01      | 3.5000%  |  | $2502023.42        | $2341292.61        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18876 G | 2043-06-01      | 3.5000%  |  | $2245855.94        | $2080315.40        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18820 G | 2043-05-01      | 3.5000%  |  | $6410197.17        | $5999083.44        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18817 G | 2043-05-01      | 3.5000%  |  | $5256272.48        | $4919716.86        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q18373 G | 2043-05-01      | 3.0000%  |  | $1600325.57        | $1440867.53        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q31909 G | 2043-12-01      | 3.0000%  |  | $8503874.14        | $7626435.90        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q31896 G | 2044-12-01      | 3.5000%  |  | $5773363.43        | $5402365.17        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q31030 G | 2045-01-01      | 3.5000%  |  | $3141978.88        | $2906225.74        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q31002 G | 2045-01-01      | 3.5000%  |  | $4478009.03        | $4174917.98        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q30080 G | 2044-07-01      | 3.0000%  |  | $1475411.98        | $1325336.03        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q28557 G | 2044-09-01      | 3.5000%  |  | $2932627.63        | $2728072.95        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q27885 G | 2044-08-01      | 3.5000%  |  | $2055744.45        | $1910234.07        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q27130 G | 2043-11-01      | 3.5000%  |  | $9740719.85        | $9122950.41        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q27127 G | 2042-04-01      | 3.5000%  |  | $2872895.00        | $2691597.13        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC K93086 G | 2035-05-01      | 3.5000%  |  | $6355827.73        | $6169885.88        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q35828 G | 2045-09-01      | 3.0000%  |  | $3845018.99        | $3413196.44        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60080 G | 2045-06-01      | 3.5000%  |  | $12513354.10       | $11615979.77       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q56849 G | 2048-06-01      | 4.0000%  |  | $12929510.41       | $12171884.20       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q56666 G | 2048-06-01      | 4.0000%  |  | $6066898.14        | $5726674.58        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q56636 G | 2048-06-01      | 4.0000%  |  | $3251409.16        | $3066037.65        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q57144 G | 2048-07-01      | 4.0000%  |  | $3602483.31        | $3400453.64        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q53456 G | 2048-01-01      | 3.5000%  |  | $15210064.78       | $13943989.13       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52789 G | 2047-12-01      | 3.5000%  |  | $6960485.15        | $6362417.06        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52548 G | 2047-12-01      | 3.5000%  |  | $7706750.41        | $7075618.93        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35827 G | 2045-09-01      | 3.5000%  |  | $10815502.09       | $10008467.35       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35749 G | 2045-09-01      | 3.5000%  |  | $1291457.51        | $1197497.09        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35748 G | 2045-09-01      | 3.5000%  |  | $2660283.20        | $2463982.68        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36234 G | 2045-09-01      | 3.5000%  |  | $7715038.63        | $7120206.59        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36199 G | 2045-09-01      | 3.5000%  |  | $1678119.78        | $1545962.25        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35247 G | 2045-06-01      | 3.5000%  |  | $13640717.40       | $12605982.60       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35246 G | 2045-06-01      | 3.5000%  |  | $2327338.48        | $2158021.50        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35148 G | 2045-05-01      | 3.5000%  |  | $7955527.88        | $7400635.11        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34675 G | 2045-07-01      | 3.5000%  |  | $2093070.69        | $1939063.94        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35365 G | 2045-08-01      | 3.5000%  |  | $5142884.64        | $4765539.19        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35325 G | 2045-08-01      | 3.5000%  |  | $8577949.73        | $7945014.27        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34289 G | 2045-03-01      | 3.5000%  |  | $7908836.06        | $7396506.94        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34300 G | 2042-03-01      | 3.5000%  |  | $3414384.11        | $3201048.83        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34161 G | 2045-06-01      | 3.5000%  |  | $5033537.63        | $4666304.15        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33964 G | 2045-06-01      | 3.5000%  |  | $3854719.66        | $3573505.01        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33962 G | 2045-06-01      | 3.5000%  |  | $3009323.49        | $2789163.39        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37688 G | 2045-12-01      | 3.5000%  |  | $13356323.34       | $12373560.62       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37629 G | 2045-11-01      | 3.5000%  |  | $3288287.79        | $3044285.87        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36954 G | 2045-10-01      | 3.5000%  |  | $6502217.47        | $6026480.56        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36953 G | 2045-10-01      | 3.5000%  |  | $3568841.79        | $3306245.23        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36952 G | 2045-10-01      | 3.5000%  |  | $3911968.64        | $3624112.95        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36951 G | 2045-10-01      | 4.0000%  |  | $2088027.77        | $1983088.37        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36950 G | 2045-10-01      | 4.0000%  |  | $1988333.30        | $1886115.74        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37908 G | 2045-12-01      | 3.5000%  |  | $3090549.64        | $2866990.61        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52240 G | 2047-11-01      | 3.5000%  |  | $6494626.72        | $5932222.35        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q49580 G | 2047-07-01      | 3.5000%  |  | $4333578.48        | $3987848.47        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC K92902 G | 2035-03-01      | 3.5000%  |  | $10815943.63       | $10512509.55       | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q32754 G | 2045-04-01      | 3.0000%  |  | $2265925.09        | $2016390.09        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q56662 G | 2048-06-01      | 4.0000%  |  | $10881123.43       | $10266397.99       | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q44382 G | 2046-11-01      | 3.0000%  |  | $2702931.12        | $2401465.11        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q33698 G | 2045-05-01      | 3.0000%  |  | $5913863.12        | $5260789.30        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36075 G | 2045-09-01      | 3.5000%  |  | $6871723.66        | $6361825.73        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q56615 G | 2048-06-01      | 4.0000%  |  | $11785344.93       | $11030426.80       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34283 G | 2045-03-01      | 3.5000%  |  | $14619707.49       | $13622697.05       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50003 G | 2047-08-01      | 3.5000%  |  | $7209689.70        | $6614383.22        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63509 G | 2049-05-01      | 3.5000%  |  | $9593128.29        | $8750646.98        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33700 G | 2045-05-01      | 3.5000%  |  | $4034013.64        | $3742219.99        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q54274 G | 2048-02-01      | 3.5000%  |  | $7261309.60        | $6642309.59        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34301 G | 2042-03-01      | 3.5000%  |  | $5478084.48        | $5135806.46        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33548 G | 2045-05-01      | 3.5000%  |  | $13663324.41       | $12660814.42       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37690 G | 2045-12-01      | 3.5000%  |  | $7364856.99        | $6818374.78        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC U99069 G | 2043-08-01      | 3.0000%  |  | $9907631.93        | $8918057.65        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q54922 G | 2048-03-01      | 4.0000%  |  | $3357591.13        | $3166182.69        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q37693 G | 2045-12-01      | 3.0000%  |  | $10734782.38       | $9515826.37        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q31907 G | 2044-08-01      | 3.5000%  |  | $3968159.33        | $3713164.09        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50046 G | 2047-08-01      | 3.5000%  |  | $9949634.27        | $9114727.30        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34681 G | 2045-07-01      | 3.5000%  |  | $4398932.81        | $4081658.31        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33291 G | 2045-05-01      | 3.5000%  |  | $2605340.50        | $2413633.47        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36392 G | 2045-09-01      | 4.0000%  |  | $2263739.64        | $2143619.57        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V83909 G | 2048-01-01      | 4.0000%  |  | $3829808.57        | $3627795.10        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34677 G | 2045-07-01      | 3.5000%  |  | $2548146.32        | $2366480.48        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37689 G | 2045-12-01      | 3.5000%  |  | $3911425.22        | $3606622.19        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V85472 G | 2049-04-01      | 3.5000%  |  | $7906228.56        | $7190182.53        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q33958 G | 2045-06-01      | 3.0000%  |  | $7702612.78        | $6837609.36        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q11913 G | 2042-10-01      | 3.5000%  |  | $806066.57         | $746738.19         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07345 G | 2042-03-01      | 3.5000%  |  | $2168185.54        | $2033434.26        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07425 G | 2042-03-01      | 3.5000%  |  | $7896567.29        | $7399175.68        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37692 G | 2045-12-01      | 3.5000%  |  | $4907584.76        | $4549545.38        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13120 G | 2042-11-01      | 3.5000%  |  | $4091495.86        | $3830776.20        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13211 G | 2042-11-01      | 3.5000%  |  | $13759377.00       | $12897003.47       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13430 G | 2042-12-01      | 3.5000%  |  | $2232814.02        | $2088888.32        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13570 G | 2042-11-01      | 3.5000%  |  | $5416251.73        | $5070552.24        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13678 G | 2042-11-01      | 3.5000%  |  | $2322848.14        | $2175313.99        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13648 G | 2042-11-01      | 3.5000%  |  | $2975375.26        | $2785459.04        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q14036 G | 2042-12-01      | 3.5000%  |  | $5673250.28        | $5311714.85        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q14114 G | 2042-12-01      | 3.5000%  |  | $5200871.06        | $4866744.56        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13114 G | 2042-11-01      | 3.5000%  |  | $3279017.85        | $3068693.99        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q12856 G | 2042-11-01      | 3.5000%  |  | $3925152.93        | $3681607.66        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q12822 G | 2042-11-01      | 3.5000%  |  | $3455752.59        | $3235547.43        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13590 G | 2042-11-01      | 3.5000%  |  | $3661223.10        | $3426771.80        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13513 G | 2042-11-01      | 3.5000%  |  | $6098646.05        | $5710032.19        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q11914 G | 2042-10-01      | 3.5000%  |  | $646880.76         | $596535.11         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC U99079 G | 2043-12-01      | 4.5000%  |  | $7464440.89        | $7308120.57        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC U99067 G | 2043-10-01      | 4.5000%  |  | $6341751.28        | $6208967.69        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC U99031 G | 2042-12-01      | 3.0000%  |  | $3978512.76        | $3581146.86        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q09642 G | 2042-07-01      | 3.5000%  |  | $2279064.50        | $2134789.85        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q08325 G | 2042-05-01      | 3.5000%  |  | $6870425.79        | $6431176.57        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07978 G | 2042-04-01      | 3.5000%  |  | $5605596.16        | $5254269.16        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07988 G | 2042-04-01      | 3.5000%  |  | $3305179.05        | $3096988.03        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07955 G | 2042-04-01      | 3.5000%  |  | $8096934.84        | $7586922.41        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07904 G | 2042-04-01      | 3.5000%  |  | $12115052.12       | $11348153.17       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07502 G | 2042-03-01      | 3.5000%  |  | $13687033.03       | $12827770.22       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07419 G | 2042-04-01      | 3.5000%  |  | $5624543.39        | $5271438.30        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07323 G | 2042-04-01      | 3.5000%  |  | $4866900.46        | $4559315.60        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07299 G | 2042-03-01      | 3.5000%  |  | $5401019.05        | $5057960.72        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q05984 G | 2042-02-01      | 3.5000%  |  | $2076223.43        | $1946099.58        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V83840 G | 2048-01-01      | 4.0000%  |  | $14309652.64       | $13513797.46       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V81885 G | 2045-09-01      | 3.5000%  |  | $3586538.18        | $3322639.51        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V81612 G | 2045-04-01      | 3.5000%  |  | $6297188.84        | $5839078.85        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC V80059 G | 2043-05-01      | 3.0000%  |  | $3687242.75        | $3311365.22        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q20576 G | 2043-08-01      | 3.0000%  |  | $4727940.04        | $4230650.58        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC K92909 G | 2035-03-01      | 3.5000%  |  | $3409444.89        | $3328227.37        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC K92907 G | 2032-03-01      | 3.5000%  |  | $4339419.75        | $4236942.90        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC K92905 G | 2035-04-01      | 3.0000%  |  | $2460786.03        | $2364015.62        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC K92898 G | 2035-03-01      | 3.5000%  |  | $3315411.44        | $3230370.03        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V84366 G | 2048-06-01      | 4.0000%  |  | $14508128.39       | $13689976.33       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V84181 G | 2048-05-01      | 4.0000%  |  | $7908675.19        | $7465167.23        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V84062 G | 2048-03-01      | 3.5000%  |  | $6207026.63        | $5665380.80        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V83962 G | 2048-02-01      | 4.0000%  |  | $6649658.59        | $6280405.26        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36948 G | 2045-10-01      | 4.0000%  |  | $1338868.61        | $1266713.41        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36947 G | 2045-10-01      | 4.0000%  |  | $1516782.48        | $1419235.67        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36940 G | 2045-10-01      | 3.5000%  |  | $2824418.76        | $2617763.57        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36906 G | 2045-10-01      | 3.5000%  |  | $5294568.32        | $4892931.20        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36760 G | 2045-10-01      | 3.5000%  |  | $5107556.82        | $4735975.25        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36399 G | 2045-09-01      | 3.5000%  |  | $12611352.62       | $11699118.85       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36398 G | 2045-09-01      | 4.0000%  |  | $2310440.87        | $2189279.80        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36397 G | 2045-09-01      | 3.5000%  |  | $6603957.71        | $6123524.19        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36396 G | 2045-09-01      | 4.0000%  |  | $4068811.00        | $3863459.47        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36395 G | 2045-09-01      | 3.5000%  |  | $6827755.32        | $6335280.72        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q36394 G | 2045-09-01      | 3.0000%  |  | $1912520.25        | $1694324.65        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36393 G | 2045-09-01      | 3.5000%  |  | $6552879.83        | $6050370.06        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36136 G | 2045-09-01      | 3.5000%  |  | $6801372.76        | $6302326.58        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36123 G | 2045-09-01      | 3.5000%  |  | $1701266.05        | $1573617.79        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36129 G | 2045-09-01      | 3.5000%  |  | $2493696.32        | $2312279.09        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36048 G | 2045-09-01      | 3.5000%  |  | $1781546.95        | $1650454.79        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36047 G | 2045-09-01      | 4.0000%  |  | $2401188.01        | $2272031.30        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33702 G | 2045-05-01      | 3.5000%  |  | $9423961.42        | $8740362.96        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33701 G | 2045-05-01      | 3.5000%  |  | $5039973.70        | $4675425.68        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52562 G | 2047-12-01      | 3.5000%  |  | $7707080.08        | $7050025.81        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52463 G | 2047-11-01      | 3.5000%  |  | $5675733.17        | $5188060.93        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52401 G | 2047-11-01      | 3.5000%  |  | $9206107.60        | $8421256.24        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52040 G | 2047-11-01      | 3.5000%  |  | $3830501.61        | $3523351.56        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52639 G | 2047-12-01      | 3.5000%  |  | $11263689.78       | $10318549.82       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q51306 G | 2047-10-01      | 3.5000%  |  | $12858742.97       | $11779735.84       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q51078 G | 2047-10-01      | 3.5000%  |  | $13040804.11       | $11986946.31       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50700 G | 2047-09-01      | 3.5000%  |  | $1215797.52        | $1115408.71        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50811 G | 2047-09-01      | 3.5000%  |  | $4621703.08        | $4230784.04        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50790 G | 2047-09-01      | 3.5000%  |  | $7556890.09        | $6927829.37        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q49579 G | 2047-07-01      | 3.5000%  |  | $14018726.80       | $12885784.71       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q43178 G | 2046-09-01      | 3.5000%  |  | $10268369.35       | $9455614.22        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q40644 G | 2046-05-01      | 3.5000%  |  | $2938647.74        | $2706052.79        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q40626 G | 2046-05-01      | 3.0000%  |  | $4023305.26        | $3565887.64        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q40188 G | 2046-05-01      | 3.5000%  |  | $4676008.35        | $4306863.99        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63857 G | 2049-05-01      | 3.5000%  |  | $5379041.83        | $4892995.20        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63809 G | 2049-05-01      | 3.5000%  |  | $1170821.97        | $1066002.58        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63804 G | 2049-05-01      | 3.5000%  |  | $2495571.38        | $2274258.29        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63785 G | 2049-05-01      | 3.5000%  |  | $3311622.63        | $3013078.75        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33699 G | 2045-05-01      | 3.5000%  |  | $2007740.37        | $1871851.82        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33697 G | 2045-05-01      | 3.5000%  |  | $6853575.59        | $6364961.34        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q34404 G | 2045-07-01      | 3.0000%  |  | $5837932.54        | $5191428.21        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34403 G | 2045-07-01      | 3.5000%  |  | $4776191.35        | $4438150.04        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34402 G | 2045-07-01      | 3.5000%  |  | $2561235.36        | $2375977.79        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q31531 G | 2045-02-01      | 3.5000%  |  | $10339379.45       | $9597856.39        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63656 G | 2049-05-01      | 3.5000%  |  | $10305427.14       | $9477362.03        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36835 G | 2045-10-01      | 3.5000%  |  | $5528518.68        | $5106851.19        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q49414 G | 2047-07-01      | 3.5000%  |  | $5183928.88        | $4763909.68        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q36400 G | 2045-09-01      | 3.0000%  |  | $2480082.71        | $2203107.07        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q32041 G | 2045-03-01      | 3.5000%  |  | $2267016.44        | $2101149.42        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q54065 G | 2048-02-01      | 3.5000%  |  | $14872830.13       | $13644909.45       | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q41862 G | 2046-07-01      | 3.0000%  |  | $10903720.42       | $9659387.84        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36389 G | 2045-09-01      | 3.5000%  |  | $5548185.23        | $5138793.89        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q30664 G | 2045-01-01      | 3.5000%  |  | $14586897.34       | $13554388.12       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q38858 G | 2046-02-01      | 3.5000%  |  | $9166773.10        | $8482910.45        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35750 G | 2045-09-01      | 3.5000%  |  | $4045875.08        | $3740640.78        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q36390 G | 2045-09-01      | 3.0000%  |  | $8462778.60        | $7537822.28        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V85469 G | 2049-04-01      | 3.5000%  |  | $4891385.76        | $4451951.82        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36049 G | 2045-09-01      | 3.5000%  |  | $8331142.64        | $7726773.78        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35751 G | 2045-09-01      | 3.5000%  |  | $3151768.27        | $2923122.19        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36949 G | 2045-10-01      | 4.0000%  |  | $1481258.00        | $1404893.72        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33579 G | 2045-05-01      | 3.5000%  |  | $2548178.88        | $2361737.97        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07919 G | 2042-04-01      | 3.5000%  |  | $3930675.47        | $3683076.98        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07979 G | 2042-05-01      | 3.5000%  |  | $3351109.10        | $3140725.36        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q08014 G | 2042-05-01      | 3.5000%  |  | $1907875.63        | $1786900.42        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q09005 G | 2042-06-01      | 3.5000%  |  | $2929692.18        | $2744540.52        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37906 G | 2045-12-01      | 3.5000%  |  | $1561930.76        | $1447651.57        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36767 G | 2045-10-01      | 3.5000%  |  | $3627193.35        | $3360288.75        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q14462 G | 2043-01-01      | 3.0000%  |  | $4860572.21        | $4365075.76        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q15778 G | 2043-02-01      | 3.5000%  |  | $5225659.46        | $4892704.82        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q39367 G | 2046-03-01      | 3.5000%  |  | $7040263.92        | $6520859.06        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC K93096 G | 2035-06-01      | 3.0000%  |  | $2767074.57        | $2623734.58        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q16679 G | 2043-03-01      | 3.5000%  |  | $2632650.05        | $2462148.23        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q17989 G | 2043-05-01      | 3.0000%  |  | $2252462.15        | $2023319.17        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18217 G | 2043-05-01      | 3.5000%  |  | $3469024.29        | $3246166.07        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC U91421 G | 2043-05-01      | 3.0000%  |  | $6160502.36        | $5545129.78        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18521 G | 2043-05-01      | 3.5000%  |  | $11067495.47       | $10357589.43       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18914 G | 2043-06-01      | 3.5000%  |  | $3371885.44        | $3154559.56        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19188 G | 2043-06-01      | 3.5000%  |  | $1805526.47        | $1685230.86        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19325 G | 2043-06-01      | 3.5000%  |  | $1709723.15        | $1599356.53        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34401 G | 2045-07-01      | 3.5000%  |  | $3851199.54        | $3569440.65        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34399 G | 2045-07-01      | 3.5000%  |  | $7893998.18        | $7331216.63        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33420 G | 2045-05-01      | 3.5000%  |  | $1889097.31        | $1752836.10        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33376 G | 2045-05-01      | 3.5000%  |  | $2605611.01        | $2416044.12        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33292 G | 2045-05-01      | 3.5000%  |  | $3223870.62        | $2990000.30        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33290 G | 2045-05-01      | 3.5000%  |  | $3039951.78        | $2819423.54        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33111 G | 2045-05-01      | 3.5000%  |  | $1599439.60        | $1482742.35        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q33004 G | 2045-04-01      | 3.0000%  |  | $15060400.99       | $13401874.33       | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q32988 G | 2045-04-01      | 3.0000%  |  | $8874111.47        | $7894090.10        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33013 G | 2045-04-01      | 3.5000%  |  | $2605372.38        | $2416369.98        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q32985 G | 2045-04-01      | 3.5000%  |  | $6056418.73        | $5620833.02        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q32984 G | 2045-04-01      | 3.5000%  |  | $5576945.36        | $5165420.71        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q32860 G | 2045-04-01      | 3.5000%  |  | $1375545.92        | $1274899.52        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q32344 G | 2045-03-01      | 3.5000%  |  | $5968828.87        | $5518514.55        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63151 G | 2049-04-01      | 3.5000%  |  | $4824260.72        | $4387340.29        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63004 G | 2049-04-01      | 3.5000%  |  | $3969167.17        | $3610099.12        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63500 G | 2049-05-01      | 3.5000%  |  | $8809615.29        | $8070388.73        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q62677 G | 2049-04-01      | 3.5000%  |  | $3557598.86        | $3236876.58        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q39394 G | 2046-03-01      | 3.5000%  |  | $5273398.65        | $4882179.26        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q38370 G | 2046-01-01      | 3.5000%  |  | $5486805.21        | $5083161.07        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37920 G | 2045-12-01      | 3.5000%  |  | $2867221.86        | $2655654.34        | Agency Mortgage-Backed Securities |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 2.59 FCOR 22-41 T    | 2041-11-01      | 2.5900%  |  | $8678571.43        | $6185625.75        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $2142857.14        | $2154554.40        | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $2608928.57        | $1783492.85        | Agency Debentures and Agency Strips |
| FHLB 0.625 FHOR 21-26 391 | 2026-02-17      | 0.6250%  |  | $14678571.43       | $14420217.15       | Agency Debentures and Agency Strips |
| FHLB 2.28 FHOR 22-36 GD   | 2036-10-06      | 2.2800%  |  | $454285.71         | $351799.01         | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  |  | $62545071.43       | $50153641.88       | Agency Debentures and Agency Strips |
| FCSB 2.45 FCOR 22-41 O    | 2041-08-09      | 2.4500%  |  | $6203571.43        | $4379817.93        | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  |  | $425357.14         | $314852.90         | Agency Debentures and Agency Strips |
| FCSB 2.58 FCOR 22-41 F    | 2041-03-15      | 2.5800%  |  | $715500.00         | $517830.01         | Agency Debentures and Agency Strips |
| FCSB 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  |  | $1071428.57        | $831907.32         | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $8373214.29        | $6033738.21        | Agency Debentures and Agency Strips |
| FCSB 2.42 FCOR 22-36 AR   | 2036-06-02      | 2.4200%  |  | $1180928.57        | $931294.57         | Agency Debentures and Agency Strips |
| FCSB 2.40 FCOR 22-41 P    | 2041-09-16      | 2.4000%  |  | $3134142.86        | $2203982.54        | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $2574642.86        | $2579507.50        | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $9642857.14        | $9699774.11        | Agency Debentures and Agency Strips |
| FHLB FHOR 03SO 26-27 7938 | 2027-03-30      | 4.4500%  |  | $4194642.86        | $4209260.02        | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  |  | $3214285.71        | $3273837.86        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $5357142.86        | $5472878.57        | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS   | 2033-01-14      | 5.3200%  |  | $3214285.71        | $3218214.29        | Agency Debentures and Agency Strips |
| FHLB 2.82 FHOR 22-42 M    | 2042-01-07      | 2.8200%  |  | $964285.71         | $704593.93         | Agency Debentures and Agency Strips |
| FHLB 2.59 FHOR 22-41 AR   | 2041-11-18      | 2.5900%  |  | $642857.14         | $456999.39         | Agency Debentures and Agency Strips |
| FHLB 2.45 FHOR 22-41 AJ   | 2041-08-16      | 2.4500%  |  | $535714.29         | $377809.38         | Agency Debentures and Agency Strips |
| FHLB 2.20 FHOR 21-36 DG   | 2036-03-04      | 2.2000%  |  | $340714.29         | $267306.14         | Agency Debentures and Agency Strips |
| FHLB 1.78 FHOR 20-37 AE   | 2037-08-12      | 1.7800%  |  | $6428.57           | $4613.41           | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $89976000.00       | $73881543.00       | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  |  | $58261071.43       | $48394675.50       | Agency Debentures and Agency Strips |
| FCSB 5.45 FCOR 25-34 DM   | 2034-07-28      | 5.4500%  |  | $672000.00         | $668589.04         | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK   | 2034-06-12      | 5.3700%  |  | $4285714.29        | $4304842.14        | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI   | 2034-06-05      | 5.4000%  |  | $3887142.86        | $3919946.46        | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  |  | $3214285.71        | $3248220.36        | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $7787142.86        | $7872935.76        | Agency Debentures and Agency Strips |
| FCSB 5.23 FCOR 25-32 DT   | 2032-11-26      | 5.2300%  |  | $5019214.29        | $5027059.60        | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  |  | $2333357.14        | $2351504.70        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  |  | $6428571.43        | $6525880.00        | Agency Debentures and Agency Strips |
| FCSB 5.42 FCOR 25-33 EI   | 2033-08-12      | 5.4200%  |  | $7500000.00        | $7671981.67        | Agency Debentures and Agency Strips |
| FCSB 5.14 FCOR 25-31 EY   | 2031-01-30      | 5.1400%  |  | $7500000.00        | $7490992.50        | Agency Debentures and Agency Strips |
| FCSB 2.62 FCOR 22-36 BK   | 2036-12-16      | 2.6200%  |  | $6508928.57        | $5227164.32        | Agency Debentures and Agency Strips |
| FCSB 2.78 FCOR 22-36 BI   | 2036-12-01      | 2.7800%  |  | $1339285.71        | $1090338.39        | Agency Debentures and Agency Strips |
| FCSB 2.75 FCOR 22-41 I    | 2041-04-22      | 2.7500%  |  | $2842285.71        | $2097017.08        | Agency Debentures and Agency Strips |
| FCSB 5.82 FCOR 25-40 AE   | 2040-03-26      | 5.8200%  |  | $5657142.86        | $5736910.46        | Agency Debentures and Agency Strips |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $60.00             | $54.04             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $60.00             | $60.66             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $713359380.00      | $722740172.12      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $1272540.00        | $1309515.99        | U.S. Treasuries (including strips) |
| USTR BILL 09/18/25    | 2025-09-18      | 0.0000%  |  | $41282700.00       | $41042847.52       | U.S. Treasuries (including strips) |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.350%, 8/13/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-089 FB      | 2055-05-20      | 5.7980%  |  | $22210.36          | $22306.82          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-025 EB      | 2052-02-20      | 2.5000%  |  | $111974.21         | $73214.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-083 FM      | 2051-05-20      | 2.5000%  |  | $60971.36          | $49872.50          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-36 EB       | 2049-03-20      | 3.5000%  |  | $24271.58          | $21640.44          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-127 FG      | 2055-07-20      | 5.6200%  |  | $7894736.84        | $7988780.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FA      | 2055-07-20      | 5.6400%  |  | $11842105.26       | $12189402.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF      | 2055-07-20      | 5.6522%  |  | $11842105.26       | $12134037.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-120 FM      | 2055-07-20      | 5.4076%  |  | $7525500.00        | $7670413.38        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 8.1000%  |  | $7894.74           | $8161.97           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF      | 2051-08-20      | 2.5000%  |  | $2861821.47        | $2267850.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF      | 2055-07-20      | 5.6456%  |  | $11842105.26       | $12189612.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 GC      | 2051-10-20      | 3.5000%  |  | $2908544.00        | $2770026.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FL      | 2055-07-20      | 5.9500%  |  | $11842105.26       | $12287404.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.7651%  |  | $16957.46          | $16429.13          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 5.6896%  |  | $11842105.26       | $12134599.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-086 DC      | 2066-04-16      | 5.0000%  |  | $788.32            | $774.27            | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2022-KF1 | 2032-06-25      | 9.5693%  |  | $765.35            | $743.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M      | 2051-09-20      | 2.5000%  |  | $61010698.36       | $51489389.09       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $61413579.15       | $61595506.63       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0421 M      | 2055-06-20      | 4.0000%  |  | $40294359.76       | $37286923.05       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0309 M      | 2055-04-20      | 6.0000%  |  | $48078230.56       | $49063113.12       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  |  | $69953018.21       | $70161711.36       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M      | 2054-06-20      | 4.0000%  |  | $59360841.72       | $54968277.92       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  |  | $72277988.80       | $67220216.05       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8149 M      | 2052-07-20      | 3.5000%  |  | $52252838.55       | $47163237.92       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M      | 2052-04-20      | 3.0000%  |  | $67136893.03       | $58955994.07       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $37190468.44       | $32763315.07       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M      | 2049-11-20      | 3.0000%  |  | $56685440.43       | $49952853.99       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  |  | $747.67            | $736.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0363 M      | 2055-05-20      | 4.0000%  |  | $62732579.57       | $58050428.92       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0422 M      | 2055-06-20      | 4.5000%  |  | $50409841.15       | $48070572.47       | Agency Mortgage-Backed Securities         |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.340%, 8/7/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM RC017DY R14F017  | 2044-04-25      | 3.5000%  |  | $13659166.67       | $12561552.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 MN      | 2050-02-20      | 5.0000%  |  | $1267555.00        | $1248958.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-143 FB      | 2054-09-20      | 5.4980%  |  | $31590.94          | $31539.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-120 FM      | 2055-07-20      | 5.4076%  |  | $12889750.00       | $13137959.06       | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 8.1000%  |  | $570821.67         | $590143.98         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5558DA 07/25/52  | 2052-07-25      | 5.0000%  |  | $20912658.88       | $20848470.98       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547MV 05/25/36  | 2036-05-25      | 5.0000%  |  | $19620356.43       | $19737444.17       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5543HY 06/25/55  | 2055-06-25      | 5.0000%  |  | $7235934.17        | $6524834.80        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55  | 2055-02-25      | 6.0000%  |  | $74916768.22       | $75353757.73       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  |  | $5033436.26        | $3880542.78        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058MA R25F058  | 2051-09-25      | 5.0000%  |  | $37932997.07       | $37764486.07       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC029MF R25F029  | 2055-05-25      | 5.8500%  |  | $40747946.25       | $40920350.89       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL042BA R22F042  | 2050-06-25      | 4.0000%  |  | $9365294.33        | $9005913.64        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004MH R22F004  | 2048-09-25      | 3.0000%  |  | $13313749.28       | $12435481.18       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058CA R25F058  | 2051-09-25      | 5.0000%  |  | $7516697.25        | $7482178.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-200 FB      | 2054-12-20      | 5.4480%  |  | $43851237.39       | $43900467.43       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL002FG R25F002  | 2055-02-25      | 5.8000%  |  | $99935788.18       | $100494496.10      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL028FM R25F028  | 2055-04-25      | 5.6000%  |  | $11106504.52       | $11050331.54       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5083HD 08/25/50  | 2050-08-25      | 1.5000%  |  | $13055369.43       | $10981863.44       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL057LJ R20F057  | 2050-08-25      | 2.0000%  |  | $38383333.33       | $27223635.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 TN      | 2051-07-20      | 4.5000%  |  | $2536106.67        | $2403138.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54  | 2054-12-25      | 5.8500%  |  | $25448624.98       | $25563932.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-086 DC      | 2066-04-16      | 5.0000%  |  | $776486.92         | $762650.44         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-08-25      | 3.9900%  |  | $17550451.67       | $16803486.89       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  |  | $26308686.97       | $24993024.61       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8494  | 2055-01-01      | 5.5000%  |  | $23675281.00       | $23665392.62       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0363 M      | 2055-05-20      | 4.0000%  |  | $212059343.59      | $196231940.98      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0202 M      | 2055-02-20      | 4.0000%  |  | $119138393.45      | $110246300.85      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  |  | $94400460.69       | $90020279.31       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M      | 2053-07-20      | 5.5000%  |  | $20149681.73       | $20297849.05       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M      | 2052-09-20      | 4.0000%  |  | $149828.90         | $139810.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  |  | $574.96            | $485.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0305 M      | 2055-04-20      | 4.0000%  |  | $67529396.84       | $62489227.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  |  | $978.20            | $963.16            | Agency Mortgage-Backed Securities         |

### Security 7: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.340%, 8/25/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1650000000.00
- **C.18.a - Value (excl. sponsor support):** $1650000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-045 H       | 2055-03-20      | 5.0000%  |  | $12586542.26       | $12384989.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 QT      | 2055-03-20      | 5.0000%  |  | $3294782.62        | $3090877.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 LY      | 2055-03-20      | 5.0000%  |  | $9592614.31        | $9049985.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 CA      | 2052-11-20      | 5.0000%  |  | $12577732.49       | $12577841.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-174 FC      | 2054-10-20      | 5.4980%  |  | $71381662.85       | $70855861.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD      | 2054-04-20      | 5.4980%  |  | $58529126.62       | $58451396.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC      | 2054-01-20      | 5.5480%  |  | $55355471.77       | $55345962.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-131 BT      | 2049-03-20      | 4.0000%  |  | $3031789.15        | $2951029.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC      | 2053-07-20      | 5.3980%  |  | $56519688.92       | $56278484.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA      | 2053-05-20      | 5.4480%  |  | $41694623.38       | $41673303.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F       | 2053-02-20      | 5.1480%  |  | $50220347.69       | $49571801.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-045 UE      | 2051-07-20      | 3.0000%  |  | $2749925.93        | $2603068.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF      | 2051-08-20      | 2.5000%  |  | $33353.19          | $26430.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-077 LC      | 2050-07-20      | 1.2500%  |  | $8178600.65        | $6291156.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-23 AF       | 2049-10-20      | 4.9151%  |  | $6109410.82        | $5960664.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 WF      | 2055-05-20      | 5.6080%  |  | $42268376.62       | $42286490.73       | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 8.1000%  |  | $8462.38           | $8748.83           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549AF 06/25/55  | 2055-06-25      | 5.8500%  |  | $24658596.60       | $24670112.21       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502EF 02/25/55  | 2055-02-25      | 5.7500%  |  | $31368797.48       | $31354911.61       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FG 02/25/55  | 2055-02-25      | 5.7500%  |  | $22644584.26       | $22674188.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 TD      | 2051-07-20      | 4.5000%  |  | $21977311.42       | $21524249.15       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54  | 2054-12-25      | 5.5500%  |  | $6867789.25        | $6865564.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54  | 2054-11-25      | 5.6500%  |  | $14764220.14       | $14650191.18       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471FJ 11/25/54  | 2054-11-25      | 5.5000%  |  | $74138700.31       | $73666338.04       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL058FM R25F058  | 2055-07-25      | 5.5100%  |  | $30604573.31       | $30629403.88       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $16215953.12       | $17029988.57       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL063FH R24F063  | 2054-09-25      | 5.4500%  |  | $64213749.61       | $64010213.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.9980%  |  | $40852203.19       | $41024015.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-097 FA      | 2055-06-20      | 5.7980%  |  | $21981166.90       | $22066313.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FD      | 2055-06-20      | 5.6980%  |  | $33818690.13       | $33957551.36       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  |  | $16795617.39       | $16761819.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 KA      | 2052-02-20      | 5.0000%  |  | $48143394.54       | $48089217.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 DA      | 2047-09-20      | 4.0000%  |  | $2969627.52        | $2890571.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  |  | $2613238.33        | $2596691.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA      | 2050-12-20      | 5.0000%  |  | $22602886.41       | $22549784.70       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  |  | $6998277.92        | $6992096.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-114 KF      | 2053-08-20      | 5.4980%  |  | $31420952.96       | $31549494.13       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FH 06/25/55  | 2055-06-25      | 5.8500%  |  | $41128865.88       | $41303087.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-06 FA       | 2049-08-20      | 4.0000%  |  | $6585890.98        | $5989237.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG      | 2050-01-20      | 5.0000%  |  | $14823682.63       | $14821483.79       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452CF 09/25/54  | 2054-09-25      | 5.4500%  |  | $35847149.46       | $35699937.23       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.6000%  |  | $33667449.37       | $33632278.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 LA      | 2051-12-20      | 5.0000%  |  | $29344300.43       | $29323016.04       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL077FB R24F077  | 2053-10-25      | 5.6500%  |  | $73007301.23       | $72450596.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-030 FE      | 2050-03-20      | 4.9151%  |  | $9065122.83        | $8841004.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 5.3980%  |  | $50660010.78       | $50623605.64       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5460FA 10/25/54  | 2054-10-25      | 5.4000%  |  | $28484621.89       | $28359602.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  |  | $16452126.42       | $16429071.51       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 KF      | 2055-06-20      | 5.7480%  |  | $29588340.44       | $29670901.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  |  | $2325187.90        | $2186413.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.9980%  |  | $42067136.69       | $42257310.27       | Agency Collateralized Mortgage Obligation |
| FMAC FREMF MTG TR 2021-KF1 | 2031-05-25      | 10.7193% |  | $25249527.30       | $24952631.82       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KF5 | 2028-07-25      | 6.3337%  |  | $2075059.73        | $1993270.47        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-08-25      | 3.9900%  |  | $2079.85           | $1991.33           | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2022-KF1 | 2032-06-25      | 9.5693%  |  | $408404.96         | $396611.40         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TRUST 2021- | 2031-01-25      | 4.2557%  |  | $22103346.19       | $17894303.32       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2021-KF1 | 2031-01-25      | 10.3193% |  | $26558891.20       | $26362245.88       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KL0 | 2029-06-25      | 3.9584%  |  | $25433692.31       | $21256352.48       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-05-25      | 6.7837%  |  | $2235298.13        | $2018685.72        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0751%  |  | $20238996.09       | $19297536.85       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 14.0337% |  | $20281992.96       | $18693425.27       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2016-KF1 | 2025-12-25      | 14.9337% |  | $1288078.05        | $1260426.83        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-06-25      | 6.9837%  |  | $828858.53         | $795180.32         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-03-25      | 6.6337%  |  | $2460469.08        | $2350182.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0202 M      | 2055-02-20      | 4.0000%  |  | $40039465.25       | $37051053.02       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M      | 2054-05-20      | 4.5000%  |  | $41379543.64       | $39481050.18       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M      | 2054-04-20      | 4.5000%  |  | $119097950.24      | $113633736.29      | Agency Mortgage-Backed Securities         |

### Security 8: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.340%, 8/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-120 FL      | 2055-07-20      | 5.6600%  |  | $136000000.00      | $140181788.45      | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA3105 M      | 2045-09-20      | 3.5000%  |  | $843.97            | $779.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIAE0552  | 2025-09-01      | 5.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9903 M      | 2054-09-20      | 4.0000%  |  | $223655.32         | $206964.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M      | 2052-09-20      | 4.0000%  |  | $32952006.83       | $30748615.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  |  | $765.96            | $754.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9539 M      | 2054-03-20      | 4.5000%  |  | $172178785.25      | $164296440.46      | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DM      | 2055-08-16      | 5.0000%  |  | $76477534.33       | $76139707.60       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-08-25      | 3.9900%  |  | $800.00            | $765.95            | Agency Mortgage-Backed Securities         |

### Security 9: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.340%, 8/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 5.4480%  |  | $78105389.79       | $78065451.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 5.6480%  |  | $156516897.10      | $157200996.78      | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL032GA R25F032  | 2052-04-25      | 5.0000%  |  | $2395.92           | $2388.26           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FB R24F065  | 2054-09-25      | 5.4500%  |  | $76879677.52       | $76636532.86       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034  | 2054-06-25      | 5.3500%  |  | $143553542.07      | $143957741.18      | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468WF 11/25/54  | 2054-11-25      | 5.4500%  |  | $84724597.00       | $84183489.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 YF      | 2052-02-20      | 3.0000%  |  | $239452733.79      | $202073842.86      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 5.5980%  |  | $156516897.10      | $157007341.70      | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $13918002.56       | $12261203.54       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782712 X      | 2039-07-15      | 5.0000%  |  | $141.11            | $140.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  |  | $28471087.97       | $28555428.81       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0363 M      | 2055-05-20      | 4.0000%  |  | $826.73            | $765.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0256 M      | 2055-03-20      | 4.0000%  |  | $119270314.01      | $110368375.30      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9962 M      | 2054-10-20      | 4.0000%  |  | $3712.48           | $3435.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9485 M      | 2054-02-20      | 4.0000%  |  | $50960835.62       | $47447255.86       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M      | 2052-09-20      | 4.0000%  |  | $807.12            | $753.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7312 M      | 2051-04-20      | 2.5000%  |  | $52862754.36       | $44624217.42       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3105 M      | 2045-09-20      | 3.5000%  |  | $3367.77           | $3109.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $2478.76           | $2479.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  |  | $11512.41          | $9902.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  |  | $797.68            | $673.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0202 M      | 2055-02-20      | 4.0000%  |  | $29142934.95       | $26967803.41       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ8025        | 2060-08-15      | 4.9000%  |  | $41152948.97       | $40384554.80       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  |  | $28685292.75       | $27354295.17       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-11-25      | 3.9500%  |  | $46570.76          | $44450.75          | Agency Mortgage-Backed Securities         |

### Security 10: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 068992007, C.3 - LEI: AC28XWWI3WIBK2824319
- **C.18 - Value (incl. sponsor support):** $185000000.00
- **C.18.a - Value (excl. sponsor support):** $185000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB FCFR 03SF BR 26/07  | 2026-07-15      | 4.4800%  |  | $17000.00          | $17047.19          | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH  | 2040-04-23      | 5.7800%  |  | $5005000.00        | $5057840.01        | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BV 25/08  | 2025-08-07      | 4.4900%  |  | $29000.00          | $29307.73          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CO 26/06  | 2026-06-15      | 4.4850%  |  | $18000.00          | $18117.82          | Agency Debentures and Agency Strips |
| FCSB FCFR 03FF AI 26/01  | 2026-01-16      | 4.3900%  |  | $52130000.00       | $52232131.36       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09  | 2026-09-21      | 4.4850%  |  | $68000.00          | $68388.90          | Agency Debentures and Agency Strips |
| REFC RFIN 04/15/27       | 2027-04-15      | 0.0000%  |  | $671000.00         | $624439.31         | Agency Debentures and Agency Strips |
| REFC RFIN 01/15/28       | 2028-01-15      | 0.0000%  |  | $115000.00         | $104265.67         | Agency Debentures and Agency Strips |
| FCSB 5.45 FCOR 25-34 DM  | 2034-07-28      | 5.4500%  |  | $3614000.00        | $3595655.94        | Agency Debentures and Agency Strips |
| FCSB 4.76 FCOR 25-30 IM  | 2030-07-22      | 4.7600%  |  | $28378000.00       | $28313865.72       | Agency Debentures and Agency Strips |
| FCSB 4.42 FCOR 26-28 KR  | 2028-06-16      | 4.4200%  |  | $18430000.00       | $18503664.71       | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK  | 2034-06-12      | 5.3700%  |  | $8517000.00        | $8555012.79        | Agency Debentures and Agency Strips |
| FCSB 5.12 FCOR 25-31 FE  | 2031-08-01      | 5.1200%  |  | $12292000.00       | $12423131.06       | Agency Debentures and Agency Strips |
| FCSB 5.90 FCOR 25-40 AG  | 2040-04-23      | 5.9000%  |  | $150000.00         | $151555.07         | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF | 2040-03-26      | 5.6250%  |  | $2142000.00        | $2165598.95        | Agency Debentures and Agency Strips |
| FCSB 5.82 FCOR 25-40 AE  | 2040-03-26      | 5.8200%  |  | $3330000.00        | $3376954.11        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DT 26/02  | 2026-02-09      | 4.4500%  |  | $20000.00          | $20210.92          | Agency Debentures and Agency Strips |
| FCSB 5.72 FCOR 25-44 AC  | 2044-10-28      | 5.7200%  |  | $3005000.00        | $2981581.03        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 26/04  | 2026-04-21      | 4.4700%  |  | $17000.00          | $17032.50          | Agency Debentures and Agency Strips |
| FCSB 5.29 FCOR 25-36 BZ  | 2036-04-07      | 5.2900%  |  | $4546000.00        | $4528600.94        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CI 26/09  | 2026-09-03      | 4.5000%  |  | $31000.00          | $31249.31          | Agency Debentures and Agency Strips |
| FCSB 5.67 FCOR 25-35 BR  | 2035-08-27      | 5.6700%  |  | $4184000.00        | $4259935.42        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BV 26/05  | 2026-05-26      | 4.4650%  |  | $33000.00          | $33289.03          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BG 26/03  | 2026-03-24      | 4.4400%  |  | $19000.00          | $19091.07          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05  | 2026-05-28      | 4.4600%  |  | $5000.00           | $5038.14           | Agency Debentures and Agency Strips |
| FCSB 5.23 FCOR 25-32 DT  | 2032-11-26      | 5.2300%  |  | $6475000.00        | $6485120.78        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF GR 25/11  | 2025-11-25      | 4.4150%  |  | $35000.00          | $35293.89          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04  | 2026-04-17      | 4.4700%  |  | $31000.00          | $31068.77          | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G   | 2045-03-06      | 5.7400%  |  | $121000.00         | $121941.07         | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 25-39 BC  | 2039-03-04      | 5.7300%  |  | $5549000.00        | $5626250.40        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ  | 2033-03-03      | 4.9400%  |  | $2202000.00        | $2235331.43        | Agency Debentures and Agency Strips |
| FCSB 5.42 FCOR 25-33 EI  | 2033-08-12      | 5.4200%  |  | $5655000.00        | $5784674.18        | Agency Debentures and Agency Strips |
| FCSB 5.14 FCOR 25-31 EY  | 2031-01-30      | 5.1400%  |  | $4456000.00        | $4450648.34        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EE 25/12  | 2025-12-15      | 4.5100%  |  | $28000.00          | $28176.32          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EB 25/08  | 2025-08-13      | 4.4900%  |  | $78000.00          | $78764.25          | Agency Debentures and Agency Strips |
| FCSB 4.97 FCOR 26-29 HG  | 2029-03-27      | 4.9700%  |  | $1800000.00        | $1833560.80        | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AA 26/03  | 2026-03-18      | 4.4750%  |  | $79000.00          | $79428.59          | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G   | 2041-04-01      | 2.7400%  |  | $6000000.00        | $4441250.00        | Agency Debentures and Agency Strips |
| FCSB 1 1/8 FCOR 21-29 ES | 2029-06-01      | 1.1250%  |  | $600000.00         | $538563.00         | Agency Debentures and Agency Strips |
| FCSB 2.23 FCOR 21-35 AH  | 2035-03-12      | 2.2300%  |  | $3450000.00        | $2786748.81        | Agency Debentures and Agency Strips |
| FCSB 2.99 FCOR 22-34 AM  | 2034-07-18      | 2.9900%  |  | $3330000.00        | $2925760.38        | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BU 26/01  | 2026-01-29      | 4.4300%  |  | $25000.00          | $25015.15          | Agency Debentures and Agency Strips |
| FCSB 5.25 FCOR 26-34 DE  | 2034-03-03      | 5.2500%  |  | $4018000.00        | $4083125.08        | Agency Debentures and Agency Strips |

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.480%, 10/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGM4, C.4 - ISIN: US3130AXGM46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $339921067.34
- **C.18.a - Value (excl. sponsor support):** $339921067.34
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.475%, 12/8/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXYH5, C.4 - ISIN: US3130AXYH58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $404973442.24
- **C.18.a - Value (excl. sponsor support):** $404973442.24
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.420%, 5/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $195016671.04
- **C.18.a - Value (excl. sponsor support):** $195016671.04
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.420%, 6/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204130545.72
- **C.18.a - Value (excl. sponsor support):** $204130545.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.440%, 7/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B23F0, C.4 - ISIN: US3130B23F02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $330205774.80
- **C.18.a - Value (excl. sponsor support):** $330205774.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.455%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2EY7, C.4 - ISIN: US3130B2EY74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50040994.50
- **C.18.a - Value (excl. sponsor support):** $50040994.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.455%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170039484.50
- **C.18.a - Value (excl. sponsor support):** $170039484.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.405%, 12/12/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MJ1, C.4 - ISIN: US3130B2MJ16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $255079396.80
- **C.18.a - Value (excl. sponsor support):** $255079396.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.385%, 9/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2NY7, C.4 - ISIN: US3130B2NY73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $824570189.69
- **C.18.a - Value (excl. sponsor support):** $824570189.69
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.465%, 9/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $415216330.61
- **C.18.a - Value (excl. sponsor support):** $415216330.61
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.505%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $418931373.37
- **C.18.a - Value (excl. sponsor support):** $418931373.37
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.335%, 1/14/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B47H8, C.4 - ISIN: US3130B47H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $795215874.74
- **C.18.a - Value (excl. sponsor support):** $795215874.74
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.340%, 10/9/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JK8, C.4 - ISIN: US3130B4JK81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $694723258.56
- **C.18.a - Value (excl. sponsor support):** $694723258.56
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.360%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MS7, C.4 - ISIN: US3130B4MS70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $783637335.72
- **C.18.a - Value (excl. sponsor support):** $783637335.72
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.350%, 3/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UV1, C.4 - ISIN: US3130B4UV18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $668626109.26
- **C.18.a - Value (excl. sponsor support):** $668626109.26
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.430%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52T4, C.4 - ISIN: US3130B52T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999790.00
- **C.18.a - Value (excl. sponsor support):** $49999790.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 3/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AZ1, C.4 - ISIN: US3130B5AZ17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $681262164.66
- **C.18.a - Value (excl. sponsor support):** $681262164.66
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **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 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.340%, 4/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MM7, C.4 - ISIN: US3130B5MM75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $704327378.22
- **C.18.a - Value (excl. sponsor support):** $704327378.22
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.320%, 12/11/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U55, C.4 - ISIN: US3130B5U556, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $339995467.80
- **C.18.a - Value (excl. sponsor support):** $339995467.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.325%, 12/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $364497091.29
- **C.18.a - Value (excl. sponsor support):** $364497091.29
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.395%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240743706.80
- **C.18.a - Value (excl. sponsor support):** $240743706.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.395%, 4/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UV8, C.4 - ISIN: US3130B5UV82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249992180.00
- **C.18.a - Value (excl. sponsor support):** $249992180.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-14
- **C.13 - Final Legal Maturity Date:** 2027-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.440%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $308770699.67
- **C.18.a - Value (excl. sponsor support):** $308770699.67
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.355%, 1/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $541573801.04
- **C.18.a - Value (excl. sponsor support):** $541573801.04
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.355%, 1/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $335059693.65
- **C.18.a - Value (excl. sponsor support):** $335059693.65
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.355%, 1/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344797861.64
- **C.18.a - Value (excl. sponsor support):** $344797861.64
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.360%, 5/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62L9, C.4 - ISIN: US3130B62L97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $668630140.86
- **C.18.a - Value (excl. sponsor support):** $668630140.86
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $693792547.58
- **C.18.a - Value (excl. sponsor support):** $693792547.58
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.445%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KN5, C.4 - ISIN: US3130B6KN59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489435111.48
- **C.18.a - Value (excl. sponsor support):** $489435111.48
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.445%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KT2, C.4 - ISIN: US3130B6KT20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499722895.00
- **C.18.a - Value (excl. sponsor support):** $499722895.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KU9, C.4 - ISIN: US3130B6KU92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $739188419.07
- **C.18.a - Value (excl. sponsor support):** $739188419.07
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.415%, 6/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $399995944.00
- **C.18.a - Value (excl. sponsor support):** $399995944.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.320%, 12/26/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TX4, C.4 - ISIN: US3130B6TX41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $679689362.70
- **C.18.a - Value (excl. sponsor support):** $679689362.70
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.320%, 1/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YV2, C.4 - ISIN: US3130B6YV20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184997069.60
- **C.18.a - Value (excl. sponsor support):** $184997069.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.320%, 1/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499991915.00
- **C.18.a - Value (excl. sponsor support):** $499991915.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.345%, 3/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $308497587.53
- **C.18.a - Value (excl. sponsor support):** $308497587.53
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.345%, 3/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73R3, C.4 - ISIN: US3130B73R31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699995065.00
- **C.18.a - Value (excl. sponsor support):** $699995065.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.325%, 10/22/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B77F5, C.4 - ISIN: US3130B77F56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $874995633.75
- **C.18.a - Value (excl. sponsor support):** $874995633.75
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.270%, 10/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MU7, C.4 - ISIN: US313385MU77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $208142700.41
- **C.18.a - Value (excl. sponsor support):** $208142700.41
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.264%, 10/17/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $738643263.75
- **C.18.a - Value (excl. sponsor support):** $738643263.75
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.235%, 11/28/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $364826167.90
- **C.18.a - Value (excl. sponsor support):** $364826167.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.100%, 1/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $457478084.39
- **C.18.a - Value (excl. sponsor support):** $457478084.39
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 2/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95064353.00
- **C.18.a - Value (excl. sponsor support):** $95064353.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 8/4/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $143001450.02
- **C.18.a - Value (excl. sponsor support):** $143001450.02
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.475%, 9/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVF9, C.4 - ISIN: US3133EPVF98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214906163.32
- **C.18.a - Value (excl. sponsor support):** $214906163.32
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.475%, 9/25/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWW1, C.4 - ISIN: US3133EPWW13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $227051851.34
- **C.18.a - Value (excl. sponsor support):** $227051851.34
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.360%, 2/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3H2, C.4 - ISIN: US3133ER3H22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100011963.00
- **C.18.a - Value (excl. sponsor support):** $100011963.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.410%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $182896014.61
- **C.18.a - Value (excl. sponsor support):** $182896014.61
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.400%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139876949.76
- **C.18.a - Value (excl. sponsor support):** $139876949.76
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.375%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44968733.18
- **C.18.a - Value (excl. sponsor support):** $44968733.18
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.430%, 4/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $444857948.54
- **C.18.a - Value (excl. sponsor support):** $444857948.54
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.410%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $232973513.11
- **C.18.a - Value (excl. sponsor support):** $232973513.11
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.425%, 5/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $107972549.68
- **C.18.a - Value (excl. sponsor support):** $107972549.68
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 6/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95013156.55
- **C.18.a - Value (excl. sponsor support):** $95013156.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.400%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $210069556.20
- **C.18.a - Value (excl. sponsor support):** $210069556.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $112978114.38
- **C.18.a - Value (excl. sponsor support):** $112978114.38
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 9/8/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $46031008.60
- **C.18.a - Value (excl. sponsor support):** $46031008.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.425%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $301830464.66
- **C.18.a - Value (excl. sponsor support):** $301830464.66
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177011983.01
- **C.18.a - Value (excl. sponsor support):** $177011983.01
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.430%, 6/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125935885.28
- **C.18.a - Value (excl. sponsor support):** $125935885.28
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 7/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170112611.40
- **C.18.a - Value (excl. sponsor support):** $170112611.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.440%, 7/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $190047711.82
- **C.18.a - Value (excl. sponsor support):** $190047711.82
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.405%, 3/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80038946.40
- **C.18.a - Value (excl. sponsor support):** $80038946.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.440%, 7/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99979017.90
- **C.18.a - Value (excl. sponsor support):** $99979017.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $349941376.28
- **C.18.a - Value (excl. sponsor support):** $349941376.28
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.440%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200123914.00
- **C.18.a - Value (excl. sponsor support):** $200123914.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244933814.60
- **C.18.a - Value (excl. sponsor support):** $244933814.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 8/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $329976424.91
- **C.18.a - Value (excl. sponsor support):** $329976424.91
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 8/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $358017389.51
- **C.18.a - Value (excl. sponsor support):** $358017389.51
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 1/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPN5, C.4 - ISIN: US3133ERPN52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90041997.60
- **C.18.a - Value (excl. sponsor support):** $90041997.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.465%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $304998958.86
- **C.18.a - Value (excl. sponsor support):** $304998958.86
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 8/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $252084245.69
- **C.18.a - Value (excl. sponsor support):** $252084245.69
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.385%, 8/28/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRN3, C.4 - ISIN: US3133ERRN35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119904509.44
- **C.18.a - Value (excl. sponsor support):** $119904509.44
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 9/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $226021699.11
- **C.18.a - Value (excl. sponsor support):** $226021699.11
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.375%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147029476.44
- **C.18.a - Value (excl. sponsor support):** $147029476.44
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 9/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85077209.75
- **C.18.a - Value (excl. sponsor support):** $85077209.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $385020628.93
- **C.18.a - Value (excl. sponsor support):** $385020628.93
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 9/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172101316.60
- **C.18.a - Value (excl. sponsor support):** $172101316.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.465%, 1/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $201956285.68
- **C.18.a - Value (excl. sponsor support):** $201956285.68
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.465%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178998650.83
- **C.18.a - Value (excl. sponsor support):** $178998650.83
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.455%, 9/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193067363.90
- **C.18.a - Value (excl. sponsor support):** $193067363.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80062494.40
- **C.18.a - Value (excl. sponsor support):** $80062494.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106097934.46
- **C.18.a - Value (excl. sponsor support):** $106097934.46
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 11/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $477059625.29
- **C.18.a - Value (excl. sponsor support):** $477059625.29
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.400%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $113938495.99
- **C.18.a - Value (excl. sponsor support):** $113938495.99
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.400%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $445609086.15
- **C.18.a - Value (excl. sponsor support):** $445609086.15
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.425%, 10/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $126034684.02
- **C.18.a - Value (excl. sponsor support):** $126034684.02
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.435%, 5/27/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193897368.78
- **C.18.a - Value (excl. sponsor support):** $193897368.78
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.425%, 6/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $559738373.99
- **C.18.a - Value (excl. sponsor support):** $559738373.99
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.415%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214704204.56
- **C.18.a - Value (excl. sponsor support):** $214704204.56
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 7/29/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $464795384.54
- **C.18.a - Value (excl. sponsor support):** $464795384.54
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.460%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $339105262.48
- **C.18.a - Value (excl. sponsor support):** $339105262.48
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.430%, 5/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $212135686.36
- **C.18.a - Value (excl. sponsor support):** $212135686.36
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.415%, 6/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $399694692.68
- **C.18.a - Value (excl. sponsor support):** $399694692.68
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.420%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $350221560.50
- **C.18.a - Value (excl. sponsor support):** $350221560.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.440%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $105066499.65
- **C.18.a - Value (excl. sponsor support):** $105066499.65
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.460%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $341098735.06
- **C.18.a - Value (excl. sponsor support):** $341098735.06
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.460%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $253381195.10
- **C.18.a - Value (excl. sponsor support):** $253381195.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.460%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $237155925.44
- **C.18.a - Value (excl. sponsor support):** $237155925.44
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  4.545%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 442993002, C.4 - ISIN: US4429930021, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $272275646.40
- **C.18.a - Value (excl. sponsor support):** $272275646.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $195000000.00
- **C.18.a - Value (excl. sponsor support):** $195000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA CL087FD R24F087 | 2054-12-25      | 6.0000%  |  | $3566559.35        | $3574933.63        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $10.72             | $11.10             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.02              | $0.02              | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 07.000 CLDA4937 | 2053-11-01      | 7.0000%  |  | $112.51            | $119.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH9196 | 2054-01-01      | 7.0000%  |  | $101.92            | $108.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $128.46            | $101.27            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  |  | $167.26            | $165.07            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.830 WAWA4438 | 2029-07-01      | 3.8300%  |  | $180.29            | $177.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  |  | $5394936.85        | $5635937.67        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841648 G        | 2053-09-01      | 4.8080%  |  | $146.09            | $146.10            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.830 WAWA4439 | 2029-07-01      | 3.8300%  |  | $300.16            | $294.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3636 | 2052-05-01      | 4.5000%  |  | $178.63            | $171.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $1049557.31        | $1057435.64        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOCB6354 | 2053-05-01      | 4.9520%  |  | $142.66            | $143.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5947 | 2055-06-01      | 6.0000%  |  | $334.24            | $341.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2413 | 2055-05-01      | 6.5000%  |  | $163.05            | $170.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2887 | 2055-05-01      | 6.5000%  |  | $330.75            | $343.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0242 | 2055-08-01      | 6.0000%  |  | $597.56            | $609.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6203 | 2055-04-01      | 6.5000%  |  | $170.94            | $180.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE2185 | 2055-06-01      | 7.0000%  |  | $171.21            | $181.92            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3831 | 2032-06-01      | 4.4650%  |  | $163.18            | $162.91            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BG9700 X     | 2048-07-15      | 4.5000%  |  | $65.39             | $65.07             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $12.77             | $12.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0256 | 2054-09-01      | 5.0000%  |  | $2089612.36        | $2050243.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7953 | 2055-07-01      | 6.5000%  |  | $163.18            | $171.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5811 | 2055-06-01      | 6.5000%  |  | $491.91            | $513.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2832 | 2055-05-01      | 6.5000%  |  | $326.10            | $339.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM9845 | 2036-11-01      | 2.0000%  |  | $124514.18         | $114505.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7426 | 2036-06-01      | 2.0000%  |  | $1184018.87        | $1079412.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2291 | 2055-08-01      | 6.0000%  |  | $963308.97         | $982204.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8697 | 2054-06-01      | 6.0000%  |  | $184.24            | $190.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $6718094.73        | $6410721.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $122.72            | $117.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  |  | $177.66            | $155.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1939 | 2036-10-01      | 2.5000%  |  | $103.37            | $96.93             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  |  | $166.44            | $168.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6550 | 2055-08-01      | 6.0000%  |  | $166.44            | $169.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0058 | 2055-05-01      | 6.5000%  |  | $326.69            | $341.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7325 | 2055-04-01      | 6.5000%  |  | $2664.46           | $2767.78           | Agency Mortgage-Backed Securities         |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $16.32             | $11.49             | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $2492956.69        | $2530198.76        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $16.32             | $10.01             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $32.64             | $20.78             | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 48            | 2048-02-15      | 1.0000%  |  | $42.54             | $31.08             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $195.82            | $192.49            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $16.32             | $16.36             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $6037607.95        | $5241232.17        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $717.99            | $339.95            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $48.95             | $34.94             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $5809515.06        | $5698550.33        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $48.95             | $41.27             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $2121306.28        | $2127606.56        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $45282.43          | $42042.95          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $16.32             | $16.34             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $163.18            | $152.52            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $32.64             | $30.60             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $8358205.86        | $7224990.61        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  |  | $48.95             | $48.00             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $114.23            | $105.71            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $4895397.49        | $4182284.16        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $669.04            | $624.92            | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $16.32             | $15.39             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  |  | $16.32             | $16.06             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  |  | $65.14             | $64.35             | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $1142243.10        | $1117105.50        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  |  | $481.39            | $478.00            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN A 26      | 2026-01-15      | 0.6250%  |  | $66.22             | $65.92             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $32.64             | $31.66             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $81.59             | $79.89             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $1621861.51        | $1624605.32        | U.S. Treasuries (including strips)        |
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  |  | $48.95             | $51.48             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $32.64             | $30.36             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $277.41            | $281.67            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $16.32             | $16.54             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $4079383.68        | $4093232.85        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $97.91             | $84.19             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $11128870.29       | $11065542.18       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $16.32             | $16.60             | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $16.32             | $16.07             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $48.95             | $47.63             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $16.32             | $16.16             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $16.32             | $12.29             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $16.32             | $11.51             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $2407213.81        | $2115897.93        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $16.32             | $16.79             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $48.95             | $47.85             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $16.32             | $16.92             | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $32.64             | $36.27             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $130.54            | $131.48            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $163.18            | $162.92            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $391.63            | $259.96            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $16.32             | $16.05             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $16.32             | $13.42             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $48.95             | $49.49             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 TPRN B 28      | 2028-02-15      | 0.0000%  |  | $48.95             | $44.33             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $146.86            | $143.10            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $3232479.92        | $3051469.97        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $97.91             | $90.25             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $11383382.01       | $10417945.43       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $65.27             | $62.85             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $48.95             | $44.78             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $3263582.01        | $3132350.62        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $6786946.44        | $6078116.03        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $26029301.67       | $23431534.08       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $16.32             | $13.34             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $16.32             | $14.82             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $1396314.23        | $971990.56         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $32.64             | $19.88             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $16.32             | $9.37              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $16.32             | $10.23             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $81883.68          | $42549.64          | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $244.81            | $139.95            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $334747.28         | $247099.36         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $32.64             | $25.62             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $32.64             | $24.20             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $213.11            | $181.25            | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  |  | $16.52             | $14.50             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  |  | $153887.07         | $152762.96         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $1990794.98        | $1993523.93        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $16.48             | $16.69             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $32.64             | $29.60             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $16.32             | $16.26             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $16.32             | $14.79             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $183561.09         | $107484.79         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $16.32             | $15.35             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $32.64             | $31.86             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $16.32             | $16.16             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $81.59             | $60.77             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $1550094.98        | $1015496.18        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $489.54            | $335.34            | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 46            | 2046-02-15      | 1.0000%  |  | $4315471.56        | $3251900.45        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $16.32             | $11.32             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  |  | $48.95             | $38.71             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $16.32             | $13.33             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $16.32             | $14.10             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $2676069.04        | $2024036.99        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $815883.26         | $646955.59         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $1160267.71        | $898603.24         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $306582.43         | $292797.76         | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 40        | 2040-02-15      | 2.1250%  |  | $72.80             | $72.24             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  |  | $1334795.40        | $1341764.57        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 TRIB 32        | 2032-04-15      | 3.3750%  |  | $147.75            | $165.71            | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $97.91             | $104.96            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  |  | $32.43             | $34.79             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $97.91             | $99.76             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $7063879.08        | $7260035.58        | U.S. Treasuries (including strips)        |
| USTR TRFR AX 01/31/27     | 2027-01-31      | 4.3839%  |  | $32.64             | $32.62             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $97.91             | $99.29             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $342.68            | $345.41            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $48.95             | $49.47             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $10117122.18       | $10068425.10       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $48.95             | $49.51             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $6449588.28        | $6461713.51        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $16.32             | $16.53             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $16.32             | $16.61             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $16.32             | $16.99             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $55970.71          | $57174.79          | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  |  | $130.54            | $138.52            | U.S. Treasuries (including strips)        |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  |  | $32.64             | $34.19             | U.S. Treasuries (including strips)        |
| USTR BILL 10/09/25        | 2025-10-09      | 0.0000%  |  | $603.77            | $598.79            | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  |  | $228.45            | $226.00            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $65.27             | $66.35             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $18395598.33       | $18925388.56       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $81.59             | $81.86             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $1612152.30        | $1609218.13        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $16.32             | $16.68             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $8158995.82        | $8594013.08        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $32.64             | $34.10             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $16.32             | $16.39             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $16.32             | $16.30             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $6210007.53        | $5904815.60        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $12916848.95       | $12773084.43       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $65.27             | $66.52             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $16.32             | $16.38             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  |  | $655.12            | $666.06            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $32.64             | $33.22             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $179.50            | $181.39            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $236986.19         | $219655.51         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $359.00            | $355.39            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $179.50            | $176.03            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $16.32             | $15.19             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $440.59            | $434.52            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $32.64             | $31.70             | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  |  | $32.64             | $32.50             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $32.64             | $30.29             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $16.32             | $15.13             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  |  | $19.19             | $19.01             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $65.27             | $63.15             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $32.64             | $30.18             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 26      | 2026-04-15      | 0.1250%  |  | $20.00             | $19.82             | U.S. Treasuries (including strips)        |

### Security 112: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.350%, 9/18/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5480FB 02/25/54 | 2054-02-25      | 6.0000%  |  | $10380634.23       | $10404655.02       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087FD R24F087 | 2054-12-25      | 6.0000%  |  | $18745382.89       | $18789397.05       | Agency Collateralized Mortgage Obligation |
| FCSB 1.95 FCOR 21-40 Q    | 2040-08-13      | 1.9500%  |  | $21600789.47       | $14460864.52       | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  |  | $1578947.37        | $1268582.46        | Agency Debentures and Agency Strips       |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  |  | $2993684.21        | $2418005.39        | Agency Debentures and Agency Strips       |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  |  | $836052.63         | $836860.82         | Agency Debentures and Agency Strips       |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  |  | $789.47            | $534.26            | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $7745526.32        | $6126231.09        | Agency Debentures and Agency Strips       |
| FHLB 4.15 FHOR 23-38 Z    | 2038-06-01      | 4.1500%  |  | $11842.11          | $10768.34          | Agency Debentures and Agency Strips       |
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  |  | $2035263.16        | $1681503.44        | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E    | 2042-01-24      | 2.8200%  |  | $419210.53         | $302612.29         | Agency Debentures and Agency Strips       |
| FCSB 2.34 FCOR 22-36 BE   | 2036-10-14      | 2.3400%  |  | $2047105.26        | $1593747.19        | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  |  | $1199210.53        | $889533.39         | Agency Debentures and Agency Strips       |
| FNMA FNMS 05.000 CLBN8421 | 2049-06-01      | 5.0000%  |  | $228801.26         | $225413.09         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7244 | 2053-06-01      | 4.6120%  |  | $10202321.48       | $10081832.06       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3064 | 2039-06-01      | 3.3700%  |  | $19652358.16       | $16724045.42       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1189 | 2034-02-01      | 3.9600%  |  | $12032040.00       | $11483848.22       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0323 | 2048-10-01      | 4.2100%  |  | $1184210.53        | $999954.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH9275 | 2048-02-01      | 4.5000%  |  | $13070479.99       | $12705343.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4703 | 2055-07-01      | 6.5000%  |  | $923684.21         | $961481.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2917 | 2055-07-01      | 6.5000%  |  | $1330761.30        | $1386357.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2670 | 2055-06-01      | 6.5000%  |  | $1110267.70        | $1154151.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1710 | 2055-06-01      | 6.0000%  |  | $2413792.62        | $2472742.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $1069723.29        | $1114015.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9181 | 2054-06-01      | 6.5000%  |  | $886944.54         | $930983.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI8416 | 2054-06-01      | 5.5000%  |  | $1874510.82        | $1890967.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQI6952 | 2054-05-01      | 7.0000%  |  | $1752818.42        | $1868538.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI6713 | 2054-05-01      | 5.5000%  |  | $897023.31         | $899465.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8653 | 2054-01-01      | 7.0000%  |  | $922569.76         | $984477.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG3784 | 2053-05-01      | 4.5000%  |  | $907050.65         | $878291.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF9775 | 2053-04-01      | 6.5000%  |  | $585919.48         | $621824.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  |  | $1000807.79        | $1018702.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1030 | 2052-10-01      | 5.0000%  |  | $1395558.50        | $1370209.11        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63627 G | 2049-05-01      | 5.0000%  |  | $652458.57         | $656218.47         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63396 G | 2049-05-01      | 5.0000%  |  | $142231.39         | $142438.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  |  | $42831706.35       | $44278004.58       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  |  | $7348324.64        | $7676586.55        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C91861 G | 2036-01-01      | 3.0000%  |  | $34378915.05       | $32525066.43       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5054 | 2047-10-01      | 3.5000%  |  | $2638314.05        | $2417079.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN7909 | 2049-06-01      | 5.0000%  |  | $385977.19         | $386039.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1589 | 2055-06-01      | 5.0000%  |  | $3289261.11        | $3228454.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5947 | 2055-06-01      | 6.0000%  |  | $795.92            | $812.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7953 | 2055-07-01      | 6.5000%  |  | $3947.37           | $4139.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7708 | 2055-07-01      | 6.0000%  |  | $3948965.17        | $4025697.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  |  | $2350707.14        | $2299383.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2460 | 2055-02-01      | 6.0000%  |  | $1079105.56        | $1110769.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4652 | 2055-07-01      | 6.0000%  |  | $5931410.53        | $6047755.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5211 | 2055-05-01      | 6.5000%  |  | $1050167.51        | $1094346.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5215 | 2055-06-01      | 6.5000%  |  | $809674.27         | $847995.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4707 | 2055-07-01      | 6.5000%  |  | $1601471.05        | $1675544.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7674 | 2055-07-01      | 6.5000%  |  | $813485.53         | $847470.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE1806 | 2055-06-01      | 6.5000%  |  | $423556.90         | $445838.40         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4289 | 2035-07-01      | 5.1600%  |  | $1359000.00        | $1388168.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2787 | 2052-02-01      | 2.5000%  |  | $2829672.74        | $2369489.66        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4982%  |  | $2057885.41        | $2075843.46        | Agency Mortgage-Backed Securities         |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $788210.53         | $785811.63         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $157.89            | $112.33            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $33298657.89       | $33870633.47       | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  |  | $80.42             | $77.19             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $47760315.79       | $47920607.19       | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $3316657.89        | $3091350.69        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $78.95             | $43.33             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  |  | $78.95             | $80.61             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $78.95             | $78.85             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $157.89            | $160.50            | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/27     | 2027-07-31      | 4.4449%  |  | $2368.42           | $2368.29           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  |  | $44788453.85       | $44461283.94       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $33180631.58       | $33165002.41       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $236.84            | $237.83            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $157.89            | $160.32            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $8228052.63        | $8568435.36        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  |  | $1477184.21        | $1501886.49        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $130409368.42      | $120872596.12      | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $1973684.21        | $1849390.09        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $1065473.68        | $1041361.67        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $78.95             | $72.22             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $157.89            | $142.14            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  |  | $110.37            | $81.70             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $31283763.16       | $31958046.13       | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  |  | $14975217.32       | $15235450.79       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $908605.26         | $919853.79         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $78.95             | $79.98             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $250013052.63      | $252631314.32      | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $2999842.11        | $2993755.52        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $236.84            | $237.50            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $157.89            | $159.97            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $157.89            | $162.31            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $26897052.63       | $27387271.89       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $78.95             | $81.24             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $78.95             | $78.86             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $236.84            | $237.06            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $157.89            | $157.34            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  |  | $8459921.05        | $8480092.65        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  |  | $78.95             | $78.78             | U.S. Treasuries (including strips)        |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $125.17            | $117.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9098 | 2050-01-01      | 5.0000%  |  | $295909.95         | $290709.82         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0748 | 2034-01-01      | 4.0900%  |  | $1407206.48        | $1367504.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  |  | $33603042.58       | $33872079.73       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7330 | 2037-12-01      | 3.2600%  |  | $789.47            | $673.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $34508880.79       | $34731129.47       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG7715 | 2053-08-01      | 5.5000%  |  | $611236.88         | $625677.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5422 | 2054-10-01      | 5.5000%  |  | $746507.52         | $750146.99         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9683 | 2030-06-01      | 3.5300%  |  | $2604807.89        | $2519541.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9587 | 2055-04-01      | 6.5000%  |  | $248295.54         | $259875.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5746 | 2055-07-01      | 6.5000%  |  | $257675.28         | $267945.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7981 | 2054-10-01      | 5.5000%  |  | $755571.50         | $765299.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB6153 | 2054-08-01      | 6.5000%  |  | $776705.41         | $817720.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3174 | 2054-04-01      | 5.5000%  |  | $1136731.85        | $1142917.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA2678 | 2053-10-01      | 5.5000%  |  | $534651.96         | $546249.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  |  | $2412206.38        | $2144572.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO8772 | 2042-08-01      | 3.5000%  |  | $2441717.26        | $2283969.31        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9592 | 2033-08-01      | 3.8100%  |  | $10950000.00       | $10366901.55       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9500 | 2033-07-01      | 3.7500%  |  | $5625385.26        | $5327521.11        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9408 | 2033-07-01      | 3.7500%  |  | $789.47            | $745.72            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8580 | 2038-04-01      | 3.5100%  |  | $789.47            | $698.04            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8578 | 2038-04-01      | 3.5100%  |  | $5667299.21        | $5010946.62        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6043 | 2037-07-01      | 3.2900%  |  | $1578947.37        | $1390679.47        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY387999 | 2030-08-01      | 3.6100%  |  | $11273684.21       | $10908849.00       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7958 | 2055-07-01      | 6.5000%  |  | $1172488.42        | $1225019.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7640 | 2055-06-01      | 6.5000%  |  | $910261.17         | $951481.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7549 | 2055-07-01      | 5.5000%  |  | $24477243.16       | $24482146.76       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6682 | 2055-06-01      | 6.5000%  |  | $909815.75         | $951014.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6680 | 2055-06-01      | 6.5000%  |  | $826966.27         | $866996.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6548 | 2055-06-01      | 6.5000%  |  | $1795891.99        | $1868596.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5942 | 2055-06-01      | 6.5000%  |  | $898661.51         | $933643.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY3980 | 2055-05-01      | 6.5000%  |  | $815628.79         | $847345.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB4355 | 2042-02-01      | 4.0000%  |  | $2073158.49        | $1991379.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6197 | 2053-11-01      | 6.5000%  |  | $148255.34         | $153892.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM9322 | 2036-11-01      | 2.0000%  |  | $2506623.04        | $2293621.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5849 | 2053-03-01      | 5.5000%  |  | $40159109.17       | $40437385.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5847 | 2053-03-01      | 5.5000%  |  | $65400621.88       | $66081202.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $6663811.14        | $6358921.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTCA4201 | 2039-09-01      | 3.0000%  |  | $2544105.23        | $2370190.20        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $789.47            | $794.18            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3225 | 2030-04-01      | 4.7200%  |  | $22116315.79       | $22461404.03       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  |  | $55815884.09       | $54784722.86       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9167 | 2053-06-01      | 5.5000%  |  | $2051046.83        | $2050350.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $64915031.30       | $65462156.79       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $54810547.74       | $52580142.13       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ9614 | 2054-11-01      | 7.0000%  |  | $847957.48         | $900585.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8635 | 2054-10-01      | 5.5000%  |  | $1095429.32        | $1106467.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8424 | 2054-11-01      | 5.5000%  |  | $987750.87         | $1001973.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ7704 | 2054-10-01      | 7.0000%  |  | $291512.30         | $308049.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7552 | 2054-10-01      | 5.5000%  |  | $1996366.64        | $2016057.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ6579 | 2054-10-01      | 7.0000%  |  | $796330.96         | $847455.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ5938 | 2054-10-01      | 6.0000%  |  | $737252.76         | $764641.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  |  | $930836.93         | $981181.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3186 | 2054-09-01      | 6.0000%  |  | $63262.81          | $65157.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ2392 | 2054-08-01      | 7.0000%  |  | $818438.61         | $870605.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  |  | $764821.68         | $814716.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $765.64            | $771.39            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.850 WAWA4820 | 2053-01-01      | 3.8500%  |  | $1486368.18        | $1209186.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $17744538.95       | $18507672.43       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY8220 | 2055-07-01      | 6.5000%  |  | $2113919.21        | $2203459.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2273 | 2032-08-01      | 3.0000%  |  | $872416.35         | $843067.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7846 | 2036-07-01      | 2.0000%  |  | $255848.38         | $234351.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM9845 | 2036-11-01      | 2.0000%  |  | $500601.39         | $460362.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT8845 | 2051-10-01      | 2.5000%  |  | $2855595.55        | $2388523.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7576 | 2052-06-01      | 5.0000%  |  | $29400457.20       | $28987958.99       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3102 | 2054-09-01      | 6.0000%  |  | $797155.90         | $820570.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB6987 | 2054-06-01      | 6.0000%  |  | $1631966.83        | $1689780.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN9894 | 2049-06-01      | 5.0000%  |  | $356894.60         | $354243.47         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7503 | 2037-11-01      | 3.5100%  |  | $757.22            | $662.62            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1208 | 2029-07-01      | 4.8400%  |  | $13005789.47       | $13285457.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  |  | $634.19            | $640.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3943 | 2053-01-01      | 5.0000%  |  | $2372918.97        | $2337742.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $100328086.78      | $100782506.10      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  |  | $1846857.52        | $1879887.34        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS6109 | 2029-07-01      | 3.9800%  |  | $789.47            | $778.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBR7707 | 2051-04-01      | 3.0000%  |  | $362591.89         | $312060.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9948 | 2050-01-01      | 5.0000%  |  | $243128.27         | $240861.51         | Agency Mortgage-Backed Securities         |

### Security 113: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $4243680.00        | $3122154.41        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $2405400.00        | $1840230.04        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $19206060.00       | $14785989.36       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $116373440.00      | $87287400.59       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $294477760.00      | $298439074.83      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $127012800.00      | $128732821.82      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $97724800.00       | $99839271.50       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $127129600.00      | $122574970.15      | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $184544960.00      | $181698415.45      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $316224640.00      | $304500291.77      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $98998240.00       | $95717586.82       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $66735360.00       | $61993723.71       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $336352000.00      | $333468070.53      | U.S. Treasuries (including strips) |

### Security 114: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $940789333.61      | $953222507.51      | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $11764705.88       | $11201287.40       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $367109905.88      | $368969806.91      | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $37149741.18       | $37290613.00       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $78918588.24       | $81489798.30       | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $350697411.76      | $347258042.29      | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $45536941.18       | $39074827.78       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $11879529.41       | $11641979.84       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $214908235.29      | $124502631.28      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $101787458.82      | $65348508.32       | U.S. Treasuries (including strips) |

### Security 115: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.380%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLAR8593 | 2043-06-01      | 3.5000%  |  | $13014876.41       | $12170063.43       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBU8739 | 2052-06-01      | 4.0000%  |  | $84668.64          | $78554.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0218 | 2055-04-01      | 6.0000%  |  | $3031925.35        | $3095110.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6671 | 2053-06-01      | 5.5000%  |  | $89788.43          | $89750.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  |  | $46854.00          | $47155.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  |  | $1816608.88        | $1445763.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3362 | 2044-01-01      | 4.5000%  |  | $56541.48          | $56054.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $37222295.66       | $35110426.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2045 | 2055-06-01      | 5.5000%  |  | $17032375.02       | $17044746.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA1079 | 2053-11-01      | 5.5000%  |  | $204500.27         | $204846.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL745428 | 2036-01-01      | 5.5000%  |  | $58276.71          | $60111.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV0198 | 2028-10-01      | 3.5000%  |  | $64101.94          | $63245.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  |  | $137707.30         | $126499.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $11333076.39       | $10406004.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4550 | 2045-03-01      | 3.5000%  |  | $2752618.14        | $2550208.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI2172 | 2054-03-01      | 5.5000%  |  | $17955715.00       | $18076257.69       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIZT1346 | 2033-11-01      | 4.0000%  |  | $36200.62          | $36000.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  |  | $72739.56          | $70459.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM2005 | 2047-12-01      | 4.0000%  |  | $30272.14          | $28553.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $48307.51          | $43414.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1173 | 2052-03-01      | 3.5000%  |  | $70482.89          | $63787.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC6761 | 2054-12-01      | 6.5000%  |  | $1086455.96        | $1132985.25        | Agency Mortgage-Backed Securities |

### Security 116: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  |  | $51768.55          | $41013.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAB9594 | 2043-06-01      | 4.0000%  |  | $20396.77          | $19613.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH0706 | 2053-09-01      | 6.0000%  |  | $3779966.53        | $3856083.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL3434 | 2043-06-01      | 4.0000%  |  | $130966.75         | $125829.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $285255.74         | $285313.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1658 | 2052-04-01      | 2.5000%  |  | $394829.30         | $324945.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS6158 | 2052-07-01      | 4.0000%  |  | $256060.02         | $237801.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2916 | 2054-11-01      | 5.5000%  |  | $49101994.27       | $49352578.10       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY9593 | 2055-08-01      | 5.5000%  |  | $1630803.22        | $1644337.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  |  | $1747501.16        | $1859741.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4436 | 2055-06-01      | 5.5000%  |  | $24455198.17       | $24444984.04       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX8061 | 2055-03-01      | 5.5000%  |  | $866226.69         | $875114.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  |  | $133380.36         | $134354.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $267747.67         | $272944.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA5227 | 2053-11-01      | 3.0000%  |  | $52608.64          | $45203.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  |  | $785531.13         | $705632.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5022 | 2043-05-01      | 5.5000%  |  | $364807.58         | $369069.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $5285426.77        | $5395152.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  |  | $7628082.47        | $7485259.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  |  | $28087.74          | $23278.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3869 | 2039-12-01      | 3.5000%  |  | $117467.89         | $112027.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $233944.84         | $194899.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  |  | $41552.02          | $38665.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $72719.52          | $66286.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKMA0373 | 2040-02-01      | 4.0000%  |  | $149453.29         | $140332.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAB4853 | 2032-04-01      | 3.0000%  |  | $99642.85          | $96356.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $2321410.40        | $2172890.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NPAA0799 | 2038-12-01      | 5.5000%  |  | $155677.93         | $156193.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CT995833 | 2029-05-01      | 5.5000%  |  | $129604.00         | $130766.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDA9397 | 2054-02-01      | 6.0000%  |  | $1668677.90        | $1679674.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0561 | 2055-06-01      | 5.5000%  |  | $255754.68         | $260106.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8124 | 2052-06-01      | 3.0000%  |  | $209698.79         | $181976.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA9337 | 2050-05-01      | 3.0000%  |  | $63271.51          | $54968.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA6963 | 2050-02-01      | 3.0000%  |  | $1827321.02        | $1596164.91        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G61581 G | 2048-08-01      | 4.0000%  |  | $96609899.56       | $91192145.17       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63561 G | 2049-05-01      | 3.5000%  |  | $1554594.28        | $1432988.73        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U99054 G | 2043-06-01      | 4.0000%  |  | $80780.07          | $76046.63          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  |  | $9580.82           | $9144.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  |  | $8421177.70        | $8876482.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7550 | 2052-02-01      | 3.0000%  |  | $617191.78         | $540277.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8075 | 2050-07-01      | 3.5000%  |  | $37504.38          | $34032.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7165 | 2054-12-01      | 5.5000%  |  | $37165125.38       | $37388054.18       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6144 | 2042-10-01      | 3.5000%  |  | $10533441.28       | $9850839.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  |  | $85897.54          | $84096.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW1001 | 2052-07-01      | 4.5000%  |  | $277320.85         | $264699.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV8313 | 2052-04-01      | 3.5000%  |  | $4442213.20        | $4020463.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  |  | $28467.55          | $24704.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBT0136 | 2051-06-01      | 2.0000%  |  | $2321375.00        | $1822631.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR6524 | 2051-04-01      | 2.5000%  |  | $443657.65         | $371035.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ8474 | 2050-12-01      | 2.0000%  |  | $40590.44          | $31870.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKBM7717 | 2052-05-01      | 4.0000%  |  | $4113802.18        | $3779441.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBM5585 | 2048-11-01      | 3.0000%  |  | $46242.63          | $40787.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  |  | $30021.32          | $29909.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM4905 | 2033-11-01      | 3.5000%  |  | $17474.32          | $17162.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  |  | $63638.61          | $58645.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $694371.06         | $657772.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $6596898.26        | $6222612.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO0845 | 2037-09-01      | 4.5000%  |  | $163036.60         | $162501.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI9256 | 2054-07-01      | 7.0000%  |  | $812394.19         | $864918.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI8451 | 2054-07-01      | 6.5000%  |  | $1487078.19        | $1550259.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI6834 | 2054-06-01      | 7.0000%  |  | $2911238.80        | $3104778.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI2558 | 2054-04-01      | 6.5000%  |  | $3665821.78        | $3852579.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $3343149.76        | $3133992.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTRB5181 | 2042-09-01      | 3.5000%  |  | $3935552.67        | $3697477.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9429 | 2053-07-01      | 5.5000%  |  | $34894929.59       | $35222360.34       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8754 | 2053-03-01      | 5.5000%  |  | $496517.62         | $498669.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6332 | 2051-11-01      | 2.0000%  |  | $300358.79         | $238913.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA4349 | 2051-01-01      | 2.5000%  |  | $129951.99         | $108519.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ9304 | 2054-11-01      | 6.5000%  |  | $4930428.33        | $5152789.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ5320 | 2054-10-01      | 7.0000%  |  | $2306941.55        | $2459966.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ4020 | 2054-09-01      | 4.5000%  |  | $166538.85         | $158699.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  |  | $36015.41          | $28754.22          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI8334 | 2054-06-01      | 6.5000%  |  | $2195881.80        | $2298567.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9994 | 2053-10-01      | 6.0000%  |  | $32752163.89       | $33710655.97       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM9958 | 2051-11-01      | 3.5000%  |  | $297027.35         | $267171.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $165589.05         | $156383.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC9154 | 2051-10-01      | 3.0000%  |  | $238884.45         | $208517.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0652 | 2054-08-01      | 6.5000%  |  | $1047461.93        | $1094700.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $25973.31          | $22312.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  |  | $237546.24         | $236881.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8883 | 2052-09-01      | 5.0000%  |  | $2401961.77        | $2380862.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7784 | 2052-08-01      | 5.0000%  |  | $2962732.81        | $2910327.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5576 | 2050-06-01      | 2.5000%  |  | $36984.33          | $30480.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  |  | $14623.82          | $12079.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $68487.11          | $63554.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CICA8377 | 2035-12-01      | 1.5000%  |  | $19097.10          | $17007.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8353 | 2040-01-01      | 5.5000%  |  | $8017.69           | $8198.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8083 | 2052-10-01      | 5.0000%  |  | $31172278.67       | $30788755.74       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH0396 | 2053-09-01      | 6.0000%  |  | $7232157.37        | $7469581.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4659 | 2046-04-01      | 3.5000%  |  | $23529356.81       | $21664223.92       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $224650.57         | $187069.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBM5549 | 2034-02-01      | 4.0000%  |  | $39540.81          | $39316.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9429 | 2054-11-01      | 5.0000%  |  | $18846264.57       | $18445530.17       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1536 | 2052-10-01      | 5.0000%  |  | $100552.66         | $99579.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4570 | 2045-03-01      | 3.5000%  |  | $66606.90          | $61916.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6651 | 2055-08-01      | 5.5000%  |  | $5029590.22        | $5053930.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9140 | 2055-07-01      | 6.0000%  |  | $2472020.44        | $2540670.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKMA3572 | 2049-01-01      | 4.0000%  |  | $182955.76         | $168103.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD0149 | 2055-03-01      | 6.5000%  |  | $1028078.23        | $1077458.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6896 | 2055-06-01      | 6.0000%  |  | $2725202.41        | $2796520.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3447 | 2049-11-01      | 4.0000%  |  | $1529765.56        | $1442280.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQX5848 | 2055-02-01      | 4.5000%  |  | $619537.94         | $590370.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD4146 | 2052-01-01      | 2.5000%  |  | $4177820.53        | $3485151.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDD4985 | 2055-05-01      | 4.5000%  |  | $205830.36         | $196194.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9489 | 2055-07-01      | 5.5000%  |  | $945085.56         | $952179.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ9988 | 2054-12-01      | 6.5000%  |  | $3417895.20        | $3596120.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $7890.16           | $7307.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0099 | 2055-03-01      | 5.5000%  |  | $374735.47         | $378517.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX6315 | 2055-02-01      | 5.5000%  |  | $814014.26         | $821509.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0744 | 2049-01-01      | 3.5000%  |  | $384369.38         | $354145.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB6457 | 2054-06-01      | 6.0000%  |  | $735738.74         | $759781.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4163 | 2052-12-01      | 5.5000%  |  | $53203.79          | $53645.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  |  | $236633.68         | $214050.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8417 | 2053-01-01      | 6.0000%  |  | $241531.96         | $249154.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ3678 | 2054-09-01      | 6.5000%  |  | $821662.13         | $868633.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL9546 | 2046-11-01      | 3.5000%  |  | $25253.30          | $23397.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6397 | 2051-11-01      | 2.5000%  |  | $94154.16          | $79113.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $7428392.98        | $7429888.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  |  | $82983.95          | $80185.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM8513 | 2050-07-01      | 3.0000%  |  | $5329436.25        | $4586726.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8980 | 2051-09-01      | 2.5000%  |  | $341490.10         | $282060.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6558 | 2051-03-01      | 2.0000%  |  | $11658421.04       | $9153803.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFM6366 | 2048-11-01      | 5.5000%  |  | $717671.44         | $729605.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFM5906 | 2041-01-01      | 2.0000%  |  | $102763.77         | $87741.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM5768 | 2044-11-01      | 4.0000%  |  | $42776.41          | $41104.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM3090 | 2035-04-01      | 3.5000%  |  | $35546.22          | $34837.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  |  | $106832.03         | $104518.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2056 | 2055-06-01      | 6.0000%  |  | $58671683.52       | $60149388.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  |  | $797098.02         | $784219.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  |  | $576504.42         | $590515.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $16739009.18       | $16080613.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7116 | 2053-09-01      | 6.0000%  |  | $4251.38           | $4381.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5837 | 2053-03-01      | 5.0000%  |  | $6002.37           | $5910.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  |  | $13936425.54       | $14003854.61       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA3270 | 2049-10-01      | 3.5000%  |  | $1104839.10        | $1017111.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CZAL5381 | 2053-03-01      | 3.0000%  |  | $99020.48          | $84339.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6471 | 2052-05-01      | 3.0000%  |  | $145129.89         | $124854.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS5955 | 2053-10-01      | 6.5000%  |  | $138557.72         | $144520.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5589 | 2053-07-01      | 5.5000%  |  | $52474.07          | $52721.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  |  | $361284.33         | $353243.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS3377 | 2052-05-01      | 4.0000%  |  | $308472.47         | $290482.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  |  | $328992.50         | $310130.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS1663 | 2044-05-01      | 5.5000%  |  | $114934.53         | $118040.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ3139 | 2054-09-01      | 6.0000%  |  | $1265982.64        | $1301583.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH9040 | 2054-02-01      | 6.0000%  |  | $925400.12         | $950015.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH8384 | 2054-01-01      | 7.0000%  |  | $2152930.77        | $2309649.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH7224 | 2053-12-01      | 6.5000%  |  | $732152.85         | $766907.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH6902 | 2053-12-01      | 7.0000%  |  | $2180107.63        | $2322225.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH5049 | 2053-11-01      | 6.0000%  |  | $1369748.10        | $1411417.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG6769 | 2053-07-01      | 6.5000%  |  | $727976.18         | $768738.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG5349 | 2053-06-01      | 6.0000%  |  | $1761702.15        | $1808121.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $217813.98         | $190253.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0440 | 2051-05-01      | 2.5000%  |  | $93249.37          | $77747.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA7938 | 2035-11-01      | 2.5000%  |  | $245726.66         | $230079.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  |  | $14015.40          | $12721.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3840 | 2049-07-01      | 4.5000%  |  | $28964.56          | $28022.86          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9973 | 2052-09-01      | 5.0000%  |  | $2581537.24        | $2545309.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9082 | 2052-08-01      | 5.0000%  |  | $1988494.05        | $1975285.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8252 | 2052-08-01      | 4.5000%  |  | $366728.49         | $349904.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5181 | 2052-06-01      | 5.0000%  |  | $10321748.56       | $10166217.02       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD7198 | 2052-02-01      | 3.0000%  |  | $686060.33         | $590018.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB9065 | 2051-02-01      | 2.5000%  |  | $72924.48          | $60457.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ9215 | 2045-10-01      | 4.0000%  |  | $90883.65          | $85517.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD7521 | 2055-04-01      | 5.0000%  |  | $924230.65         | $906321.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7253 | 2055-05-01      | 6.5000%  |  | $731811.74         | $764594.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5713 | 2055-05-01      | 6.0000%  |  | $916366.23         | $937197.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD3762 | 2055-03-01      | 6.5000%  |  | $1995087.65        | $2078914.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1859 | 2055-01-01      | 6.5000%  |  | $728486.62         | $764712.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD1066 | 2055-02-01      | 6.0000%  |  | $2336918.53        | $2398938.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD2358 | 2053-02-01      | 6.5000%  |  | $64726256.00       | $68445469.84       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4713 | 2047-04-01      | 3.5000%  |  | $75602.20          | $69433.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4658 | 2046-04-01      | 3.0000%  |  | $211115.39         | $186822.34         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $104392.80         | $105477.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7513 | 2054-12-01      | 6.5000%  |  | $1660567.73        | $1729329.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB7471 | 2055-02-01      | 5.0000%  |  | $961263.61         | $949823.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA7081 | 2054-01-01      | 7.0000%  |  | $439734.47         | $471870.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX4925 | 2044-12-01      | 3.5000%  |  | $313860.69         | $292727.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  |  | $44916.55          | $44034.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9829 | 2047-06-01      | 3.5000%  |  | $31147.86          | $28580.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ5682 | 2042-12-01      | 3.0000%  |  | $693004.18         | $621547.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7386 | 2045-09-01      | 3.5000%  |  | $9372062.87        | $8680954.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAL6851 | 2043-10-01      | 2.5000%  |  | $57583.69          | $50357.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CVAL5850 | 2029-10-01      | 3.5000%  |  | $20920.19          | $20672.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL1472 | 2039-05-01      | 4.5000%  |  | $249614.73         | $247822.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CJAJ9350 | 2027-01-01      | 3.0000%  |  | $37759.47          | $37374.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ4165 | 2041-11-01      | 3.5000%  |  | $242628.44         | $226953.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL190404 | 2040-05-01      | 4.5000%  |  | $22780.26          | $22583.80          | Agency Mortgage-Backed Securities |

### Security 117: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| REFC RFIN 01/15/29        | 2029-01-15      | 0.0000%  |  | $270000.00         | $234954.27         | Agency Debentures and Agency Strips |
| REFC RFIN 10/15/26        | 2026-10-15      | 0.0000%  |  | $442000.00         | $420888.31         | Agency Debentures and Agency Strips |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  |  | $1632000.00        | $1341466.46        | Agency Debentures and Agency Strips |
| REFC RFIN 04/15/26        | 2026-04-15      | 0.0000%  |  | $106000.00         | $102832.08         | Agency Debentures and Agency Strips |
| REFC RFIN 07/15/29        | 2029-07-15      | 0.0000%  |  | $87000.00          | $73812.80          | Agency Debentures and Agency Strips |
| REFC RFIN 07/15/27        | 2027-07-15      | 0.0000%  |  | $1929000.00        | $1781954.26        | Agency Debentures and Agency Strips |
| REFC RFIN 01/15/27        | 2027-01-15      | 0.0000%  |  | $50000.00          | $47134.05          | Agency Debentures and Agency Strips |
| REFC RFIN 07/15/26        | 2026-07-15      | 0.0000%  |  | $69000.00          | $66245.93          | Agency Debentures and Agency Strips |
| REFC 8.875 RFBD 30 B      | 2030-04-15      | 8.8750%  |  | $120000.00         | $147268.31         | Agency Debentures and Agency Strips |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $886800.00         | $951242.86         | U.S. Treasuries (including strips)  |
| USTR BILL 08/19/25        | 2025-08-19      | 0.0000%  |  | $1005000.00        | $1002855.33        | U.S. Treasuries (including strips)  |
| USTR BILL 08/12/25        | 2025-08-12      | 0.0000%  |  | $33741000.00       | $33697001.74       | U.S. Treasuries (including strips)  |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  |  | $859000.00         | $839419.95         | U.S. Treasuries (including strips)  |
| USTR BILL 10/02/25        | 2025-10-02      | 0.0000%  |  | $397500.00         | $394593.88         | U.S. Treasuries (including strips)  |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $2565200.00        | $2556664.46        | U.S. Treasuries (including strips)  |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $18402.73          | $14529.17          | Agency Mortgage-Backed Securities   |
| GNMA GNII FS 005097 M     | 2041-06-20      | 6.0000%  |  | $105878.72         | $106377.41         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL2517 C     | 2055-07-20      | 6.0000%  |  | $9225856.00        | $9498766.05        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ2870 C     | 2055-07-20      | 6.0000%  |  | $14730400.00       | $15166139.96       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BI6766 C     | 2049-02-20      | 5.0000%  |  | $130777.37         | $129700.51         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLCA7280 | 2050-10-01      | 2.0000%  |  | $9598834.15        | $7658378.63        | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 787276 C     | 2054-02-20      | 6.0000%  |  | $258607.08         | $267774.70         | Agency Mortgage-Backed Securities   |

### Security 118: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $24417119.05       | $22101285.62       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $144152.38         | $152071.18         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $89571.43          | $90008.41          | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  |  | $37976.19          | $38483.55          | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $9291019.05        | $8565993.91        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $79857695.24       | $83268856.62       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $51914080.95       | $52874375.22       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $407838.10         | $253411.81         | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $24502290.48       | $14478679.61       | U.S. Treasuries (including strips) |
| USTR 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  |  | $388038.10         | $406708.76         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $16907209.52       | $17085419.96       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  |  | $73857038.10       | $72397091.55       | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $22412679.16       | $21571502.08       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $1242266.67        | $1220481.74        | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $18966723.81       | $13796146.55       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $2462900.00        | $1693551.08        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $38842833.33       | $28216983.18       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $39122442.86       | $22085834.37       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $71083047.62       | $45311891.41       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $14034952.38       | $10577521.89       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $26427238.10       | $20345290.04       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $26711300.00       | $25641610.28       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  |  | $8154928.57        | $7588441.05        | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  |  | $85093784.74       | $91238379.49       | U.S. Treasuries (including strips) |

### Security 119: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNAR WB 787977 M     | 2052-06-20      | 2.0830%  |  | $20449528.83       | $19350281.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  |  | $5002119.97        | $4781521.47        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4096 | 2032-06-01      | 4.3400%  |  | $58500000.00       | $57995652.02       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4047 | 2035-06-01      | 4.8900%  |  | $20100000.00       | $20246187.30       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3827 | 2035-05-01      | 4.7700%  |  | $17535000.00       | $17634791.68       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $13520000.00       | $13073880.56       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3233 | 2032-03-01      | 4.6600%  |  | $9771000.00        | $9837123.61        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3216 | 2035-03-01      | 5.0900%  |  | $13683000.00       | $14009293.94       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ2842 | 2035-02-01      | 5.0400%  |  | $12454619.13       | $12769073.35       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3484 | 2035-05-01      | 4.6700%  |  | $106360000.00      | $106119165.54      | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1826 | 2034-09-01      | 4.5700%  |  | $13457000.00       | $13323874.38       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0960 | 2034-05-01      | 4.8800%  |  | $8438000.00        | $8535051.07        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0585 | 2034-04-01      | 4.5700%  |  | $10000000.00       | $9932863.33        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7978 | 2033-05-01      | 4.6200%  |  | $50000000.00       | $50040250.00       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3544 | 2035-04-01      | 5.0100%  |  | $21933186.22       | $22329409.23       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4162 | 2035-06-01      | 5.0500%  |  | $22982746.32       | $23520458.31       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4106 | 2032-06-01      | 4.8700%  |  | $38924000.00       | $39604248.79       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3852 | 2035-05-01      | 4.7200%  |  | $14100000.00       | $14124158.00       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3739 | 2035-05-01      | 4.6000%  |  | $10983301.78       | $10888717.24       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3550 | 2035-05-01      | 4.4800%  |  | $15897000.00       | $15596567.89       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3549 | 2032-04-01      | 4.9200%  |  | $20853000.00       | $21336998.13       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3510 | 2032-04-01      | 4.6900%  |  | $18100000.00       | $18295775.63       | Agency Mortgage-Backed Securities |

### Security 120: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3400000000.00
- **C.18.a - Value (excl. sponsor support):** $3400000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.660 ML957499 | 2038-02-01      | 5.6600%  |  | $145646.30         | $145871.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  |  | $33808889.19       | $26904629.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY5604 | 2053-07-01      | 6.0000%  |  | $1564711.41        | $1595492.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8925 | 2052-10-01      | 5.0000%  |  | $961331.65         | $953005.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6746 | 2053-07-01      | 6.5000%  |  | $559164.07         | $589809.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995067 | 2036-09-01      | 6.0000%  |  | $171508.97         | $176722.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  |  | $12405.83          | $11899.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  |  | $486053.25         | $487797.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  |  | $217666.71         | $223283.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  |  | $1038797.24        | $1104677.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  |  | $670577.48         | $606365.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3887 | 2053-02-01      | 6.0000%  |  | $12574661.57       | $12931530.46       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1771 | 2054-06-01      | 5.5000%  |  | $41939195.18       | $42028665.45       | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  |  | $262206.50         | $248345.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  |  | $1404901.48        | $1341657.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  |  | $47927.94          | $46839.50          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC0161 | 2051-03-01      | 2.0000%  |  | $67281.60          | $53558.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0475 | 2052-09-01      | 5.0000%  |  | $267113.62         | $262801.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8243 | 2049-11-01      | 3.5000%  |  | $578334.50         | $530784.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1248 | 2052-10-01      | 5.0000%  |  | $1806143.34        | $1786724.89        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q51218 G | 2047-10-01      | 4.0000%  |  | $974118.15         | $923970.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  |  | $749234.25         | $790724.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI5174 | 2054-05-01      | 6.5000%  |  | $795393.82         | $840398.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  |  | $335942.66         | $355247.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA7430 | 2040-10-01      | 2.5000%  |  | $294634.88         | $266116.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  |  | $342291.75         | $344681.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  |  | $376917.89         | $393246.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  |  | $202917.30         | $204622.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  |  | $192209.00         | $194558.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  |  | $532753.29         | $565369.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  |  | $701854.70         | $741601.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  |  | $197560.69         | $196957.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  |  | $8656.70           | $8535.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV7331 | 2052-07-01      | 5.0000%  |  | $531580.78         | $521281.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9013 | 2053-08-01      | 6.0000%  |  | $9776.15           | $10121.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  |  | $957757.27         | $961843.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7695 | 2053-07-01      | 5.5000%  |  | $1080191.28        | $1092446.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  |  | $887605.17         | $907269.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5851 | 2053-07-01      | 5.5000%  |  | $1545615.20        | $1576622.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5097 | 2053-07-01      | 5.5000%  |  | $980536.03         | $980607.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  |  | $706374.42         | $717709.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4566 | 2053-09-01      | 6.5000%  |  | $839740.00         | $888959.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4515 | 2053-08-01      | 6.5000%  |  | $940878.42         | $996021.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  |  | $248380.09         | $243438.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY3440 | 2053-06-01      | 6.5000%  |  | $187642.30         | $199141.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2209 | 2053-08-01      | 6.0000%  |  | $8985.69           | $9311.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2208 | 2053-08-01      | 6.5000%  |  | $11736.95          | $12411.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  |  | $887178.01         | $940448.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY1966 | 2053-05-01      | 6.0000%  |  | $556504.33         | $571166.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0687 | 2053-04-01      | 5.5000%  |  | $664129.13         | $673612.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8410 | 2048-09-01      | 4.5000%  |  | $157065.87         | $151893.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8370 | 2052-08-01      | 5.0000%  |  | $10624.29          | $10503.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4709 | 2052-07-01      | 5.0000%  |  | $305304.28         | $299758.63         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  |  | $301029.16         | $292121.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4629 | 2053-01-01      | 6.0000%  |  | $7649.21           | $7969.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6360 | 2052-08-01      | 5.0000%  |  | $1779027.38        | $1767046.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV5162 | 2052-03-01      | 3.5000%  |  | $985759.16         | $900929.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7352 | 2053-09-01      | 6.5000%  |  | $925102.04         | $980396.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7646 | 2052-08-01      | 5.0000%  |  | $385102.92         | $377213.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9483 | 2052-09-01      | 5.0000%  |  | $1816514.66        | $1792370.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3160 | 2049-02-01      | 4.5000%  |  | $377469.86         | $369996.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY9493 | 2053-08-01      | 5.0000%  |  | $6588.19           | $6460.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6992 | 2053-07-01      | 5.5000%  |  | $1031223.42        | $1050231.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9626 | 2049-04-01      | 4.5000%  |  | $515956.43         | $503122.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $57967521.39       | $56950345.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  |  | $38853822.50       | $32107762.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  |  | $336820.82         | $323330.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  |  | $764483.98         | $776056.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6831 | 2046-03-01      | 3.5000%  |  | $27111.52          | $25045.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0264 | 2058-05-01      | 3.5000%  |  | $93257.10          | $83484.10          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q62923 G | 2049-04-01      | 5.0000%  |  | $96744.17          | $96367.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  |  | $7104.61           | $7462.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  |  | $14620.90          | $14432.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU6230 | 2052-01-01      | 3.0000%  |  | $1197728.34        | $1040406.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7798 | 2050-11-01      | 2.0000%  |  | $67122152.15       | $52993453.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT7887 | 2052-10-01      | 5.0000%  |  | $4769428.93        | $4712318.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  |  | $351798.52         | $325499.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8076 | 2052-08-01      | 5.0000%  |  | $966340.01         | $950281.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  |  | $261023.10         | $236791.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  |  | $43281635.77       | $42495453.73       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  |  | $835555.76         | $844247.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8459 | 2051-01-01      | 2.0000%  |  | $93447254.58       | $73429606.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  |  | $332507.73         | $304346.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  |  | $817120.66         | $750477.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8870 | 2054-07-01      | 6.5000%  |  | $69519916.76       | $72715168.03       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3987 | 2049-03-01      | 4.5000%  |  | $591344.50         | $571015.25         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q02402 G | 2041-07-01      | 4.5000%  |  | $2417225.36        | $2394967.55        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q02755 G | 2041-08-01      | 4.0000%  |  | $819212.27         | $788332.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4163 | 2052-07-01      | 4.5000%  |  | $25927010.56       | $24744427.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4014 | 2052-12-01      | 6.0000%  |  | $14507.27          | $14810.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  |  | $6567.83           | $6568.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9632 | 2049-04-01      | 4.5000%  |  | $428731.43         | $415499.92         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q11599 G | 2042-10-01      | 4.0000%  |  | $601981.72         | $580040.29         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q06248 G | 2042-02-01      | 3.5000%  |  | $981520.39         | $919900.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3813 | 2052-04-01      | 3.0000%  |  | $886067.18         | $771832.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  |  | $5783055.25        | $6115312.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ4234 | 2050-10-01      | 3.0000%  |  | $743532.57         | $644865.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP3617 | 2050-06-01      | 3.5000%  |  | $493306.48         | $448346.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  |  | $6855.85           | $6287.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  |  | $484291.96         | $447542.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3183 | 2049-02-01      | 4.5000%  |  | $586510.54         | $570912.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CL932807 | 2040-09-01      | 4.0000%  |  | $366865.30         | $353387.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  |  | $33119.22          | $34590.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  |  | $136506.68         | $136990.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  |  | $525616.07         | $557947.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP915801 | 2037-08-01      | 6.5000%  |  | $162327.35         | $164303.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZA3576 | 2042-06-01      | 4.0000%  |  | $1127847.40        | $1096404.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6326 | 2049-05-01      | 4.5000%  |  | $579747.14         | $560152.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6096 | 2049-05-01      | 4.5000%  |  | $71847.82          | $70317.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6203 | 2049-05-01      | 4.5000%  |  | $347097.66         | $337698.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN5010 | 2049-04-01      | 4.5000%  |  | $55801.63          | $54661.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4967 | 2049-04-01      | 4.5000%  |  | $138976.85         | $134573.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4860 | 2049-03-01      | 4.5000%  |  | $257987.63         | $249267.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4740 | 2049-04-01      | 4.5000%  |  | $608500.96         | $593365.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3186 | 2049-02-01      | 4.5000%  |  | $385688.52         | $375418.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3205 | 2049-02-01      | 4.5000%  |  | $482356.68         | $466284.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  |  | $259116.99         | $252671.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO0315 | 2049-05-01      | 4.5000%  |  | $377811.94         | $364283.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  |  | $236857.53         | $230443.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  |  | $299780.81         | $290219.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  |  | $6624.19           | $6076.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN7868 | 2049-04-01      | 5.0000%  |  | $239930.62         | $239375.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  |  | $551814.94         | $534445.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8092 | 2049-03-01      | 4.5000%  |  | $533424.67         | $520328.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6949 | 2049-02-01      | 4.5000%  |  | $402354.59         | $393717.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  |  | $165090.15         | $165058.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0108 | 2053-05-01      | 5.0000%  |  | $8637.37           | $8585.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  |  | $5801.67           | $5620.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  |  | $455298.54         | $454718.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  |  | $400038.30         | $391644.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  |  | $29537374.05       | $27200426.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7247 | 2048-10-01      | 4.5000%  |  | $543466.29         | $527362.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  |  | $21175.36          | $20757.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7198 | 2048-09-01      | 4.5000%  |  | $305848.17         | $299616.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN1509 | 2048-11-01      | 4.5000%  |  | $515794.49         | $504307.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0565 | 2042-12-01      | 4.0000%  |  | $209873.12         | $203741.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0495 | 2042-10-01      | 4.0000%  |  | $371153.95         | $354829.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7829 | 2048-08-01      | 4.5000%  |  | $383866.75         | $375665.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  |  | $1075591.78        | $1049810.92        | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC H09089 G | 2037-09-01      | 5.5000%  |  | $59478.74          | $59515.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6240 | 2047-07-01      | 4.0000%  |  | $1529040.12        | $1450421.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0337 | 2059-01-01      | 4.5000%  |  | $110984.55         | $107247.70         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G07630 G | 2044-02-01      | 4.5000%  |  | $1481916.90        | $1451499.07        | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  |  | $19.36             | $19.58             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  |  | $1292099.99        | $1308402.84        | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  |  | $414691.35         | $424822.26         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC P51363 G | 2036-09-01      | 5.5000%  |  | $293323.48         | $295113.44         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $72.07             | $72.05             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  |  | $868.45            | $881.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC9002 | 2046-11-01      | 3.5000%  |  | $1745003.65        | $1599694.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA4737 | 2045-12-01      | 4.0000%  |  | $81835.57          | $77455.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6654 | 2055-08-01      | 5.5000%  |  | $1212292.00        | $1214222.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC4987 | 2054-11-01      | 5.0000%  |  | $5180959.63        | $5099658.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2174 | 2053-07-01      | 6.5000%  |  | $11032.75          | $11645.13          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4978 | 2049-04-01      | 4.5000%  |  | $70520.31          | $69006.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6362 | 2053-02-01      | 5.5000%  |  | $842706.34         | $855464.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  |  | $4947.07           | $5056.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7086 | 2052-11-01      | 5.0000%  |  | $23025.82          | $22903.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9387 | 2052-09-01      | 5.0000%  |  | $569460.98         | $566193.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  |  | $452693.98         | $465099.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3838 | 2053-10-01      | 6.0000%  |  | $164960.29         | $169996.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7934 | 2052-08-01      | 5.0000%  |  | $825323.25         | $816797.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  |  | $26163388.47       | $27009460.13       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3962 | 2049-03-01      | 4.5000%  |  | $447752.66         | $438103.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  |  | $825157.71         | $807355.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  |  | $154943.01         | $141356.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7301 | 2048-07-01      | 4.5000%  |  | $484210.21         | $474317.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1360 | 2052-11-01      | 5.5000%  |  | $3306670.05        | $3355758.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9748 | 2053-09-01      | 6.5000%  |  | $532425.33         | $562169.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  |  | $10338.75          | $10715.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX1190 | 2044-10-01      | 4.0000%  |  | $626440.12         | $592425.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8279 | 2049-05-01      | 4.5000%  |  | $278382.04         | $270826.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6719 | 2053-08-01      | 6.5000%  |  | $781502.90         | $827820.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8587 | 2052-10-01      | 5.0000%  |  | $790374.93         | $781369.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7909 | 2052-08-01      | 5.0000%  |  | $1128907.69        | $1113067.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8539 | 2049-04-01      | 4.5000%  |  | $320837.81         | $311395.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBJ2707 | 2033-04-01      | 3.5000%  |  | $605578.99         | $595351.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  |  | $68082914.45       | $68593082.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6549 | 2055-08-01      | 6.0000%  |  | $25119267.00       | $25828609.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1131 | 2050-01-01      | 3.5000%  |  | $940765.99         | $861055.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP913248 | 2037-03-01      | 5.5000%  |  | $65117.31          | $64635.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  |  | $148784.46         | $150540.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  |  | $597282.80         | $633663.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  |  | $89564.25          | $90204.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  |  | $72170.91          | $71548.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 NP889809 | 2037-10-01      | 7.0000%  |  | $255811.62         | $259018.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  |  | $86822.77          | $92326.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  |  | $227346.36         | $229201.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0426 | 2055-05-01      | 5.0000%  |  | $50585791.86       | $49750856.52       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  |  | $10420400.50       | $10475652.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  |  | $20088621.61       | $20915201.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $60372.84          | $51923.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6498 | 2053-11-01      | 6.0000%  |  | $33777.25          | $34689.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5163 | 2053-04-01      | 5.0000%  |  | $153637.77         | $151084.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $4912217.57        | $4296554.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBP1033 | 2050-01-01      | 4.0000%  |  | $288841.48         | $271867.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9991 | 2049-12-01      | 3.5000%  |  | $542516.37         | $495019.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  |  | $550560.44         | $480931.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  |  | $728461.97         | $673206.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8284 | 2049-11-01      | 3.5000%  |  | $7937.92           | $7268.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8244 | 2049-11-01      | 3.5000%  |  | $152899.68         | $139497.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO7794 | 2049-12-01      | 3.5000%  |  | $439657.47         | $401150.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  |  | $503237.43         | $461688.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO2375 | 2049-11-01      | 4.0000%  |  | $132695.47         | $125081.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  |  | $242598.58         | $222049.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  |  | $1072763.47        | $1142913.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA3971 | 2053-11-01      | 6.5000%  |  | $737867.03         | $781260.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL881723 | 2036-03-01      | 6.0000%  |  | $246106.24         | $253297.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP880413 | 2036-10-01      | 6.0000%  |  | $183573.00         | $183107.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  |  | $273319.02         | $285078.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP878451 | 2036-08-01      | 6.5000%  |  | $78718.59          | $79503.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL869016 | 2036-05-01      | 6.0000%  |  | $96305.75          | $99297.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL849355 | 2036-01-01      | 6.0000%  |  | $503406.31         | $526719.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2620 | 2045-08-01      | 3.5000%  |  | $912786.49         | $845288.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAZ0842 | 2045-07-01      | 3.5000%  |  | $310884.13         | $285261.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW9490 | 2044-11-01      | 4.0000%  |  | $25318.30          | $23890.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV8875 | 2044-12-01      | 4.0000%  |  | $637797.98         | $607903.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  |  | $57307.08          | $56779.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN5053 | 2049-04-01      | 4.5000%  |  | $390396.17         | $376739.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV0953 | 2052-09-01      | 5.0000%  |  | $1455407.64        | $1436795.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4710 | 2049-04-01      | 4.5000%  |  | $549011.25         | $530575.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7892 | 2052-08-01      | 5.0000%  |  | $15118.83          | $14997.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  |  | $42459827.48       | $44580257.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  |  | $316290.53         | $289545.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $47612287.93       | $43223228.53       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9415 | 2051-03-01      | 2.5000%  |  | $94267748.50       | $78304573.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX5852 | 2044-11-01      | 4.0000%  |  | $1676334.93        | $1593102.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7162 | 2052-08-01      | 5.0000%  |  | $774327.88         | $770217.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA6377 | 2053-12-01      | 6.5000%  |  | $454955.15         | $476508.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8535 | 2054-05-01      | 5.5000%  |  | $28174861.65       | $28386295.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  |  | $1156364.92        | $1171754.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9961 | 2055-02-01      | 5.0000%  |  | $46753794.54       | $45889815.60       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5376 | 2055-06-01      | 6.0000%  |  | $8873879.85        | $9110306.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZS0846 | 2035-02-01      | 6.0000%  |  | $9.28              | $9.56              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW4827 | 2052-07-01      | 5.0000%  |  | $1076803.01        | $1058911.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  |  | $60853597.85       | $60929259.14       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8531 | 2055-05-01      | 4.5000%  |  | $1826457.32        | $1740467.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  |  | $19577409.81       | $19681235.34       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL1488 | 2052-04-01      | 2.5000%  |  | $138483.44         | $115373.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1482 | 2055-05-01      | 5.5000%  |  | $3046265.40        | $3044993.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1441 | 2054-01-01      | 5.5000%  |  | $750865.90         | $752409.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  |  | $10844.12          | $11142.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8925 | 2051-02-01      | 2.0000%  |  | $77321186.10       | $61920094.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX1113 | 2054-12-01      | 4.5000%  |  | $5442970.92        | $5186737.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  |  | $2402006.04        | $2215962.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQD1761 | 2051-11-01      | 4.0000%  |  | $613171.97         | $572795.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0754 | 2055-04-01      | 6.0000%  |  | $609530.98         | $623926.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0000 | 2055-02-01      | 6.0000%  |  | $23945158.50       | $24433927.08       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0245 | 2055-08-01      | 6.0000%  |  | $35279741.00       | $36189676.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9031 | 2053-04-01      | 5.0000%  |  | $1194012.47        | $1184403.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9777 | 2053-04-01      | 6.0000%  |  | $10187.33          | $10556.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8394 | 2053-04-01      | 5.5000%  |  | $1039399.01        | $1054958.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8918 | 2053-05-01      | 6.0000%  |  | $915101.37         | $940795.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  |  | $16739.89          | $17765.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7315 | 2053-07-01      | 6.5000%  |  | $539270.65         | $570083.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  |  | $7605.57           | $7741.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6779 | 2053-03-01      | 5.5000%  |  | $737719.77         | $750913.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX3655 | 2052-12-01      | 5.5000%  |  | $11444.82          | $11653.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3442 | 2052-11-01      | 6.0000%  |  | $743127.25         | $758907.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2837 | 2052-11-01      | 5.5000%  |  | $505431.75         | $508433.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  |  | $128010990.00      | $130452159.58      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  |  | $1921230.77        | $1930920.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX2199 | 2052-11-01      | 5.0000%  |  | $964102.50         | $952788.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2188 | 2052-11-01      | 5.5000%  |  | $9794.36           | $9963.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1844 | 2052-12-01      | 5.5000%  |  | $839597.84         | $859000.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7222 | 2051-05-01      | 2.5000%  |  | $14438330.01       | $11877162.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2171 | 2049-07-01      | 4.0000%  |  | $4300817.33        | $4060545.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CTFA2422 | 2042-01-01      | 1.5000%  |  | $14553458.00       | $11941636.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA0785 | 2055-02-01      | 6.5000%  |  | $8506822.38        | $8870162.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  |  | $20982076.44       | $20056745.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  |  | $25695582.93       | $26736887.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8832 | 2054-07-01      | 5.5000%  |  | $42127270.14       | $42751189.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  |  | $34030011.82       | $34068409.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  |  | $40958396.26       | $42440967.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  |  | $71848561.90       | $71929631.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8497 | 2054-05-01      | 6.0000%  |  | $81003581.18       | $82691452.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  |  | $85052720.60       | $85148688.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  |  | $33030400.71       | $34907309.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  |  | $78492823.54       | $81177670.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  |  | $30773582.13       | $29428530.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  |  | $9744.92           | $9140.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  |  | $77451813.02       | $78201959.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  |  | $74762386.28       | $75556238.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAT2780 | 2043-04-01      | 4.0000%  |  | $152028.74         | $142932.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  |  | $472112.65         | $440972.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS7969 | 2046-09-01      | 3.5000%  |  | $1010272.75        | $927006.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  |  | $10036.00          | $9833.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAS5038 | 2045-05-01      | 4.0000%  |  | $7602.18           | $7191.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  |  | $362466.91         | $339005.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL6324 | 2036-12-01      | 6.5000%  |  | $98378.92          | $101985.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI6963 | 2041-07-01      | 4.5000%  |  | $134804.93         | $133836.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA5803 | 2051-09-01      | 4.0000%  |  | $6105710.66        | $5688710.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6255 | 2051-11-01      | 2.5000%  |  | $527999.55         | $445832.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3238 | 2055-01-01      | 5.0000%  |  | $30768624.89       | $30111735.27       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1070 | 2054-03-01      | 6.0000%  |  | $47325659.29       | $48819162.45       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1784 | 2054-06-01      | 6.0000%  |  | $16684736.13       | $17104273.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  |  | $7092.50           | $7194.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  |  | $9508.31           | $9519.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  |  | $7250.38           | $7211.89           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q63957 G | 2049-05-01      | 4.5000%  |  | $459406.17         | $446190.89         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  |  | $9550.31           | $9049.42           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62796 G | 2049-04-01      | 4.0000%  |  | $705860.32         | $667787.86         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q63560 G | 2049-05-01      | 3.5000%  |  | $1149993.47        | $1050970.60        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62386 G | 2049-04-01      | 4.5000%  |  | $333347.50         | $321425.32         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q33608 G | 2045-05-01      | 4.0000%  |  | $2731901.33        | $2586365.66        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  |  | $19711.11          | $18644.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  |  | $33237456.68       | $34169401.73       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL1808 | 2054-01-01      | 2.5000%  |  | $4940720.00        | $4082829.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1130 | 2054-12-01      | 5.0000%  |  | $24576890.79       | $24101835.88       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1786 | 2055-01-01      | 5.0000%  |  | $43202182.00       | $42525362.23       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1685 | 2055-06-01      | 6.0000%  |  | $30186261.67       | $31139030.65       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0851 | 2055-04-01      | 5.5000%  |  | $45708389.60       | $46115575.16       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0301 | 2055-08-01      | 6.0000%  |  | $9958736.00        | $10203133.34       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4220 | 2055-06-01      | 5.5000%  |  | $1214883.25        | $1222312.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  |  | $11183652.55       | $10935450.02       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX0988 | 2054-12-01      | 4.5000%  |  | $9007006.98        | $8582957.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  |  | $959082.73         | $921150.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  |  | $694140.05         | $687820.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  |  | $4201708.34        | $4303311.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  |  | $564642.06         | $591446.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  |  | $200094.46         | $204934.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $409411.88         | $409240.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5610 | 2045-01-01      | 6.0000%  |  | $11009632.87       | $11292701.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  |  | $1232487.09        | $1213941.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  |  | $423508.41         | $417230.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  |  | $989561.53         | $979980.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  |  | $8502.57           | $8192.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  |  | $6911.51           | $6822.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  |  | $5662756.91        | $5559653.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  |  | $545635.59         | $537085.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8410 | 2052-09-01      | 5.0000%  |  | $604989.96         | $604165.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8415 | 2052-09-01      | 5.0000%  |  | $979971.05         | $973303.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7935 | 2052-08-01      | 5.0000%  |  | $1453899.54        | $1437907.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7890 | 2052-08-01      | 4.5000%  |  | $16874.58          | $16448.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7775 | 2052-09-01      | 5.0000%  |  | $911378.10         | $908528.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  |  | $9407.68           | $9292.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6083 | 2053-04-01      | 5.5000%  |  | $63443663.74       | $64103625.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  |  | $58219120.79       | $57750612.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6066 | 2053-04-01      | 5.0000%  |  | $77604526.22       | $76434922.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $8707.96           | $8927.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2803 | 2052-02-01      | 2.0000%  |  | $147664.73         | $116980.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2099 | 2051-11-01      | 3.0000%  |  | $14235229.75       | $12229058.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB0339 | 2036-05-01      | 2.5000%  |  | $79531412.49       | $74218899.68       | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81158 G | 2044-05-01      | 4.0000%  |  | $138449.46         | $131360.06         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17383 G | 2043-04-01      | 4.0000%  |  | $10505.72          | $10095.55          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  |  | $387551.57         | $370770.71         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q15748 G | 2043-02-01      | 3.5000%  |  | $146669.53         | $137140.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8855 | 2051-02-01      | 2.0000%  |  | $102570539.09      | $80932429.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8821 | 2051-02-01      | 2.0000%  |  | $94015288.70       | $74166655.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8727 | 2051-01-01      | 2.0000%  |  | $89153600.11       | $70946533.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8523 | 2051-01-01      | 2.0000%  |  | $8964228.93        | $7074055.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8225 | 2050-12-01      | 2.0000%  |  | $235214.78         | $187973.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7967 | 2050-12-01      | 2.0000%  |  | $73354145.49       | $57890847.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7704 | 2050-11-01      | 2.0000%  |  | $71932988.11       | $57486086.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7555 | 2050-11-01      | 2.0000%  |  | $101139091.18      | $80493332.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTCA7425 | 2040-10-01      | 2.0000%  |  | $92164470.56       | $79871450.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3337 | 2049-03-01      | 4.0000%  |  | $928025.39         | $873785.40         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q06568 G | 2042-03-01      | 4.0000%  |  | $239021.09         | $229589.16         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q05155 G | 2041-12-01      | 4.0000%  |  | $662977.62         | $637985.57         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q03209 G | 2041-09-01      | 4.0000%  |  | $396325.39         | $380271.56         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q02918 G | 2041-08-01      | 4.0000%  |  | $638736.90         | $614660.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $9956.61           | $9494.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $3220062.57        | $2766191.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  |  | $6881.25           | $6334.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  |  | $6317.85           | $6412.41           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q16986 G | 2043-04-01      | 4.0000%  |  | $773065.46         | $742719.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR9367 | 2043-04-01      | 4.0000%  |  | $225170.71         | $212336.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB8923 | 2043-04-01      | 3.0000%  |  | $64820.44          | $58069.84          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17688 G | 2043-04-01      | 4.0000%  |  | $72870.72          | $69277.92          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7413 | 2048-07-01      | 4.5000%  |  | $175504.18         | $171799.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  |  | $279502.43         | $267704.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5948 | 2053-02-01      | 6.0000%  |  | $7394.75           | $7677.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB9662 | 2043-06-01      | 3.0000%  |  | $105107.82         | $94315.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL852707 | 2036-01-01      | 6.0000%  |  | $283627.94         | $296183.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL851161 | 2036-04-01      | 6.0000%  |  | $152838.34         | $157227.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP880456 | 2036-04-01      | 6.0000%  |  | $138476.75         | $139666.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880307 | 2036-04-01      | 6.0000%  |  | $113088.90         | $117052.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  |  | $229378.91         | $214918.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  |  | $260095.03         | $265377.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  |  | $134524.65         | $136159.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  |  | $75802.64          | $76468.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $824.58            | $709.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $16602.33          | $14913.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD5106 | 2053-04-01      | 5.0000%  |  | $349295.54         | $344671.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  |  | $11427.61          | $11685.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8673 | 2032-10-01      | 3.0000%  |  | $173591.73         | $168206.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $27946.65          | $25120.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $11172113.61       | $9610084.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  |  | $44694.08          | $40801.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  |  | $8996.22           | $8406.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3209 | 2047-12-01      | 3.0000%  |  | $73624.58          | $64568.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CQMA1372 | 2043-03-01      | 3.5000%  |  | $1578284.54        | $1460062.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB9462 | 2043-05-01      | 3.0000%  |  | $94240.09          | $84523.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB6825 | 2042-11-01      | 3.5000%  |  | $2716368.83        | $2519586.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  |  | $6963051.82        | $6514670.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  |  | $274055.06         | $256435.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  |  | $1316629.60        | $1226323.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAB2479 | 2041-03-01      | 4.5000%  |  | $566789.11         | $561900.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  |  | $6189.99           | $6296.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7272 | 2052-08-01      | 5.0000%  |  | $1173711.29        | $1152390.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6497 | 2052-09-01      | 5.0000%  |  | $10923.22          | $10835.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6445 | 2052-09-01      | 5.0000%  |  | $811557.73         | $805705.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  |  | $317162.10         | $315234.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  |  | $1105943.90        | $1057137.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5447 | 2052-07-01      | 5.0000%  |  | $734815.60         | $728639.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW4160 | 2052-08-01      | 5.0000%  |  | $485944.26         | $485022.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1968 | 2052-07-01      | 5.0000%  |  | $909849.53         | $908215.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  |  | $14507.65          | $13832.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW1850 | 2053-02-01      | 5.5000%  |  | $961020.04         | $978433.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1479 | 2052-06-01      | 5.0000%  |  | $1060455.62        | $1052411.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 GLAB0459 | 2039-02-01      | 5.0000%  |  | $957733.58         | $963884.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  |  | $1238317.94        | $1301094.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3118 | 2052-06-01      | 5.0000%  |  | $610063.17         | $602718.42         | Agency Mortgage-Backed Securities  |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $11887900.00       | $11962890.81       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $143100.00         | $144608.35         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $4803500.00        | $4851641.51        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $12000300.00       | $12037766.89       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $1913200.00        | $1950431.21        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $7443000.00        | $7402011.15        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $10802100.00       | $10702472.23       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $11437800.00       | $11013732.00       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $52277200.00       | $47446914.96       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $19430900.00       | $19572274.72       | U.S. Treasuries (including strips) |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  |  | $1775900.00        | $1767249.59        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $338700.00         | $340669.20         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $180100.00         | $184080.11         | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $9352800.00        | $9047666.84        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $12688000.00       | $12785089.34       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $14379000.00       | $14519650.12       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $4969600.00        | $5155550.84        | U.S. Treasuries (including strips) |
| FMAC 06.000 FGPC P51367 G | 2036-11-01      | 6.0000%  |  | $719984.20         | $735526.50         | Agency Mortgage-Backed Securities  |

### Security 121: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.340%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $957971000.00      | $997857559.54      | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $1610599900.00     | $994374618.02      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  |  | $993000000.00      | $1011777765.05     | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $910864700.00      | $948221538.51      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $169162700.00      | $156423955.32      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $1053057600.00     | $991344578.73      | U.S. Treasuries (including strips) |

### Security 122: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $24838.59          | $23875.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $245537.58         | $229455.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5424 | 2050-03-01      | 3.0000%  |  | $1427721.11        | $1240332.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $34334.13          | $32193.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $308354.47         | $301548.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $280923.98         | $270034.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA3350 | 2049-04-01      | 5.0000%  |  | $1434.69           | $1440.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCA3257 | 2049-03-01      | 5.5000%  |  | $74685.07          | $76285.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2797 | 2048-12-01      | 4.5000%  |  | $94556.62          | $91854.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $186636.99         | $185636.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2548742.26        | $2566802.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA3465 | 2038-09-01      | 4.0000%  |  | $114.19            | $111.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $115119.37         | $95623.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2493 | 2053-05-01      | 6.0000%  |  | $905.38            | $924.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5903 | 2053-07-01      | 6.5000%  |  | $859.47            | $905.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  |  | $100544.89         | $100028.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA1886 | 2038-06-01      | 4.5000%  |  | $2762443.57        | $2782015.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  |  | $123328.58         | $116491.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  |  | $130853.56         | $129000.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA2448 | 2030-11-01      | 3.0000%  |  | $68651.06          | $66927.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  |  | $486951.78         | $470343.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $343531.40         | $324432.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  |  | $188380.11         | $187873.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2176 | 2035-02-01      | 3.0000%  |  | $132104.13         | $124987.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  |  | $6330.08           | $6393.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8974 | 2054-08-01      | 5.0000%  |  | $229829.46         | $225573.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $5795.10           | $6229.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  |  | $6415819.24        | $6734856.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  |  | $33600.96          | $31697.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9450 | 2047-04-01      | 3.5000%  |  | $513.91            | $472.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8364 | 2046-11-01      | 3.5000%  |  | $24612039.71       | $22648679.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $157649.91         | $139199.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $16270779.12       | $14384995.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7879 | 2046-09-01      | 3.0000%  |  | $15969867.67       | $14197244.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $60805.57          | $50182.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV2815 | 2052-02-01      | 3.5000%  |  | $790085.76         | $710132.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  |  | $128339.29         | $125491.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 U3BF0208 | 2042-02-01      | 3.5000%  |  | $11270107.70       | $10622692.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $368550.15         | $351241.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $1992955.92        | $1784119.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $1568484.08        | $1599822.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7513 | 2054-12-01      | 6.5000%  |  | $788.81            | $821.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7973 | 2055-01-01      | 6.5000%  |  | $994.49            | $1037.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC4986 | 2054-11-01      | 5.0000%  |  | $978.50            | $958.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC3926 | 2054-08-01      | 7.0000%  |  | $990.57            | $1055.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3871 | 2054-10-01      | 5.5000%  |  | $1563881.24        | $1568335.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3175 | 2054-10-01      | 5.0000%  |  | $1488741.91        | $1460586.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3250 | 2055-01-01      | 5.0000%  |  | $6194710.38        | $6062507.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7744 | 2051-04-01      | 2.0000%  |  | $63009.89          | $50406.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR6515 | 2051-04-01      | 2.0000%  |  | $181014.96         | $144250.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  |  | $70480.51          | $56039.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7780 | 2054-07-01      | 6.0000%  |  | $987.12            | $1022.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB7471 | 2055-02-01      | 5.0000%  |  | $991.31            | $979.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB7023 | 2054-06-01      | 7.0000%  |  | $2314356.10        | $2455882.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1543092.36        | $1610133.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5512 | 2054-07-01      | 5.5000%  |  | $36120.02          | $36121.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB4821 | 2054-06-01      | 6.5000%  |  | $743896.95         | $772867.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDB4335 | 2054-05-01      | 4.5000%  |  | $934.07            | $900.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDB2845 | 2054-10-01      | 4.5000%  |  | $992.95            | $946.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2766 | 2054-04-01      | 6.0000%  |  | $933.18            | $959.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB1086 | 2054-05-01      | 5.5000%  |  | $115779.96         | $115803.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $1639.45           | $1672.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA6327 | 2054-04-01      | 6.5000%  |  | $941.77            | $998.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  |  | $20381383.07       | $21156629.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 ZLFP0044 | 2050-10-01      | 3.5000%  |  | $887.26            | $797.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 ZLFP0059 | 2050-08-01      | 2.5000%  |  | $6002283.03        | $4963848.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  |  | $14200773.53       | $14245837.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9535 | 2054-10-01      | 5.0000%  |  | $1121879.39        | $1097474.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9534 | 2054-10-01      | 5.5000%  |  | $940.93            | $946.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  |  | $1628302.99        | $1595243.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9047 | 2054-04-01      | 5.0000%  |  | $9221488.81        | $9122751.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS8858 | 2035-02-01      | 3.0000%  |  | $3508498.69        | $3428490.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  |  | $75775.63          | $62739.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $98669.83          | $81228.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  |  | $27432132.20       | $27969472.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $91076.98          | $91299.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $3881233.98        | $3486460.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  |  | $142433.22         | $139581.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5115 | 2033-06-01      | 4.0000%  |  | $166298.80         | $164877.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $3468612.38        | $3539822.99        | Agency Mortgage-Backed Securities  |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $15315400.00       | $15264439.00       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $11127300.00       | $11379274.00       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $148000.00         | $142697.65         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $30000.00          | $25570.26          | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 25      | 2025-11-15      | 2.2500%  |  | $100.00            | $99.84             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $10000000.00       | $6146246.80        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $6136800.00        | $3873104.35        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $5486700.00        | $3617862.38        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40        | 2040-05-15      | 4.3750%  |  | $14100000.00       | $13802450.69       | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26        | 2026-01-08      | 0.0000%  |  | $260000.00         | $255227.70         | U.S. Treasuries (including strips) |
| USTR BILL 09/09/25        | 2025-09-09      | 0.0000%  |  | $1125100.00        | $1119908.79        | U.S. Treasuries (including strips) |
| USTR BILL 10/23/25        | 2025-10-23      | 0.0000%  |  | $4351000.00        | $4308468.97        | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  |  | $300000.00         | $293161.80         | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $2272800.00        | $2317450.14        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37        | 2037-02-15      | 4.7500%  |  | $5752200.00        | $6059607.74        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $2239900.00        | $2246760.63        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  |  | $1657400.00        | $1672974.59        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $910000.00         | $848502.50         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  |  | $1980200.00        | $1941370.26        | U.S. Treasuries (including strips) |
| FNMA FNMS 04.500 I4BF0148 | 2056-04-01      | 4.5000%  |  | $30736.32          | $29559.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1492297.48        | $1535847.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $197.43            | $205.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0131 | 2056-08-01      | 3.5000%  |  | $29549.46          | $26453.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0822 | 2062-10-01      | 2.5000%  |  | $1084.10           | $852.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2453991.87        | $2315275.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD3833 | 2046-07-01      | 3.5000%  |  | $3213053.33        | $2954893.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $13642.21          | $12531.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $39010.84          | $37435.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $80756.70          | $71451.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1608 | 2033-10-01      | 3.5000%  |  | $23145.42          | $22516.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1561 | 2033-09-01      | 3.0000%  |  | $27883.50          | $26753.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  |  | $33647.16          | $31783.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1138 | 2032-08-01      | 3.5000%  |  | $40978.24          | $40192.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CJMA0940 | 2026-12-01      | 3.0000%  |  | $26493.25          | $26277.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0939 | 2031-12-01      | 4.5000%  |  | $25090.05          | $25153.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  |  | $611893.61         | $606241.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CJMA0902 | 2026-11-01      | 3.0000%  |  | $73422.52          | $72707.97          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA9081 | 2053-05-01      | 6.5000%  |  | $44297.60          | $46431.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  |  | $16109.50          | $15184.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $62325.12          | $60368.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  |  | $36850111.18       | $29299142.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  |  | $8061006.43        | $6408981.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  |  | $791.31            | $693.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY2247 | 2053-05-01      | 5.0000%  |  | $364772.31         | $357468.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA1764 | 2034-01-01      | 4.0000%  |  | $91754.81          | $90534.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  |  | $23507.28          | $23559.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  |  | $26099.05          | $25877.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0448 | 2040-06-01      | 4.5000%  |  | $29549.40          | $28310.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  |  | $65889.72          | $66641.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL6047 | 2044-11-01      | 3.5000%  |  | $210.09            | $195.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL3433 | 2041-10-01      | 4.0000%  |  | $72.88             | $70.21             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $10570448.99       | $9891981.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  |  | $71.70             | $67.15             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ4203 | 2041-12-01      | 3.5000%  |  | $916494.21         | $858238.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9851 | 2053-10-01      | 6.5000%  |  | $1242534.28        | $1309035.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7901 | 2055-07-01      | 5.5000%  |  | $1240524.00        | $1248891.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $2109.07           | $2108.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2261 | 2055-07-01      | 6.5000%  |  | $999.34            | $1046.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1716 | 2055-01-01      | 5.5000%  |  | $848189.92         | $853375.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5556 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  |  | $1199166.98        | $1262302.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  |  | $4614655.59        | $4277053.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2500 | 2055-06-01      | 6.5000%  |  | $999.23            | $1047.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4032 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1051.95           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $846.06            | $881.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBJ6881 | 2033-06-01      | 4.0000%  |  | $280885.36         | $283188.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $18421006.94       | $18424715.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3898 | 2035-01-01      | 3.5000%  |  | $44626.78          | $43205.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2227 | 2054-08-01      | 6.5000%  |  | $9700631.51        | $10083900.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6990 | 2050-09-01      | 2.5000%  |  | $405033.55         | $339615.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA0052 | 2032-07-01      | 2.0000%  |  | $52125.29          | $49226.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA2854 | 2046-12-01      | 2.5000%  |  | $287.98            | $243.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  |  | $3014.07           | $2504.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0147 | 2051-11-01      | 3.0000%  |  | $695.07            | $602.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA7081 | 2054-01-01      | 7.0000%  |  | $761.63            | $817.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  |  | $754659.62         | $705322.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0831 | 2052-03-01      | 3.0000%  |  | $856.45            | $735.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU0034 | 2051-08-01      | 4.0000%  |  | $282675.35         | $262613.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $854358.83         | $822195.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  |  | $14031.43          | $13220.42          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $678261.58         | $680851.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $2461.97           | $2212.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  |  | $163778.81         | $153432.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $2391.60           | $2300.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  |  | $2318506.91        | $2023047.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $45301.62          | $45727.60          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  |  | $4562.90           | $4566.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  |  | $186110.16         | $173800.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0055 | 2054-04-01      | 5.5000%  |  | $2517.34           | $2517.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6078 | 2053-12-01      | 7.5000%  |  | $2212.39           | $2421.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4673157.65        | $4724292.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0714 | 2054-01-01      | 6.5000%  |  | $20795439.48       | $21601193.45       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ0693 | 2054-01-01      | 5.5000%  |  | $12299677.06       | $12374389.39       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0095 | 2053-10-01      | 6.0000%  |  | $18025333.62       | $18456193.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  |  | $18830745.19       | $19224910.35       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0611 | 2055-02-01      | 5.0000%  |  | $1000.83           | $982.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0589 | 2055-02-01      | 5.0000%  |  | $288821.38         | $284213.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  |  | $9312247.53        | $9333408.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL0293 | 2052-06-01      | 3.0000%  |  | $7237182.05        | $6231286.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  |  | $17746329.35       | $17783496.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  |  | $11707.23          | $10703.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $32263.77          | $30423.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  |  | $106170.95         | $100136.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH0567 | 2047-06-01      | 3.5000%  |  | $29882.23          | $27002.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2693 | 2055-05-01      | 7.0000%  |  | $998.08            | $1058.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9134 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1028.75           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4713 | 2047-04-01      | 3.5000%  |  | $240.10            | $220.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  |  | $66665.96          | $58711.38          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4703 | 2047-02-01      | 3.0000%  |  | $9125.19           | $8046.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  |  | $1342726.17        | $1055049.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4568 | 2037-03-01      | 2.5000%  |  | $1743574.60        | $1622778.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  |  | $827.70            | $651.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $862655.08         | $679369.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5383 | 2034-05-01      | 5.0000%  |  | $285821.27         | $290440.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  |  | $897.18            | $897.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5288 | 2034-02-01      | 4.5000%  |  | $633672.51         | $637417.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  |  | $6236.32           | $6238.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $40122.86          | $34667.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $713629.31         | $590801.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $1434461.54        | $1127474.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CKMA4322 | 2051-03-01      | 1.5000%  |  | $823.84            | $599.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD3749 | 2055-02-01      | 4.5000%  |  | $994.41            | $947.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3071 | 2055-03-01      | 6.5000%  |  | $777337.42         | $811479.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD2508 | 2055-02-01      | 6.0000%  |  | $2611289.88        | $2675370.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2296 | 2055-01-01      | 6.5000%  |  | $996.11            | $1037.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD1105 | 2055-01-01      | 7.0000%  |  | $993.70            | $1058.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6825 | 2053-12-01      | 6.0000%  |  | $890.35            | $920.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  |  | $875.40            | $876.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6671 | 2053-06-01      | 5.5000%  |  | $32726.62          | $32712.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $5384.20           | $5289.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $189242.27         | $187839.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  |  | $19454.68          | $19494.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6080 | 2053-10-01      | 6.0000%  |  | $868063.79         | $891072.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6043 | 2053-05-01      | 3.5000%  |  | $123534.85         | $111047.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5930 | 2053-07-01      | 4.5000%  |  | $981829.24         | $938390.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5745 | 2053-08-01      | 6.5000%  |  | $25803614.78       | $26899279.27       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $103854.82         | $95895.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4633 | 2045-10-01      | 3.5000%  |  | $53507.67          | $49473.22          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4595 | 2044-12-01      | 3.0000%  |  | $106737.40         | $94826.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS4191 | 2035-07-01      | 5.5000%  |  | $52154.61          | $53796.56          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $2389880.67        | $2334292.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $180611.44         | $163888.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  |  | $52053.61          | $47402.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7869 | 2051-01-01      | 2.5000%  |  | $64876.95          | $54265.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $882657.55         | $888054.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  |  | $10705.67          | $10717.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  |  | $1934.64           | $1936.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9346 | 2054-10-01      | 6.0000%  |  | $1939.04           | $1979.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  |  | $18188639.14       | $18209161.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB9173 | 2054-09-01      | 7.0000%  |  | $10277812.69       | $10997180.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $129222.31         | $133166.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  |  | $425979.59         | $450754.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $2045850.26        | $2048158.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8491 | 2054-05-01      | 5.5000%  |  | $1771.21           | $1774.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8421 | 2054-02-01      | 5.5000%  |  | $601995.05         | $602302.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  |  | $6318829.72        | $6576296.75        | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  |  | $54381.06          | $47946.48          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08715 G | 2046-08-01      | 3.0000%  |  | $175.89            | $155.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  |  | $708.81            | $559.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $553.04            | $504.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  |  | $44694.08          | $40801.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  |  | $82762.21          | $71830.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  |  | $36485.64          | $27230.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4183 | 2050-11-01      | 2.5000%  |  | $157175.21         | $130212.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  |  | $475.41            | $435.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  |  | $5078382.30        | $4406588.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4159 | 2050-10-01      | 2.5000%  |  | $130989.69         | $108286.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  |  | $43731.73          | $43185.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  |  | $446933.70         | $372005.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  |  | $64036.36          | $59999.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  |  | $307232.78         | $256044.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3956 | 2035-03-01      | 3.0000%  |  | $49667.30          | $47436.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  |  | $21122.21          | $20707.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  |  | $476210.72         | $458238.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3900 | 2030-01-01      | 3.0000%  |  | $107461.24         | $105003.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL890482 | 2039-01-01      | 6.5000%  |  | $25982.04          | $27534.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL889210 | 2035-01-01      | 4.5000%  |  | $195620.73         | $193228.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  |  | $79629.75          | $80485.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA9326 | 2054-01-01      | 7.5000%  |  | $1877.74           | $2028.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA9122 | 2054-04-01      | 6.5000%  |  | $1926.63           | $2020.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  |  | $48306.19          | $43672.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $19795204.77       | $20001121.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  |  | $15164964.67       | $12638471.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5522 | 2050-04-01      | 4.0000%  |  | $29076.70          | $27273.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  |  | $224898.36         | $212141.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7685 | 2051-06-01      | 3.0000%  |  | $110083.88         | $94866.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  |  | $70727.46          | $64948.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $15640.58          | $14184.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7087 | 2051-04-01      | 2.5000%  |  | $15037401.42       | $12640354.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM5684 | 2049-09-01      | 5.0000%  |  | $1725380.28        | $1737272.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $15803.26          | $14743.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $28700.25          | $28546.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $72855.28          | $66033.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0593 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1049.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC9915 | 2055-01-01      | 7.0000%  |  | $993.64            | $1061.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9269 | 2054-12-01      | 4.5000%  |  | $1502567.40        | $1432758.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9140 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1027.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6214 | 2053-11-01      | 5.5000%  |  | $1685.06           | $1706.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  |  | $20021.32          | $16469.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  |  | $11476.31          | $9859.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4922 | 2051-06-01      | 3.0000%  |  | $1579934.67        | $1380796.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  |  | $706.67            | $715.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  |  | $5003166.20        | $4914593.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  |  | $501508.39         | $504489.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $36653.40          | $33248.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  |  | $1605.65           | $1617.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  |  | $81617.70          | $80135.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3880 | 2053-02-01      | 6.0000%  |  | $761.46            | $791.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3835 | 2052-11-01      | 4.5000%  |  | $475600.89         | $453713.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  |  | $81244.96          | $73491.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  |  | $1598.46           | $1543.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3672 | 2053-02-01      | 5.5000%  |  | $82990.32          | $83510.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  |  | $44329.71          | $38722.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $114473.16         | $100419.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  |  | $66471.53          | $55393.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM2632 | 2050-03-01      | 2.5000%  |  | $473.75            | $394.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $104681.23         | $94033.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $27342.81          | $25322.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2271 | 2054-09-01      | 6.0000%  |  | $1269194.51        | $1294285.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1885 | 2054-07-01      | 6.5000%  |  | $918.08            | $968.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1449 | 2054-08-01      | 6.5000%  |  | $4128708.13        | $4328594.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB9732 | 2054-08-01      | 6.0000%  |  | $987.70            | $1021.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9250 | 2054-08-01      | 6.5000%  |  | $793.26            | $831.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7833 | 2054-12-01      | 6.5000%  |  | $945.88            | $994.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1681 | 2047-03-01      | 2.0000%  |  | $1675.22           | $1348.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7581 | 2054-09-01      | 6.0000%  |  | $1133451.13        | $1159990.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7289 | 2053-08-01      | 6.0000%  |  | $2939.70           | $3012.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $283843.83         | $283844.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $3621883.37        | $3699572.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $11958408.14       | $11971004.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3315 | 2055-07-01      | 6.0000%  |  | $999.73            | $1032.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3312 | 2055-07-01      | 5.5000%  |  | $999.55            | $1011.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3305 | 2055-07-01      | 6.5000%  |  | $999.46            | $1044.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2275 | 2051-12-01      | 2.5000%  |  | $1561.58           | $1296.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2211 | 2051-11-01      | 2.5000%  |  | $484866.60         | $398929.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  |  | $43549.88          | $37522.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  |  | $690.87            | $597.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1814 | 2051-09-01      | 2.5000%  |  | $251813.68         | $208335.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $30603.18          | $24255.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $712194.89         | $611829.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1250 | 2051-07-01      | 2.5000%  |  | $48460.59          | $40342.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0614 | 2051-05-01      | 3.0000%  |  | $47749.68          | $41094.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $69186.81          | $61447.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0288 | 2046-04-01      | 2.0000%  |  | $1516723.70        | $1231407.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  |  | $1822252.85        | $1702245.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9286 | 2051-02-01      | 2.5000%  |  | $3344.22           | $2799.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $86260.79          | $84573.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM3688 | 2047-02-01      | 3.5000%  |  | $180.21            | $166.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  |  | $643.40            | $609.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM3149 | 2047-11-01      | 4.5000%  |  | $846.81            | $823.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2381 | 2053-03-01      | 5.5000%  |  | $796.31            | $803.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  |  | $55488.23          | $49844.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8508 | 2040-09-01      | 6.5000%  |  | $1565459.81        | $1659911.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  |  | $2196.41           | $1823.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV2623 | 2052-07-01      | 4.5000%  |  | $77646.08          | $74098.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4074 | 2035-07-01      | 2.0000%  |  | $158814.93         | $145482.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  |  | $536278.06         | $537034.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA1280 | 2053-10-01      | 5.5000%  |  | $824.11            | $835.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1429 | 2052-04-01      | 3.5000%  |  | $80808.33          | $72589.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4756 | 2051-03-01      | 2.0000%  |  | $125388.37         | $99832.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9051 | 2054-08-01      | 5.5000%  |  | $3684074.70        | $3743032.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  |  | $36450.65          | $28869.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  |  | $787.47            | $655.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $68613.19          | $57161.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $5437.81           | $5365.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  |  | $259406.37         | $248852.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0524 | 2052-04-01      | 3.5000%  |  | $10336128.98       | $9365221.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $849.00            | $730.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5986 | 2053-07-01      | 5.5000%  |  | $1180691.39        | $1181293.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  |  | $850.49            | $851.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  |  | $923.20            | $909.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3269 | 2053-06-01      | 5.5000%  |  | $48047.33          | $48086.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2827 | 2053-06-01      | 5.5000%  |  | $7125152.54        | $7140238.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2603 | 2053-08-01      | 5.5000%  |  | $172626.39         | $172732.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0243 | 2029-11-01      | 5.0000%  |  | $37801.37          | $38229.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  |  | $12641.91          | $12642.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CKMA0216 | 2039-10-01      | 5.5000%  |  | $34915.95          | $35004.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  |  | $457750.07         | $457739.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0898 | 2041-10-01      | 4.5000%  |  | $57001.64          | $54047.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0864 | 2031-10-01      | 4.5000%  |  | $55.44             | $55.58             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0777 | 2031-06-01      | 5.0000%  |  | $41367.33          | $41927.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CWAB9717 | 2028-06-01      | 2.5000%  |  | $48833.87          | $47941.60          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $76937.46          | $73369.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2897 | 2037-02-01      | 3.0000%  |  | $205.26            | $193.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  |  | $233.16            | $202.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  |  | $68934.59          | $67414.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 PLAB4662 | 2041-08-01      | 4.5000%  |  | $34598.77          | $33993.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4277 | 2027-01-01      | 3.0000%  |  | $56716.44          | $56166.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9431 | 2053-09-01      | 6.5000%  |  | $568.39            | $595.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  |  | $68676.60          | $65076.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  |  | $21930272.93       | $22065195.27       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  |  | $5399.70           | $4273.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  |  | $29509150.49       | $30220025.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $118427.77         | $118861.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6923 | 2053-08-01      | 6.0000%  |  | $833.36            | $858.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6899 | 2053-08-01      | 5.0000%  |  | $3042682.30        | $3020734.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $9857172.84        | $9867053.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5100 | 2033-07-01      | 5.0000%  |  | $62066.97          | $63184.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA5051 | 2038-04-01      | 2.5000%  |  | $1719.89           | $1600.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $145894.09         | $142935.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $5088.22           | $5193.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $991970.61         | $1014022.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $126523.25         | $126656.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  |  | $44954.78          | $40382.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $189632.09         | $189899.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $195762.90         | $196588.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  |  | $54241.67          | $50323.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $431250.80         | $424150.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4779 | 2042-10-01      | 4.0000%  |  | $344136.94         | $330756.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $76510.07          | $60072.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3869 | 2035-06-01      | 3.0000%  |  | $27082.01          | $26032.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3734 | 2049-09-01      | 3.5000%  |  | $52989.31          | $49029.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM4486 | 2035-09-01      | 3.5000%  |  | $72810.21          | $70355.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  |  | $29328.36          | $28010.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3375 | 2035-02-01      | 3.5000%  |  | $29545.31          | $28909.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  |  | $107938.65         | $105597.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  |  | $40055.74          | $36675.23          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY0893 | 2055-04-01      | 4.5000%  |  | $6976.56           | $6648.11           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9372 | 2055-03-01      | 6.5000%  |  | $996.45            | $1043.61           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX9022 | 2055-03-01      | 5.5000%  |  | $988.21            | $998.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX8492 | 2055-03-01      | 4.5000%  |  | $6896.23           | $6571.60           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX8211 | 2055-02-01      | 4.5000%  |  | $6967.11           | $6639.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $994.25            | $972.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6936 | 2055-02-01      | 5.5000%  |  | $1438.62           | $1455.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX6849 | 2055-02-01      | 7.0000%  |  | $881.47            | $934.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6790 | 2055-02-01      | 5.5000%  |  | $1109932.04        | $1114864.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7128 | 2055-02-01      | 6.0000%  |  | $1142067.40        | $1179397.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  |  | $53901.23          | $52032.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  |  | $80048.95          | $80535.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5137 | 2052-11-01      | 5.5000%  |  | $27673081.62       | $27800608.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4722 | 2051-03-01      | 2.0000%  |  | $813991.39         | $648089.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $339801.01         | $270785.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR2026 | 2051-06-01      | 3.0000%  |  | $34134.06          | $29376.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  |  | $782.33            | $643.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $2021324.45        | $1588079.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  |  | $7258808.89        | $7302894.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $6291698.23        | $6553883.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3008 | 2054-12-01      | 5.0000%  |  | $2826445.34        | $2789960.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  |  | $1550847.03        | $1560329.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2923 | 2054-11-01      | 6.0000%  |  | $13654828.36       | $13967073.32       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2472 | 2054-09-01      | 6.5000%  |  | $11491185.50       | $11941119.04       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  |  | $23587894.60       | $24151645.28       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2458 | 2054-09-01      | 6.0000%  |  | $423361.19         | $432458.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2410 | 2054-09-01      | 5.5000%  |  | $25583969.19       | $25612836.42       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2158 | 2054-08-01      | 6.0000%  |  | $22046271.29       | $22498881.24       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  |  | $8111903.89        | $8441901.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  |  | $20511351.45       | $21373887.98       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $196418.45         | $196640.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $835.20            | $797.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  |  | $78908.86          | $77471.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  |  | $12391.77          | $11822.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD6582 | 2050-09-01      | 3.0000%  |  | $1642.33           | $1419.61           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6011 | 2054-07-01      | 6.0000%  |  | $16165339.26       | $16770795.87       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD5864 | 2054-06-01      | 5.0000%  |  | $961.40            | $940.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  |  | $14241075.56       | $14483363.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  |  | $29140.88          | $28829.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB3546 | 2031-09-01      | 4.0000%  |  | $1015838.97        | $1006618.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL995203 | 2035-07-01      | 5.0000%  |  | $52989.99          | $53518.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CA991216 | 2038-09-01      | 5.5000%  |  | $32012.93          | $31989.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K0954987 | 2037-09-01      | 6.0000%  |  | $81466.46          | $81637.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CK932213 | 2039-11-01      | 5.5000%  |  | $25424.12          | $25288.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP922386 | 2037-01-01      | 5.5000%  |  | $55915.81          | $56187.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.800 CA897347 | 2036-09-01      | 5.8000%  |  | $49268.38          | $49565.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CI890698 | 2030-10-01      | 2.0000%  |  | $49969.49          | $47791.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4180 | 2050-12-01      | 2.5000%  |  | $655594.47         | $548597.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  |  | $605.08            | $479.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PQU8070 | 2052-02-01      | 3.5000%  |  | $2386774.63        | $2105337.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ9408 | 2054-11-01      | 5.5000%  |  | $943.28            | $954.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $9497.24           | $8958.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  |  | $3093.34           | $2818.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH8523 | 2054-01-01      | 7.0000%  |  | $601.99            | $648.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8299 | 2054-01-01      | 7.5000%  |  | $2306.37           | $2488.69           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  |  | $2084.31           | $2243.87           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7630 | 2054-01-01      | 7.5000%  |  | $1859.54           | $2007.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH6039 | 2053-12-01      | 7.0000%  |  | $2665.29           | $2852.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5830 | 2053-12-01      | 7.5000%  |  | $1736.82           | $1889.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1726 | 2053-10-01      | 6.5000%  |  | $928.21            | $977.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  |  | $2165595.84        | $2188136.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8720 | 2053-03-01      | 6.0000%  |  | $1669002.35        | $1705653.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $4227.98           | $4327.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8924 | 2053-03-01      | 5.5000%  |  | $3283662.00        | $3298584.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  |  | $3566.20           | $3702.90           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $917.90            | $923.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5086 | 2054-03-01      | 5.5000%  |  | $906.21            | $911.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5061 | 2054-03-01      | 5.5000%  |  | $886.06            | $896.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  |  | $936.12            | $840.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  |  | $4629928.49        | $4678822.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  |  | $2675.03           | $2200.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $5693505.44        | $5815847.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $350775.17         | $350858.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $986573.22         | $993392.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1539 | 2054-05-01      | 6.5000%  |  | $856.10            | $890.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $13557125.39       | $13698164.68       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  |  | $25618500.06       | $26314170.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  |  | $86020.03          | $84479.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2164 | 2055-06-01      | 5.5000%  |  | $2062311.65        | $2076769.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1862 | 2055-05-01      | 6.5000%  |  | $306175.06         | $318377.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  |  | $2219142.88        | $2039214.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  |  | $2930367.33        | $2983870.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8280 | 2053-05-01      | 6.0000%  |  | $182225.91         | $186579.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  |  | $48079.23          | $45321.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2003 | 2048-04-01      | 4.5000%  |  | $596.26            | $581.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $750121.04         | $625817.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $8487.68           | $7624.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  |  | $29802.67          | $28409.70          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  |  | $1628.05           | $1342.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $67107.69          | $57717.98          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $4980.70           | $4474.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $6014.21           | $5172.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  |  | $808.78            | $750.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  |  | $768.38            | $633.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  |  | $1486.52           | $1223.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  |  | $5231.77           | $4515.33           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $5294.16           | $4768.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3154 | 2055-06-01      | 6.0000%  |  | $1481903.33        | $1528676.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3091 | 2055-08-01      | 5.5000%  |  | $1000.00           | $1010.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2914 | 2055-07-01      | 6.0000%  |  | $999.74            | $1026.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3506 | 2055-07-01      | 6.0000%  |  | $999.72            | $1023.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2555 | 2055-07-01      | 6.0000%  |  | $999.65            | $1029.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2560 | 2055-07-01      | 6.0000%  |  | $1657352.85        | $1720395.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2485 | 2055-06-01      | 5.5000%  |  | $999.11            | $1009.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2236 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1047.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2217 | 2055-07-01      | 6.0000%  |  | $4202934.00        | $4346703.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2201 | 2055-07-01      | 5.5000%  |  | $1000.00           | $1012.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2200 | 2055-07-01      | 5.5000%  |  | $1000.00           | $1013.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1849 | 2055-06-01      | 6.5000%  |  | $999.13            | $1048.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  |  | $32614.02          | $32072.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFS2836 | 2027-01-01      | 4.0000%  |  | $39296.44          | $39228.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  |  | $18878066.91       | $19079067.98       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1665 | 2052-09-01      | 4.5000%  |  | $17693902.19       | $16975777.47       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  |  | $874.99            | $719.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $3849.03           | $3483.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $2203601.01        | $1895746.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $4243926.56        | $4061013.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  |  | $1675.56           | $1553.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $69848.17          | $68579.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $829.31            | $769.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $852.29            | $765.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1437 | 2055-06-01      | 6.0000%  |  | $2128264.99        | $2197829.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1763 | 2055-06-01      | 5.0000%  |  | $998.96            | $983.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0499 | 2055-06-01      | 6.0000%  |  | $1336141.44        | $1381848.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0211 | 2055-06-01      | 5.5000%  |  | $997.64            | $1006.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9490 | 2055-07-01      | 5.5000%  |  | $1000.00           | $1005.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9489 | 2055-07-01      | 5.5000%  |  | $1000.00           | $1007.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD8305 | 2055-04-01      | 6.5000%  |  | $996.81            | $1054.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7967 | 2055-05-01      | 6.0000%  |  | $257006.47         | $262047.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7878 | 2055-05-01      | 6.5000%  |  | $996.78            | $1052.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7568 | 2055-04-01      | 5.0000%  |  | $1369491.62        | $1343859.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7521 | 2055-04-01      | 5.0000%  |  | $997.97            | $978.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7482 | 2055-05-01      | 6.5000%  |  | $2848519.54        | $2976120.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1425 | 2052-05-01      | 3.5000%  |  | $80165.09          | $72832.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  |  | $1470.70           | $1288.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $81774.41          | $73931.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $73394.59          | $63200.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  |  | $51400.11          | $49666.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  |  | $16470.76          | $14307.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0739 | 2052-02-01      | 3.5000%  |  | $678.95            | $613.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0735 | 2052-01-01      | 3.0000%  |  | $122635.41         | $106262.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS0440 | 2037-01-01      | 2.0000%  |  | $34801133.67       | $32037390.05       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  |  | $114095.46         | $93854.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  |  | $185402.08         | $153890.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $565.45            | $513.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9242 | 2051-10-01      | 3.0000%  |  | $13338199.88       | $11586427.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  |  | $49745.91          | $46895.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8786 | 2051-10-01      | 2.5000%  |  | $149823.02         | $125165.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  |  | $82711.15          | $72573.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  |  | $869543.46         | $877400.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7253 | 2055-05-01      | 6.5000%  |  | $963.59            | $1006.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  |  | $875.32            | $720.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  |  | $771.11            | $706.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3589 | 2050-01-01      | 4.5000%  |  | $79705.10          | $78416.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $7399.92           | $6105.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  |  | $8560080.97        | $7601523.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  |  | $782.38            | $616.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  |  | $6943.73           | $5475.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $760955.56         | $628939.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1699 | 2053-10-01      | 6.5000%  |  | $726.90            | $756.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDA0457 | 2053-09-01      | 4.5000%  |  | $2255954.77        | $2158389.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL835760 | 2035-09-01      | 4.5000%  |  | $7.37              | $7.31              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $23093.24          | $23336.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $574413.87         | $531580.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2930 | 2045-09-01      | 3.5000%  |  | $12700216.59       | $11766352.73       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  |  | $27862663.53       | $24828196.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  |  | $376698.54         | $369303.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $10548810.13       | $9855201.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $10739095.47       | $10032931.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  |  | $127.91            | $119.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  |  | $184.31            | $173.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9774 | 2053-06-01      | 4.5000%  |  | $145565.43         | $139255.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  |  | $832.68            | $828.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2973 | 2052-09-01      | 4.5000%  |  | $6275.16           | $6004.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3845 | 2029-11-01      | 2.5000%  |  | $68491.91          | $66405.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLBU4846 | 2054-04-01      | 7.5000%  |  | $398183.78         | $428761.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL890059 | 2033-04-01      | 8.0000%  |  | $412849.28         | $433616.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  |  | $54094.92          | $55960.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5024 | 2033-05-01      | 4.5000%  |  | $227596.52         | $228851.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO7242 | 2050-01-01      | 3.0000%  |  | $69990.02          | $60788.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $2664.25           | $2555.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  |  | $602747.49         | $608294.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  |  | $82234.57          | $82200.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  |  | $55560.24          | $56395.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9033 | 2051-02-01      | 2.0000%  |  | $6838364.12        | $5442426.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6840 | 2052-01-01      | 2.0000%  |  | $1473989.72        | $1174573.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  |  | $10358720.91       | $10441666.64       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  |  | $35950.88          | $32609.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6457 | 2054-06-01      | 6.0000%  |  | $845.53            | $873.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $42669.25          | $39595.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $2363597.32        | $2239017.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6639 | 2055-06-01      | 6.5000%  |  | $999.24            | $1044.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6621 | 2055-06-01      | 6.0000%  |  | $998.55            | $1034.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5514 | 2055-05-01      | 6.0000%  |  | $291319.33         | $297362.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5023 | 2055-03-01      | 6.5000%  |  | $2106260.79        | $2212285.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  |  | $1170717.74        | $1170771.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV1926 | 2052-01-01      | 3.5000%  |  | $189222.87         | $170490.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBV1609 | 2055-04-01      | 6.5000%  |  | $988.61            | $1035.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  |  | $109759.47         | $98620.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU8210 | 2052-01-01      | 2.0000%  |  | $199411.26         | $157136.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  |  | $150447.66         | $139603.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  |  | $80288.76          | $72168.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1302585.90        | $1349937.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4890 | 2054-09-01      | 6.0000%  |  | $493595.98         | $511478.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $57675.58          | $56817.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4801 | 2054-06-01      | 6.5000%  |  | $851.22            | $892.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4791 | 2054-07-01      | 6.0000%  |  | $498303.76         | $507806.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0792 | 2054-09-01      | 5.0000%  |  | $981.56            | $963.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9140 | 2055-07-01      | 6.0000%  |  | $1285240.00        | $1332904.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9090 | 2055-07-01      | 6.0000%  |  | $1909030.00        | $1959709.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY9861 | 2050-07-01      | 5.0000%  |  | $1000.00           | $979.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8801 | 2055-07-01      | 6.0000%  |  | $1966400.00        | $2041197.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY8491 | 2055-07-01      | 4.5000%  |  | $1254136.00        | $1195092.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY8460 | 2055-07-01      | 4.5000%  |  | $6000.00           | $5717.53           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY7819 | 2055-07-01      | 4.5000%  |  | $6000.00           | $5717.53           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7386 | 2055-07-01      | 6.0000%  |  | $1566500.00        | $1608087.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7015 | 2055-07-01      | 5.5000%  |  | $999.40            | $1003.31           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY6844 | 2055-06-01      | 6.5000%  |  | $1792781.75        | $1901307.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY6821 | 2055-07-01      | 6.5000%  |  | $1440200.00        | $1505417.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6611 | 2055-07-01      | 6.0000%  |  | $3662660.96        | $3777576.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY6586 | 2055-06-01      | 6.5000%  |  | $1418407.48        | $1484014.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY5177 | 2055-06-01      | 4.5000%  |  | $5992.90           | $5710.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4193 | 2055-06-01      | 5.5000%  |  | $9006726.24        | $9007837.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY3141 | 2055-05-01      | 4.5000%  |  | $6984.31           | $6656.86           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY2917 | 2055-05-01      | 4.5000%  |  | $5863.89           | $5587.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  |  | $875.65            | $877.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $43929737.44       | $44004564.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  |  | $71826.38          | $73369.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6738 | 2053-07-01      | 5.0000%  |  | $3027045.60        | $2971122.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  |  | $5926789.90        | $5895867.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $1131808.25        | $1087290.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR6750 | 2051-06-01      | 2.5000%  |  | $351881.37         | $292363.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $8430.84           | $6648.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  |  | $39340.75          | $39594.12          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q54900 G | 2048-03-01      | 3.5000%  |  | $176.02            | $160.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $484740.18         | $486840.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7860 | 2052-09-01      | 4.5000%  |  | $69639.64          | $66513.51          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLZL4712 | 2043-01-01      | 2.5000%  |  | $103568.26         | $90883.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  |  | $27115738.21       | $27680748.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ7784 | 2036-03-01      | 1.5000%  |  | $193955.57         | $172442.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ7391 | 2036-03-01      | 1.5000%  |  | $51126.65          | $45277.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $288969.92         | $257345.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ7059 | 2052-01-01      | 2.0000%  |  | $75680.87          | $59458.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ6871 | 2036-12-01      | 1.5000%  |  | $15277673.66       | $13533727.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $77135.06          | $70613.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ2479 | 2050-09-01      | 2.0000%  |  | $88850.73          | $70462.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKBQ1104 | 2050-04-01      | 4.5000%  |  | $323.87            | $303.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP6679 | 2050-09-01      | 2.0000%  |  | $1244.28           | $994.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP3484 | 2051-06-01      | 2.5000%  |  | $2540128.81        | $2127671.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $79492.14          | $83336.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD3833 | 2053-07-01      | 6.5000%  |  | $21494445.10       | $22374764.43       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX1995 | 2054-12-01      | 6.0000%  |  | $1987.82           | $2033.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX0638 | 2054-12-01      | 4.5000%  |  | $721281.83         | $687323.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0538 | 2054-12-01      | 5.0000%  |  | $985.43            | $967.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  |  | $105710.25         | $104925.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAD0020 | 2037-12-01      | 7.0000%  |  | $343948.43         | $363460.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $25217477.00       | $25698374.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  |  | $2000.00           | $2052.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE4326 | 2055-07-01      | 7.0000%  |  | $1000.00           | $1067.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4284 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1038.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4280 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1032.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4296 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4253 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4252 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1026.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4245 | 2055-07-01      | 6.0000%  |  | $1807650.00        | $1876405.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1118 | 2055-01-01      | 6.0000%  |  | $17384371.02       | $17933056.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1017 | 2055-02-01      | 6.0000%  |  | $1680141.57        | $1726085.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  |  | $32098858.76       | $26752483.53       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1717 | 2055-01-01      | 5.5000%  |  | $18790456.18       | $18905328.50       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  |  | $25029725.58       | $25551295.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0709 | 2054-11-01      | 5.0000%  |  | $24721.00          | $24480.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1842174.26        | $1807111.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6466 | 2053-06-01      | 6.0000%  |  | $778.20            | $799.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7138 | 2053-09-01      | 6.5000%  |  | $9172261.34        | $9548155.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $7107620.27        | $7188692.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  |  | $686334.45         | $698662.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4486 | 2054-03-01      | 6.0000%  |  | $46115.06          | $47035.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU2785 | 2051-11-01      | 2.0000%  |  | $899.43            | $712.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU2299 | 2051-10-01      | 2.0000%  |  | $55487.39          | $43743.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $78252.92          | $76811.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  |  | $122188.01         | $100545.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT1265 | 2051-06-01      | 2.5000%  |  | $34703.54          | $28551.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR8478 | 2051-04-01      | 2.0000%  |  | $71310.05          | $57036.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY1220 | 2055-04-01      | 4.5000%  |  | $6975.05           | $6646.67           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY0360 | 2055-04-01      | 4.5000%  |  | $5618.85           | $5354.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0793 | 2046-04-01      | 3.5000%  |  | $113428.18         | $104613.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ7528 | 2030-08-01      | 3.0000%  |  | $216222.39         | $210840.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR0965 | 2036-04-01      | 1.5000%  |  | $588358.18         | $522347.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  |  | $1198.98           | $1117.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2031 | 2054-09-01      | 6.0000%  |  | $1273218.13        | $1308416.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  |  | $1771.76           | $1522.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3468 | 2052-12-01      | 5.5000%  |  | $19860393.38       | $20081386.59       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  |  | $1614.61           | $1387.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4155 | 2048-02-01      | 3.5000%  |  | $38764.09          | $35731.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  |  | $33310.76          | $32358.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  |  | $287041.46         | $280982.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0630 | 2053-04-01      | 5.5000%  |  | $62468.67          | $62817.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8586 | 2053-08-01      | 6.0000%  |  | $2074262.44        | $2118755.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  |  | $1687.31           | $1451.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CISB8186 | 2037-09-01      | 4.5000%  |  | $602.47            | $597.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5348 | 2034-03-01      | 4.0000%  |  | $578821.42         | $573617.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  |  | $35099.41          | $34755.13          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $1795.19           | $1711.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC0444 | 2054-10-01      | 5.0000%  |  | $11453342.95       | $11197826.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  |  | $98634.05          | $93204.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  |  | $102743.06         | $102167.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $41092.70          | $39245.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS4452 | 2053-04-01      | 6.5000%  |  | $5051.71           | $5353.63           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  |  | $203.51            | $185.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9913 | 2052-06-01      | 3.5000%  |  | $157430.57         | $141516.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $62043.36          | $59952.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA0485 | 2054-09-01      | 6.5000%  |  | $941.06            | $978.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  |  | $126414.15         | $126615.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5768 | 2045-07-01      | 6.0000%  |  | $996.79            | $1020.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  |  | $97177.00          | $101983.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5733 | 2055-06-01      | 4.5000%  |  | $1034.56           | $985.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA5704 | 2045-04-01      | 4.5000%  |  | $458554.91         | $447210.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4633 | 2053-12-01      | 6.5000%  |  | $918.00            | $970.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0492 | 2052-09-01      | 5.5000%  |  | $2538.73           | $2556.56           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  |  | $2152931.64        | $2173389.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8744 | 2052-08-01      | 5.0000%  |  | $2236414.21        | $2205665.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQE1356 | 2052-04-01      | 2.5000%  |  | $506989.94         | $417031.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $6925329.36        | $5797285.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC8921 | 2051-10-01      | 2.5000%  |  | $669.33            | $557.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC6768 | 2051-09-01      | 3.0000%  |  | $708.55            | $611.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQC6745 | 2051-08-01      | 4.5000%  |  | $1252.27           | $1206.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  |  | $697.84            | $557.68            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U59043 G | 2036-05-01      | 4.0000%  |  | $96630.57          | $95245.20          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC Z40125 G | 2035-03-01      | 6.0000%  |  | $278.25            | $287.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4348 | 2053-12-01      | 6.5000%  |  | $758.40            | $794.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  |  | $2677.47           | $2839.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2620 | 2055-07-01      | 5.5000%  |  | $1000.00           | $1005.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2597 | 2055-07-01      | 6.0000%  |  | $999.89            | $1024.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2572 | 2055-07-01      | 6.0000%  |  | $999.83            | $1028.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1433 | 2055-07-01      | 5.5000%  |  | $1669453.75        | $1686582.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8854 | 2051-02-01      | 2.0000%  |  | $1442.26           | $1138.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  |  | $85092.27          | $67655.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8684 | 2051-01-01      | 2.0000%  |  | $3561239.98        | $2834257.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $23695.31          | $22089.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  |  | $7104.05           | $5907.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  |  | $30896945.10       | $24565810.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3896 | 2035-01-01      | 2.5000%  |  | $27139.37          | $25363.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  |  | $70452.55          | $63928.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  |  | $197166.58         | $166863.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  |  | $82940.15          | $72125.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $77483.35          | $72055.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  |  | $33020.98          | $29990.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $28356.92          | $28016.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3611 | 2034-03-01      | 4.0000%  |  | $80884.20          | $80419.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  |  | $978635.54         | $806134.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $48028.97          | $37846.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  |  | $2043.54           | $1615.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR2935 | 2036-03-01      | 1.5000%  |  | $57053.27          | $50665.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $37412.00          | $37307.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4629 | 2053-05-01      | 5.5000%  |  | $1233334.44        | $1243205.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $47271.99          | $43590.61          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  |  | $845.15            | $860.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U3BF0448 | 2042-02-01      | 2.5000%  |  | $1445603.59        | $1283177.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBP1925 | 2050-04-01      | 5.0000%  |  | $290743.27         | $286990.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  |  | $331610.31         | $324010.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4496 | 2036-12-01      | 1.5000%  |  | $1370.91           | $1214.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  |  | $28355.91          | $26165.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB2142 | 2054-06-01      | 6.5000%  |  | $1459985.93        | $1522103.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5991 | 2052-07-01      | 5.0000%  |  | $793.55            | $779.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  |  | $21576.53          | $18562.08          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8917 | 2053-03-01      | 6.0000%  |  | $15338467.48       | $15773803.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $2009.28           | $1597.90           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $804.86            | $828.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  |  | $154698.43         | $128890.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS7927 | 2054-05-01      | 6.5000%  |  | $25842674.80       | $27326733.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3855 | 2034-11-01      | 2.0000%  |  | $38938.69          | $35791.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8015 | 2053-07-01      | 6.0000%  |  | $311371.09         | $320537.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH4580 | 2053-11-01      | 6.5000%  |  | $819.13            | $862.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV4297 | 2052-03-01      | 3.5000%  |  | $1601140.64        | $1452869.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $85414.51          | $71559.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  |  | $1584.67           | $1521.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2443 | 2052-08-01      | 4.0000%  |  | $31305848.26       | $29199663.82       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3PSE9055 | 2052-03-01      | 2.0000%  |  | $117362.62         | $89962.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6067 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1026.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6064 | 2055-07-01      | 6.0000%  |  | $3901820.00        | $4050233.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE5795 | 2055-07-01      | 5.0000%  |  | $1000.00           | $979.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE5793 | 2055-07-01      | 5.0000%  |  | $1000.00           | $979.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE5790 | 2055-07-01      | 5.0000%  |  | $1000.00           | $983.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5815 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1050.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDE5781 | 2055-07-01      | 4.5000%  |  | $1000.00           | $957.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5724 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1024.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5720 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE5716 | 2055-07-01      | 5.5000%  |  | $1000.00           | $1007.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5554 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6204 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1053.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5196 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1042.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  |  | $246619.14         | $183905.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $655609.67         | $642821.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $903457.09         | $936351.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9416 | 2053-03-01      | 5.0000%  |  | $196449.63         | $192639.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2624 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $96920.92          | $92459.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW4925 | 2053-04-01      | 5.0000%  |  | $223956.26         | $219824.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $289814.12         | $276447.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1049974.63        | $1034498.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1447 | 2052-06-01      | 5.0000%  |  | $2665.47           | $2617.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $298625.62         | $293153.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  |  | $683.44            | $671.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV9700 | 2052-06-01      | 2.5000%  |  | $194596.71         | $160505.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8535 | 2052-05-01      | 3.0000%  |  | $53668.61          | $46685.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV8542 | 2052-05-01      | 3.5000%  |  | $68130.18          | $61239.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $165860.35         | $143664.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $70015.79          | $65446.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5403 | 2052-04-01      | 4.0000%  |  | $1744305.90        | $1634525.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3842 | 2052-04-01      | 3.0000%  |  | $279781.49         | $240605.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $15591.12          | $14575.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2496 | 2052-08-01      | 4.5000%  |  | $241306.13         | $230905.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2442 | 2052-07-01      | 4.0000%  |  | $142833.79         | $132881.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  |  | $3978762.69        | $3608270.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  |  | $554479.34         | $535252.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  |  | $564857.47         | $511815.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1820 | 2051-08-01      | 3.0000%  |  | $90871.56          | $79343.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2637 | 2052-05-01      | 2.5000%  |  | $1628.02           | $1351.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1603 | 2052-05-01      | 3.5000%  |  | $311082.42         | $281624.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1555 | 2052-04-01      | 3.5000%  |  | $152109.71         | $137360.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  |  | $7207678.56        | $7213584.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7764 | 2052-08-01      | 5.0000%  |  | $587076.74         | $576079.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $191757.85         | $160806.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $3598738.32        | $2863813.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  |  | $636.13            | $504.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  |  | $25238929.31       | $19832691.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  |  | $7055835.24        | $5570621.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  |  | $1996846.45        | $1673318.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  |  | $19769565.40       | $16485530.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $1216.54           | $1014.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $1863922.10        | $1484067.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  |  | $92093.55          | $94856.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  |  | $902758.55         | $907498.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  |  | $7938583.20        | $8368700.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  |  | $5449819.09        | $5642197.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  |  | $11099257.82       | $11424821.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  |  | $11950931.14       | $12081702.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5489 | 2053-01-01      | 6.0000%  |  | $26476151.16       | $27050921.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5460 | 2053-01-01      | 5.5000%  |  | $3723361.89        | $3737441.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $5705418.99        | $5524517.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  |  | $604642.14         | $594808.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5224 | 2052-11-01      | 4.5000%  |  | $913.55            | $871.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  |  | $28038750.52       | $28376963.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6311 | 2055-07-01      | 6.5000%  |  | $2405900.00        | $2551528.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS8505 | 2053-09-01      | 5.0000%  |  | $996.60            | $976.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $62414.55          | $58779.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5446 | 2050-08-01      | 4.0000%  |  | $8033822.90        | $7516841.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5035 | 2052-06-01      | 2.5000%  |  | $3704427.20        | $3047200.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  |  | $2005659.32        | $1911242.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  |  | $1234158.64        | $1116629.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  |  | $221530.53         | $218421.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6989 | 2053-06-01      | 5.5000%  |  | $8286589.45        | $8293992.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR3256 | 2051-02-01      | 2.0000%  |  | $56883.52          | $45967.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0584 | 2052-02-01      | 2.0000%  |  | $74231.19          | $59190.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9249 | 2051-02-01      | 2.0000%  |  | $13537701.89       | $10763659.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0912 | 2051-04-01      | 2.0000%  |  | $2742789.04        | $2182883.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0607 | 2054-09-01      | 5.5000%  |  | $815.03            | $831.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  |  | $138941.47         | $133553.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9313 | 2054-10-01      | 5.0000%  |  | $2817369.45        | $2770867.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  |  | $48308.40          | $43850.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $1587.00           | $1308.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  |  | $53585.86          | $44261.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM3084 | 2032-08-01      | 4.0000%  |  | $27163.09          | $27061.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6135 | 2051-10-01      | 2.5000%  |  | $713.29            | $593.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $806786.32         | $706801.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $92408.15          | $80322.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $31367.19          | $30730.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $846.27            | $760.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $20393339.50       | $20427607.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $34947.13          | $31392.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD4416 | 2046-07-01      | 3.5000%  |  | $104151.48         | $96494.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $38313.34          | $31848.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  |  | $157748.27         | $154813.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3463 | 2033-09-01      | 4.0000%  |  | $92098.51          | $91604.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3410 | 2033-07-01      | 3.5000%  |  | $63998.99          | $62809.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3409 | 2033-07-01      | 3.0000%  |  | $43440.81          | $42031.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB2242 | 2031-02-01      | 4.0000%  |  | $26563.10          | $26242.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  |  | $35821.45          | $35506.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4276 | 2027-01-01      | 3.0000%  |  | $112762.36         | $111669.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAB4525 | 2042-02-01      | 4.0000%  |  | $17329.74          | $16649.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9393 | 2042-04-01      | 3.5000%  |  | $228479.29         | $213814.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3353 | 2033-04-01      | 4.0000%  |  | $53250.52          | $52989.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $186578.36         | $170074.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  |  | $143.45            | $130.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $151657.53         | $146925.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  |  | $60109.20          | $56695.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  |  | $163340.00         | $154064.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4225 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1026.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4219 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1034.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4194 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1024.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4189 | 2055-08-01      | 5.5000%  |  | $1000.00           | $1006.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  |  | $19530144.15       | $19742755.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  |  | $892970.55         | $905234.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  |  | $3798388.00        | $3843183.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4696 | 2052-09-01      | 5.5000%  |  | $2178.66           | $2234.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  |  | $15827006.03       | $15719297.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  |  | $14490066.07       | $13524206.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $18058764.33       | $18513706.73       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3833 | 2052-06-01      | 3.0000%  |  | $104491.31         | $89964.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3614 | 2052-05-01      | 4.0000%  |  | $47247.52          | $44098.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  |  | $6007.04           | $5408.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  |  | $54365.07          | $50810.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $11806880.90       | $10312920.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  |  | $2781629.24        | $2533888.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3272 | 2052-04-01      | 4.0000%  |  | $45990.35          | $42925.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  |  | $73406.72          | $66702.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3588 | 2052-05-01      | 3.5000%  |  | $647920.88         | $590234.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4331 | 2031-05-01      | 1.5000%  |  | $34613.01          | $32447.55          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  |  | $2554.21           | $2542.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $2687.99           | $2214.51           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4492 | 2053-09-01      | 6.0000%  |  | $2529.88           | $2585.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0267 | 2051-04-01      | 2.0000%  |  | $2172.32           | $1722.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2841 | 2036-12-01      | 2.5000%  |  | $44963.71          | $41451.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7550 | 2045-05-01      | 3.0000%  |  | $356.96            | $316.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  |  | $9272389.11        | $9336983.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  |  | $3718519.35        | $3663398.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  |  | $51105.43          | $46398.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY6343 | 2053-07-01      | 6.0000%  |  | $141608.83         | $144820.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $69190.33          | $57113.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS3426 | 2052-10-01      | 4.0000%  |  | $64576.03          | $60271.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA4671 | 2032-07-01      | 3.0000%  |  | $48751.36          | $47135.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2996 | 2052-04-01      | 2.5000%  |  | $315623.43         | $260522.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  |  | $1291821.26        | $1174067.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2201 | 2048-08-01      | 4.5000%  |  | $2033.50           | $1971.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $148938.73         | $153284.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  |  | $40791.60          | $36642.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $818.26            | $674.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $729820.51         | $745701.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  |  | $16821.96          | $15367.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM5792 | 2035-12-01      | 1.5000%  |  | $63540.23          | $56585.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS3537 | 2052-04-01      | 2.5000%  |  | $1714957.00        | $1447336.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  |  | $30394.74          | $30285.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5540 | 2044-11-01      | 5.5000%  |  | $8103663.02        | $8237935.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD4231 | 2052-08-01      | 4.5000%  |  | $881480.14         | $845789.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  |  | $36908.44          | $36109.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $74037.86          | $69789.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3421 | 2052-12-01      | 5.0000%  |  | $832.24            | $816.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ0059 | 2053-10-01      | 5.0000%  |  | $25601911.37       | $25284183.12       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  |  | $284893.50         | $298052.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $11195187.68       | $11492408.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3090 | 2035-04-01      | 3.5000%  |  | $33079.74          | $32419.99          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  |  | $30373.29          | $23921.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $8407.37           | $7232.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM5111 | 2033-11-01      | 3.0000%  |  | $51701.81          | $50125.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $6968928.37        | $6980415.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1381 | 2052-07-01      | 4.5000%  |  | $756.67            | $737.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9324 | 2054-10-01      | 5.5000%  |  | $1906.07           | $1920.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4941 | 2053-01-01      | 5.5000%  |  | $723.53            | $728.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  |  | $621892.32         | $646160.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1634 | 2051-09-01      | 3.0000%  |  | $822.58            | $706.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  |  | $150985.42         | $146118.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  |  | $938.41            | $956.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  |  | $4068785.23        | $3877226.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1260 | 2054-04-01      | 5.0000%  |  | $12813996.13       | $12539182.90       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1281 | 2054-04-01      | 6.5000%  |  | $13286338.74       | $13813961.40       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1220 | 2054-04-01      | 5.5000%  |  | $2243144.01        | $2251926.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $731341.25         | $682226.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO5384 | 2049-12-01      | 3.5000%  |  | $275699.35         | $250487.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  |  | $205.40            | $178.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  |  | $304.33            | $286.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN3949 | 2049-01-01      | 5.0000%  |  | $26319.95          | $26208.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0892 | 2048-11-01      | 4.5000%  |  | $1193.42           | $1164.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 GLBM6653 | 2040-07-01      | 4.5000%  |  | $287598.85         | $283631.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $189057.46         | $169968.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  |  | $29572.39          | $27649.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $1029.23           | $1005.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $90990.87          | $90516.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  |  | $30059.32          | $28200.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $895.98            | $867.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $5046718.25        | $4780722.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $4958633.87        | $4956562.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  |  | $1899.24           | $1942.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  |  | $1945.98           | $1803.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  |  | $1371759.71        | $1340465.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  |  | $972.14            | $971.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5496 | 2054-10-01      | 5.0000%  |  | $953.19            | $931.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5411 | 2044-06-01      | 6.0000%  |  | $333899.79         | $342687.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5236 | 2053-12-01      | 4.0000%  |  | $890.03            | $824.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $38388.40          | $39211.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $84087.45          | $82655.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8626 | 2053-04-01      | 5.5000%  |  | $159255.24         | $159397.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  |  | $324041.86         | $321890.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX7581 | 2053-03-01      | 5.0000%  |  | $95201.36          | $93442.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX6086 | 2053-03-01      | 5.0000%  |  | $94468.66          | $92898.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX6067 | 2053-02-01      | 6.5000%  |  | $333051.88         | $352787.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $25927.62          | $27713.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4219 | 2053-01-01      | 5.5000%  |  | $97861.13          | $98407.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX3079 | 2052-11-01      | 5.0000%  |  | $86461.05          | $84841.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  |  | $76550.53          | $76693.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $97147.74          | $97455.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  |  | $146174.14         | $143513.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5213 | 2053-07-01      | 6.0000%  |  | $4750631.96        | $4884566.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $247630.32         | $242834.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $8128.69           | $6988.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4968 | 2053-07-01      | 6.0000%  |  | $1198284.76        | $1236180.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $5796088.76        | $5664318.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2077 | 2038-07-01      | 4.0000%  |  | $2896142.50        | $2833609.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKMA3704 | 2049-06-01      | 3.5000%  |  | $98996.29          | $87902.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  |  | $50693.20          | $50952.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3670 | 2049-05-01      | 3.0000%  |  | $56853.71          | $49481.49          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $863.21            | $741.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3983 | 2035-04-01      | 2.0000%  |  | $264167.81         | $241996.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9375 | 2054-10-01      | 6.0000%  |  | $7970.57           | $8136.66           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4663 | 2046-05-01      | 3.5000%  |  | $57645.79          | $53061.60          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIZT1896 | 2034-03-01      | 4.0000%  |  | $57745.30          | $57417.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV7959 | 2052-08-01      | 5.0000%  |  | $57212.04          | $56178.60          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  |  | $16820032.21       | $17058545.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6202 | 2053-02-01      | 6.0000%  |  | $1262370.64        | $1286444.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6695 | 2053-07-01      | 5.5000%  |  | $25937765.49       | $26412928.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIBY1327 | 2039-01-01      | 6.5000%  |  | $121766.26         | $127202.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  |  | $626249.78         | $516112.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  |  | $46833.79          | $38815.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV5395 | 2052-04-01      | 3.5000%  |  | $641.69            | $580.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  |  | $556063.33         | $557371.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  |  | $377717.87         | $350084.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  |  | $5812.12           | $5539.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $2000.00           | $1954.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6203 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1027.54           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1131 | 2055-05-01      | 5.0000%  |  | $1016.77           | $997.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2592 | 2055-02-01      | 6.5000%  |  | $996.16            | $1045.70           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ2835 | 2054-11-01      | 4.5000%  |  | $6979.12           | $6650.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  |  | $30223389.03       | $24862162.79       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $171070.91         | $167895.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $30533.14          | $28583.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $1704.96           | $1627.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC9914 | 2055-01-01      | 7.0000%  |  | $910.01            | $977.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5207 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1046.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $3335.55           | $3241.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC7828 | 2054-12-01      | 7.0000%  |  | $992.47            | $1054.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5299 | 2055-03-01      | 6.5000%  |  | $4545421.25        | $4755659.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY3142 | 2055-05-01      | 4.5000%  |  | $5985.61           | $5703.81           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $7692389.75        | $7936607.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  |  | $934.64            | $947.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  |  | $27383630.45       | $28864172.08       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $3978031.88        | $3729497.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD7557 | 2052-12-01      | 4.5000%  |  | $19771236.94       | $19056249.70       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $147846.40         | $129025.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  |  | $409622.39         | $358615.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  |  | $32432.42          | $29545.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3395 | 2052-12-01      | 5.0000%  |  | $944.35            | $930.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $347910.47         | $314017.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  |  | $67079.45          | $67370.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9382 | 2053-04-01      | 5.5000%  |  | $54860.53          | $54872.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  |  | $31465.09          | $30875.65          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  |  | $21972352.18       | $22475519.05       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1099 | 2054-03-01      | 5.0000%  |  | $19834567.66       | $19405678.19       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  |  | $23950848.20       | $24099111.92       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  |  | $5647.29           | $5963.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1783 | 2054-06-01      | 6.0000%  |  | $8740727.28        | $8941318.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBH8154 | 2047-11-01      | 3.0000%  |  | $76753.77          | $67281.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4834 | 2052-10-01      | 5.0000%  |  | $41578.27          | $40870.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3972 | 2051-04-01      | 3.0000%  |  | $1893811.82        | $1667118.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $3012618.18        | $2948928.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  |  | $3003718.40        | $2706820.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY1379 | 2045-04-01      | 3.5000%  |  | $11924203.32       | $11047353.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2523 | 2050-03-01      | 3.5000%  |  | $31837.47          | $29109.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $45151.17          | $39261.65          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0493 | 2052-09-01      | 5.5000%  |  | $672.85            | $676.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  |  | $8655.40           | $6795.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  |  | $3413.45           | $2704.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7710 | 2045-11-01      | 2.0000%  |  | $2690983.10        | $2188992.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7526 | 2050-11-01      | 2.5000%  |  | $5703350.94        | $4739178.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7451 | 2050-10-01      | 2.0000%  |  | $1931.82           | $1535.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  |  | $18493131.97       | $14651381.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  |  | $20623407.62       | $16413482.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  |  | $31912393.93       | $25391660.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $7158.92           | $5694.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  |  | $33849872.32       | $26937446.32       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1213 | 2054-04-01      | 5.5000%  |  | $18980977.48       | $19130762.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  |  | $236818.18         | $217544.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA2838 | 2046-11-01      | 3.0000%  |  | $57174.25          | $50826.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0149 | 2054-12-01      | 5.0000%  |  | $998.10            | $977.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY8445 | 2055-07-01      | 6.5000%  |  | $1314500.00        | $1389341.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  |  | $12452872.76       | $12463075.81       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6796 | 2053-01-01      | 5.5000%  |  | $290069.43         | $290383.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4220 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5953 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1055.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1671 | 2052-04-01      | 2.5000%  |  | $8945141.57        | $7444829.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3314 | 2055-07-01      | 5.5000%  |  | $998.49            | $1015.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6957 | 2055-07-01      | 6.0000%  |  | $998.88            | $1019.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0399 | 2055-05-01      | 5.5000%  |  | $12586500.79       | $12674648.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1743 | 2055-06-01      | 6.0000%  |  | $1595967.79        | $1637734.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6454 | 2054-11-01      | 5.0000%  |  | $989.69            | $967.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8841 | 2055-03-01      | 6.5000%  |  | $4040196.56        | $4208703.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6339 | 2053-11-01      | 6.0000%  |  | $240643.47         | $245639.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  |  | $243575.31         | $238629.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9273 | 2051-02-01      | 2.0000%  |  | $744.87            | $587.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5020 | 2043-05-01      | 5.0000%  |  | $78072.59          | $77838.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4184 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2497 | 2055-06-01      | 6.0000%  |  | $999.08            | $1018.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6312 | 2055-02-01      | 6.0000%  |  | $1072732.86        | $1105244.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5177 | 2055-02-01      | 5.5000%  |  | $42837.40          | $42885.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1751 | 2055-06-01      | 6.5000%  |  | $999.26            | $1044.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  |  | $1597664.06        | $1522455.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5698 | 2055-05-01      | 4.5000%  |  | $978.17            | $932.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  |  | $80412.19          | $78583.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5848 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1046.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  |  | $93338.54          | $83844.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7258 | 2054-12-01      | 6.5000%  |  | $993.39            | $1046.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5727 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1045.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9393 | 2055-05-01      | 6.0000%  |  | $1569633.13        | $1629337.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7749 | 2055-07-01      | 6.0000%  |  | $6000.00           | $6183.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2662097.20        | $2233127.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  |  | $87835.13          | $85963.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $69103.34          | $71378.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7534 | 2055-01-01      | 6.5000%  |  | $2327972.76        | $2424359.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1859 | 2055-01-01      | 6.5000%  |  | $882.77            | $926.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7762 | 2055-02-01      | 5.0000%  |  | $5959.76           | $5859.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9395 | 2055-05-01      | 6.0000%  |  | $998.27            | $1026.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1399 | 2055-06-01      | 6.0000%  |  | $3787372.97        | $3911170.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5794 | 2055-08-01      | 6.5000%  |  | $1000.00           | $1036.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2817 | 2036-11-01      | 2.5000%  |  | $58536.54          | $53985.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA2796 | 2046-10-01      | 3.0000%  |  | $50403.09          | $44807.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3486 | 2028-10-01      | 3.5000%  |  | $53636.09          | $53071.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $1609540.95        | $1485274.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $23278806.46       | $20651746.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $16208240.56       | $14939243.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6185 | 2045-11-01      | 3.5000%  |  | $680.02            | $629.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5186 | 2045-06-01      | 3.5000%  |  | $14412480.75       | $13334768.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  |  | $231211.08         | $222044.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO9952 | 2042-07-01      | 3.5000%  |  | $14615196.71       | $13667922.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  |  | $2309185.41        | $2076373.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $70023.18          | $68407.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1328 | 2043-01-01      | 3.5000%  |  | $2086305.64        | $1935160.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB9011 | 2028-04-01      | 3.0000%  |  | $219748.41         | $216324.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8211 | 2043-04-01      | 3.5000%  |  | $178.16            | $166.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $320.25            | $297.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1527 | 2033-08-01      | 3.0000%  |  | $45361.97          | $43513.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1635 | 2028-10-01      | 3.0000%  |  | $166849.40         | $163706.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  |  | $36112303.05       | $28533654.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5135 | 2045-06-01      | 3.5000%  |  | $15272150.51       | $14139669.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4794 | 2045-04-01      | 3.5000%  |  | $175.12            | $162.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  |  | $813922.43         | $753397.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAR2029 | 2043-02-01      | 3.5000%  |  | $188.70            | $175.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR1420 | 2043-01-01      | 4.0000%  |  | $100.76            | $96.74             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ7185 | 2043-06-01      | 3.0000%  |  | $686317.66         | $614841.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ4078 | 2043-06-01      | 4.0000%  |  | $162.07            | $155.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP7444 | 2042-10-01      | 3.5000%  |  | $13360039.36       | $12392193.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO9955 | 2042-07-01      | 3.5000%  |  | $14436046.44       | $13498867.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $732254.39         | $700205.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO4101 | 2042-05-01      | 4.0000%  |  | $9661951.54        | $9239080.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  |  | $275.30            | $263.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $7846525.77        | $7278254.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  |  | $23586371.21       | $21713652.66       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9035 | 2046-08-01      | 3.0000%  |  | $14495898.71       | $12825536.30       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA2977 | 2050-07-01      | 2.5000%  |  | $1563504.15        | $1306484.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7497 | 2053-12-01      | 7.5000%  |  | $1694.30           | $1840.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $225789.15         | $219426.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3414 | 2048-07-01      | 3.5000%  |  | $119.32            | $108.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3425 | 2048-06-01      | 3.0000%  |  | $39032.10          | $34119.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  |  | $14452858.67       | $11410657.19       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1000 | 2054-03-01      | 5.5000%  |  | $1214698.82        | $1224425.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0502 | 2050-08-01      | 3.0000%  |  | $7772918.69        | $6800650.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $3330.24           | $3269.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  |  | $51340.08          | $44461.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8102 | 2054-02-01      | 5.5000%  |  | $3015138.19        | $3017608.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $1047952.14        | $1078617.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  |  | $53846.13          | $48375.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  |  | $1468301.54        | $1319954.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $12455.87          | $11833.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  |  | $576.95            | $512.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC1946 | 2051-05-01      | 2.5000%  |  | $593.61            | $496.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  |  | $1965634.96        | $1967245.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $178842.65         | $175575.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  |  | $7894.36           | $6850.81           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  |  | $3899800.23        | $3723201.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1355 | 2054-04-01      | 6.5000%  |  | $2102904.04        | $2220560.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6118 | 2053-01-01      | 6.0000%  |  | $12318489.64       | $12589028.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $47410.67          | $39079.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  |  | $137707.30         | $126499.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4436 | 2051-10-01      | 1.5000%  |  | $383996.13         | $286349.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA9074 | 2054-02-01      | 7.5000%  |  | $1591.87           | $1718.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1780 | 2054-06-01      | 6.0000%  |  | $26051567.58       | $26994530.12       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1772 | 2054-06-01      | 5.5000%  |  | $7502.79           | $7513.29           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  |  | $854771.87         | $861616.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  |  | $23539662.13       | $23716311.60       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  |  | $18845029.27       | $19214580.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $790.83            | $807.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $1758.87           | $1724.31           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $3389.32           | $3396.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $10621062.23       | $10629764.42       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  |  | $706.20            | $721.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $12645405.13       | $12396122.05       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $84776.19          | $83157.44          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  |  | $4974.39           | $4883.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  |  | $839.27            | $801.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  |  | $1219.31           | $1131.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $95368.30          | $95439.09          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $64535.03          | $56823.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4997 | 2045-05-01      | 3.5000%  |  | $93.66             | $86.60             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5694 | 2055-03-01      | 6.5000%  |  | $1993.80           | $2041.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5160 | 2052-11-01      | 6.5000%  |  | $10720844.04       | $11227679.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA4713 | 2037-07-01      | 4.0000%  |  | $1212.83           | $1183.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CKMA4718 | 2052-07-01      | 5.0000%  |  | $101082.59         | $97932.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA4617 | 2042-04-01      | 3.0000%  |  | $1466.18           | $1326.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $451594.96         | $405919.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  |  | $20331654.98       | $21104806.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS7778 | 2033-07-01      | 3.5000%  |  | $762741.44         | $746462.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7629 | 2054-04-01      | 5.5000%  |  | $29218.85          | $29374.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $18516314.25       | $16336018.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7397 | 2054-03-01      | 6.0000%  |  | $136480.41         | $140441.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  |  | $1774448.62        | $1685797.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7290 | 2049-02-01      | 4.5000%  |  | $2082142.74        | $2023751.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5171 | 2055-06-01      | 6.5000%  |  | $1000.00           | $1039.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4983 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1047.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4977 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1023.97           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  |  | $906991.67         | $879781.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $444250.77         | $403382.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $1568.90           | $1546.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1032260.32        | $1043494.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  |  | $21844.62          | $22549.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  |  | $12204.19          | $11208.48          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $128657.57         | $125709.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3XZT1022 | 2030-04-01      | 3.5000%  |  | $104933.54         | $103736.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3XZT0983 | 2028-08-01      | 3.0000%  |  | $85587.99          | $84166.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0790 | 2048-09-01      | 3.5000%  |  | $57807.05          | $53162.47          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  |  | $50884.74          | $46451.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1782 | 2051-10-01      | 2.0000%  |  | $1688170.55        | $1332872.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX0179 | 2054-12-01      | 5.5000%  |  | $35289.59          | $35529.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  |  | $2417819.65        | $2429517.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY8671 | 2055-07-01      | 5.5000%  |  | $1000.00           | $1011.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5723 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1023.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1731 | 2055-06-01      | 6.0000%  |  | $999.14            | $1029.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2157 | 2055-06-01      | 6.0000%  |  | $998.73            | $1034.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7995 | 2051-07-01      | 2.5000%  |  | $1854932.41        | $1564790.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0687 | 2042-11-01      | 3.5000%  |  | $71410.93          | $66721.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $30844.42          | $29469.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL9246 | 2044-08-01      | 4.5000%  |  | $150.47            | $149.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6702 | 2053-07-01      | 6.0000%  |  | $10284337.86       | $10543667.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $488565.05         | $473012.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4181 | 2053-06-01      | 5.0000%  |  | $321190.49         | $315024.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7497 | 2040-09-01      | 3.5000%  |  | $357.19            | $335.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $197996.67         | $181387.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  |  | $17711904.55       | $15015999.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  |  | $285978.50         | $248076.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $11747391.26       | $9790702.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4183 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4182 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4205 | 2055-08-01      | 6.5000%  |  | $1000.00           | $1052.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4202 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1024.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4144 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3962 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1039.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3928 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1043.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3358 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1019.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3318 | 2055-07-01      | 6.5000%  |  | $999.61            | $1045.78           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3RZA3083 | 2030-08-01      | 3.0000%  |  | $451423.99         | $439486.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4908 | 2047-11-01      | 3.5000%  |  | $310041.27         | $283444.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4195 | 2047-09-01      | 3.5000%  |  | $277.87            | $252.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM2818 | 2047-03-01      | 4.0000%  |  | $31762.28          | $29973.50          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM1673 | 2046-09-01      | 3.5000%  |  | $41233.02          | $37998.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $413752.51         | $413835.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $822496.15         | $840138.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5095 | 2041-01-01      | 2.0000%  |  | $620.68            | $531.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9570 | 2053-08-01      | 6.0000%  |  | $4896336.46        | $5001372.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  |  | $30522.08          | $31166.34          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $26538083.05       | $26795139.76       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9852 | 2053-09-01      | 6.0000%  |  | $1134.00           | $1166.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3403 | 2049-04-01      | 4.5000%  |  | $669.19            | $655.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5173 | 2045-06-01      | 3.5000%  |  | $21182189.94       | $19615908.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5984 | 2053-04-01      | 5.0000%  |  | $1843.81           | $1809.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $799.66            | $767.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1966 | 2052-11-01      | 4.0000%  |  | $119222.08         | $110916.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  |  | $15460351.10       | $14270563.71       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA8733 | 2053-03-01      | 6.5000%  |  | $739.69            | $770.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $8581300.86        | $8789809.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7923 | 2052-09-01      | 4.5000%  |  | $792.20            | $762.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  |  | $845.56            | $759.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA6987 | 2052-03-01      | 3.5000%  |  | $535785.55         | $485728.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  |  | $233473.85         | $243582.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  |  | $428272.42         | $439748.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $45732.52          | $45481.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $3273764.52        | $3206132.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  |  | $17737477.67       | $17314616.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  |  | $123160.79         | $111808.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  |  | $3436145.56        | $3246574.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA0558 | 2047-10-01      | 4.5000%  |  | $568.22            | $557.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7966 | 2055-05-01      | 6.0000%  |  | $1124077.28        | $1155037.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4171 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4856 | 2055-07-01      | 6.0000%  |  | $3439890.00        | $3533166.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3445 | 2048-09-01      | 4.0000%  |  | $1594135.07        | $1503322.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $3592.76           | $3624.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA6522 | 2035-07-01      | 2.5000%  |  | $82492.23          | $77241.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3531 | 2055-08-01      | 5.5000%  |  | $1000.00           | $999.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX9019 | 2055-03-01      | 5.5000%  |  | $727180.00         | $736432.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4203 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1019.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4276 | 2055-07-01      | 5.5000%  |  | $1000.00           | $1006.32           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  |  | $2006.01           | $1582.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  |  | $3667857.62        | $3595417.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2582 | 2055-07-01      | 6.5000%  |  | $999.79            | $1043.67           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY3139 | 2055-05-01      | 4.5000%  |  | $5420.90           | $5167.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $6780.46           | $6488.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4319 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  |  | $48120.87          | $46249.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $52.57             | $54.81             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  |  | $39805.39          | $31289.09          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  |  | $776.50            | $671.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE4327 | 2055-07-01      | 7.0000%  |  | $1000.00           | $1066.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6415 | 2055-04-01      | 6.5000%  |  | $996.73            | $1034.51           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  |  | $13211520.00       | $13463463.69       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0327 | 2055-02-01      | 5.0000%  |  | $992.35            | $971.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3766 | 2055-01-01      | 6.0000%  |  | $11610850.69       | $11895281.70       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  |  | $26841.83          | $26605.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  |  | $3612370.00        | $3639485.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV1633 | 2055-05-01      | 5.5000%  |  | $997.50            | $1007.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3013 | 2055-02-01      | 6.5000%  |  | $1308563.51        | $1362108.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE5170 | 2055-07-01      | 5.5000%  |  | $1000.00           | $1017.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  |  | $371040.22         | $378171.62         | Agency Mortgage-Backed Securities  |

### Security 123: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $3393900.00        | $3438174.15        | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51431555.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51431555.71       | U.S. Treasuries (including strips) |

### Security 124: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.135%, 9/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $763901787.87
- **C.18.a - Value (excl. sponsor support):** $763901787.87
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 10/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $226331525.64
- **C.18.a - Value (excl. sponsor support):** $226331525.64
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 10/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $456633779.80
- **C.18.a - Value (excl. sponsor support):** $456633779.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $377703927.19
- **C.18.a - Value (excl. sponsor support):** $377703927.19
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.110%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297809776.25
- **C.18.a - Value (excl. sponsor support):** $297809776.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.105%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $157314798.75
- **C.18.a - Value (excl. sponsor support):** $157314798.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $851874476.25
- **C.18.a - Value (excl. sponsor support):** $851874476.25
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1059537372.60
- **C.18.a - Value (excl. sponsor support):** $1059537372.60
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 12/26/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $686672494.82
- **C.18.a - Value (excl. sponsor support):** $686672494.82
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.125%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245000117.50
- **C.18.a - Value (excl. sponsor support):** $245000117.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 134: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.115%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1690500810.75
- **C.18.a - Value (excl. sponsor support):** $1690500810.75
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 135: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.025%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1683640807.46
- **C.18.a - Value (excl. sponsor support):** $1683640807.46
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 136: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 2/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $242324309.20
- **C.18.a - Value (excl. sponsor support):** $242324309.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 137: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.945%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1708562016.10
- **C.18.a - Value (excl. sponsor support):** $1708562016.10
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 138: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.060%, 10/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1688752096.80
- **C.18.a - Value (excl. sponsor support):** $1688752096.80
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.240%, 10/23/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $432726821.72
- **C.18.a - Value (excl. sponsor support):** $432726821.72
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $624410587.35
- **C.18.a - Value (excl. sponsor support):** $624410587.35
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 141: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.955%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $155860627.23
- **C.18.a - Value (excl. sponsor support):** $155860627.23
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 142: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.930%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1615722899.67
- **C.18.a - Value (excl. sponsor support):** $1615722899.67
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 143: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499375733.46
- **C.18.a - Value (excl. sponsor support):** $499375733.46
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $845597789.28
- **C.18.a - Value (excl. sponsor support):** $845597789.28
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 145: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/11/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1693789487.60
- **C.18.a - Value (excl. sponsor support):** $1693789487.60
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.235%, 10/21/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2517731449.74
- **C.18.a - Value (excl. sponsor support):** $2517731449.74
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1641169693.35
- **C.18.a - Value (excl. sponsor support):** $1641169693.35
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 148: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.125%, 1/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1667290776.00
- **C.18.a - Value (excl. sponsor support):** $1667290776.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 149: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.120%, 1/29/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1303362157.68
- **C.18.a - Value (excl. sponsor support):** $1303362157.68
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 150: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.223%, 11/18/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246793395.00
- **C.18.a - Value (excl. sponsor support):** $246793395.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.220%, 11/18/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1209287635.50
- **C.18.a - Value (excl. sponsor support):** $1209287635.50
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.225%, 11/25/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1478562589.03
- **C.18.a - Value (excl. sponsor support):** $1478562589.03
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.210%, 12/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $343139842.44
- **C.18.a - Value (excl. sponsor support):** $343139842.44
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $336915875.00
- **C.18.a - Value (excl. sponsor support):** $336915875.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 155: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $385687500.00
- **C.18.a - Value (excl. sponsor support):** $385687500.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 156: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.451%, 10/31/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1541593608.61
- **C.18.a - Value (excl. sponsor support):** $1541593608.61
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.526%, 1/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $312308636.64
- **C.18.a - Value (excl. sponsor support):** $312308636.64
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **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 158: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.431%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $769593421.92
- **C.18.a - Value (excl. sponsor support):** $769593421.92
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **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 159: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $353254000.00
- **C.18.a - Value (excl. sponsor support):** $353254000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 160: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50774882.94
- **C.18.a - Value (excl. sponsor support):** $50774882.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 161: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.486%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $720285622.05
- **C.18.a - Value (excl. sponsor support):** $720285622.05
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **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 162: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.379%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1754657546.85
- **C.18.a - Value (excl. sponsor support):** $1754657546.85
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **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 163: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.441%, 4/30/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2129257882.08
- **C.18.a - Value (excl. sponsor support):** $2129257882.08
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **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 164: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $96425000.00
- **C.18.a - Value (excl. sponsor support):** $96425000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 11/12/25        | 2025-11-12      | 0.0000%  |  | $145336.58         | $143562.02         | U.S. Treasuries (including strips) |
| FMAC 07.000 FGPC B32133 G | 2038-09-01      | 7.0000%  |  | $50878.02          | $53820.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $10034934.68       | $9850559.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $6039535.13        | $6049490.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $10086940.30       | $10095204.86       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $10159609.68       | $9959329.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $9846127.78        | $9856479.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $9893158.35        | $9442228.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $14144540.64       | $13498870.65       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $10150154.36       | $9688271.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $10311197.97       | $9566866.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $10379301.50       | $10160772.24       | Agency Mortgage-Backed Securities  |

### Security 165: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930LFD005, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $188815000.00
- **C.18.a - Value (excl. sponsor support):** $188815000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLFA2055 | 2055-07-01      | 6.0000%  |  | $12823230.91       | $13140067.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0751 | 2050-06-01      | 3.5000%  |  | $62357.79          | $57263.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9602 | 2054-09-01      | 5.5000%  |  | $22813.87          | $22818.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  |  | $21188.50          | $21347.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB6890 | 2053-08-01      | 3.5000%  |  | $217477.39         | $197969.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB4995 | 2037-10-01      | 4.5000%  |  | $13439.70          | $13407.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3625 | 2052-05-01      | 4.0000%  |  | $17099.34          | $15959.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3363 | 2052-04-01      | 3.0000%  |  | $2238.51           | $1929.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3319 | 2052-04-01      | 4.0000%  |  | $46811.29          | $43691.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  |  | $150375.61         | $119862.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  |  | $293021.67         | $244029.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL5119 | 2034-04-01      | 4.0000%  |  | $10502.81          | $10357.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL4555 | 2038-10-01      | 6.5000%  |  | $97182.73          | $101406.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  |  | $4604.96           | $4647.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAH3401 | 2041-01-01      | 4.5000%  |  | $410.94            | $407.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL557288 | 2030-09-01      | 8.0000%  |  | $21.91             | $22.04             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.750 CL524571 | 2029-11-01      | 5.7500%  |  | $511.80            | $527.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CT256478 | 2026-11-01      | 6.0000%  |  | $3106.26           | $3165.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL254548 | 2032-12-01      | 5.5000%  |  | $4595.43           | $4745.67           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U99186 G | 2047-01-01      | 3.5000%  |  | $5359.20           | $4977.66           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U99094 G | 2044-03-01      | 3.5000%  |  | $6785.83           | $6302.18           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U95137 G | 2043-08-01      | 4.0000%  |  | $7230.62           | $6896.21           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC T65134 G | 2043-06-01      | 3.0000%  |  | $27755.81          | $24434.13          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC T65099 G | 2042-10-01      | 3.0000%  |  | $14874.82          | $13094.72          | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC C01175 G | 2031-05-01      | 7.0000%  |  | $92.38             | $97.73             | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC H09070 G | 2037-09-01      | 6.5000%  |  | $146.48            | $149.50            | Agency Mortgage-Backed Securities  |
| FMAC FMAR 1B7562 G        | 2037-11-01      | 6.2870%  |  | $746.58            | $751.28            | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC C91179 G | 2028-03-01      | 5.5000%  |  | $1209.92           | $1221.84           | Agency Mortgage-Backed Securities  |
| FMAC FMAR 1J1920 G        | 2038-10-01      | 6.7580%  |  | $76.57             | $78.37             | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18681 G | 2033-03-01      | 3.0000%  |  | $328.85            | $318.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9397 | 2046-10-01      | 3.0000%  |  | $55839.98          | $49333.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR9104 | 2051-05-01      | 2.5000%  |  | $15696.80          | $13125.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS5057 | 2038-01-01      | 2.5000%  |  | $40043.71          | $37269.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $13645.73          | $12336.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5827 | 2049-04-01      | 5.0000%  |  | $26259.39          | $26277.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  |  | $6.61              | $6.58              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4359 | 2036-06-01      | 1.5000%  |  | $1157.31           | $1027.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9351 | 2053-04-01      | 5.0000%  |  | $1535.77           | $1510.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBQ0570 | 2050-10-01      | 4.0000%  |  | $188944.82         | $175775.99         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C91385 G | 2031-08-01      | 4.0000%  |  | $268.81            | $266.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $24347.87          | $23903.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB5366 | 2054-06-01      | 6.5000%  |  | $56460.03          | $59100.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA1188 | 2042-09-01      | 3.0000%  |  | $135350.24         | $118996.68         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U90316 G | 2042-10-01      | 4.0000%  |  | $48622.23          | $46543.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  |  | $116508.35         | $111409.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  |  | $721570.37         | $668781.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  |  | $123438.77         | $123387.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA5722 | 2040-04-01      | 3.5000%  |  | $63322.64          | $60886.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $49802.74          | $48670.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CNMA5457 | 2034-07-01      | 6.0000%  |  | $14180.10          | $14658.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5111 | 2038-08-01      | 5.5000%  |  | $1343.22           | $1373.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  |  | $12079.11          | $11830.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $10057.02          | $9853.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  |  | $166444.95         | $163404.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  |  | $218.16            | $208.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $5845.86           | $5424.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  |  | $3144.52           | $2929.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $1796.63           | $1837.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3811 | 2049-10-01      | 3.0000%  |  | $35145.94          | $30026.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI2462 | 2041-05-01      | 5.0000%  |  | $7451.02           | $7520.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2767 | 2052-01-01      | 2.0000%  |  | $105811.13         | $83204.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2570 | 2055-07-01      | 6.0000%  |  | $412363.86         | $422465.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1593 | 2055-07-01      | 6.0000%  |  | $224817.99         | $230308.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1424 | 2055-06-01      | 5.0000%  |  | $253.01            | $249.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1436 | 2055-06-01      | 5.5000%  |  | $323203.05         | $323667.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1338 | 2055-06-01      | 6.5000%  |  | $731219.18         | $765411.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1723 | 2055-06-01      | 5.5000%  |  | $252.51            | $254.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1705 | 2055-05-01      | 5.5000%  |  | $251.46            | $252.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIDE0606 | 2040-06-01      | 6.0000%  |  | $52960.25          | $54692.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD8421 | 2055-06-01      | 5.0000%  |  | $321036.61         | $317464.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2695 | 2055-05-01      | 7.0000%  |  | $502.43            | $536.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2685 | 2055-05-01      | 6.5000%  |  | $238.26            | $251.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0971 | 2055-01-01      | 6.5000%  |  | $247011.36         | $260958.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0250 | 2055-01-01      | 6.5000%  |  | $82027.51          | $85248.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC9918 | 2055-01-01      | 6.5000%  |  | $279413.53         | $294922.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC8646 | 2055-01-01      | 5.0000%  |  | $6375.92           | $6230.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC8184 | 2055-04-01      | 5.0000%  |  | $251.26            | $246.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0003 | 2054-08-01      | 5.5000%  |  | $1384381.99        | $1390585.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2426 | 2051-12-01      | 3.0000%  |  | $11890485.82       | $10311904.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1273 | 2051-08-01      | 2.0000%  |  | $19370.90          | $15354.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1136 | 2051-07-01      | 2.5000%  |  | $18152.61          | $15115.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7833 | 2050-11-01      | 2.0000%  |  | $191033.73         | $151922.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA6871 | 2035-08-01      | 2.5000%  |  | $46527.21          | $43464.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5368 | 2050-03-01      | 4.0000%  |  | $4931.85           | $4609.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4346 | 2049-10-01      | 3.0000%  |  | $49689.93          | $42776.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3503 | 2049-05-01      | 4.0000%  |  | $12095.38          | $11352.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA6564 | 2054-03-01      | 6.5000%  |  | $211639.52         | $222200.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0408 | 2052-01-01      | 3.0000%  |  | $72329.78          | $63176.96          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC U49055 G | 2030-06-01      | 3.0000%  |  | $544.66            | $534.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6801 | 2050-08-01      | 2.5000%  |  | $35467.71          | $29563.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5059 | 2048-11-01      | 3.5000%  |  | $248025.80         | $228993.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM6564 | 2051-03-01      | 2.5000%  |  | $119014.12         | $98941.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3097 | 2027-08-01      | 3.5000%  |  | $45.26             | $44.94             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK0910 | 2048-07-01      | 4.0000%  |  | $5653.91           | $5331.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBQ4157 | 2050-10-01      | 4.0000%  |  | $114528.41         | $107009.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5311 | 2050-03-01      | 3.0000%  |  | $15577.92          | $13533.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU1240 | 2052-03-01      | 3.0000%  |  | $213762.72         | $185892.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0273 | 2051-12-01      | 2.5000%  |  | $52249.40          | $43888.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2769 | 2054-04-01      | 6.0000%  |  | $425874.51         | $436917.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5220 | 2038-12-01      | 6.0000%  |  | $562.82            | $581.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5654 | 2053-08-01      | 5.0000%  |  | $227043.52         | $223596.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7709 | 2052-04-01      | 3.0000%  |  | $2505.73           | $2152.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAY3370 | 2045-04-01      | 2.5000%  |  | $235203.71         | $200194.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3946 | 2049-01-01      | 4.0000%  |  | $18554.51          | $17498.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6343 | 2051-03-01      | 2.0000%  |  | $18023.42          | $14427.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  |  | $176.66            | $164.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1808 | 2051-10-01      | 2.5000%  |  | $2819.59           | $2346.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA5379 | 2050-03-01      | 4.5000%  |  | $186841.46         | $180526.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKMA5571 | 2054-11-01      | 6.0000%  |  | $229731.56         | $232055.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $1502.30           | $1433.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  |  | $11696.80          | $10560.88          | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAN7630 | 2032-12-01      | 3.1600%  |  | $1258.77           | $1136.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA3624 | 2029-03-01      | 4.0000%  |  | $9695.09           | $9639.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  |  | $83.59             | $82.38             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA3216 | 2037-12-01      | 4.0000%  |  | $219.49            | $214.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKMA3000 | 2047-05-01      | 4.0000%  |  | $286459.24         | $263203.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA2870 | 2047-01-01      | 3.0000%  |  | $63413.68          | $54726.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA2777 | 2046-10-01      | 3.0000%  |  | $13334.20          | $11507.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA2270 | 2045-05-01      | 3.0000%  |  | $123914.19         | $106940.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA1958 | 2044-07-01      | 4.0000%  |  | $3927.64           | $3725.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  |  | $7770.28           | $7401.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CQMA1434 | 2043-05-01      | 3.0000%  |  | $88919.52          | $79348.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0841 | 2031-08-01      | 5.0000%  |  | $1637.77           | $1659.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAB7728 | 2043-01-01      | 2.5000%  |  | $16321.90          | $14272.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CZ988106 | 2048-08-01      | 6.5000%  |  | $44505.10          | $45870.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CZ946397 | 2047-09-01      | 6.5000%  |  | $650.32            | $670.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CT928005 | 2027-01-01      | 6.0000%  |  | $2012.06           | $2050.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL909178 | 2038-04-01      | 7.0000%  |  | $87155.18          | $94998.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CICC0647 | 2040-04-01      | 5.5000%  |  | $45667.37          | $46699.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 ZLFP0077 | 2051-03-01      | 3.5000%  |  | $31390.46          | $28428.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  |  | $60937.46          | $52405.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $2268.55           | $1951.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6779 | 2053-12-01      | 6.5000%  |  | $95980.47          | $99928.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5691 | 2052-06-01      | 3.5000%  |  | $237733.91         | $215162.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS4533 | 2052-03-01      | 2.5000%  |  | $101802.13         | $84761.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  |  | $227.02            | $186.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5288 | 2053-07-01      | 5.5000%  |  | $480275.32         | $484976.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3120 | 2052-09-01      | 5.0000%  |  | $18704.98          | $18394.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1881 | 2048-06-01      | 4.0000%  |  | $100109.87         | $94378.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1368 | 2048-03-01      | 4.0000%  |  | $99893.48          | $94184.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1009 | 2048-01-01      | 4.0000%  |  | $21330.38          | $20112.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX8071 | 2053-03-01      | 5.0000%  |  | $651.88            | $640.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9918 | 2052-10-01      | 5.0000%  |  | $635030.61         | $624607.01         | Agency Mortgage-Backed Securities  |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $48206533.88       | $49215448.42       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  |  | $5629028.31        | $5176103.66        | U.S. Treasuries (including strips) |
| FNMA FNMS 02.500 CIBW5970 | 2037-07-01      | 2.5000%  |  | $275.45            | $256.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBW1149 | 2052-09-01      | 2.5000%  |  | $5582.01           | $4599.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV3277 | 2052-02-01      | 3.5000%  |  | $25119.73          | $22578.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV2586 | 2052-07-01      | 3.0000%  |  | $3207.75           | $2759.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU9074 | 2052-01-01      | 2.0000%  |  | $36674.99          | $29070.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9850 | 2054-10-01      | 6.5000%  |  | $237399.37         | $251140.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6879 | 2054-06-01      | 6.5000%  |  | $279920.15         | $295463.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDB3544 | 2054-05-01      | 7.5000%  |  | $178037.04         | $190352.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA7365 | 2054-02-01      | 7.5000%  |  | $210390.30         | $227230.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA4360 | 2054-01-01      | 6.0000%  |  | $50709.56          | $51706.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP844834 | 2036-03-01      | 5.5000%  |  | $3579.06           | $3581.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL745588 | 2033-06-01      | 5.5000%  |  | $121.85            | $124.69            | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX LB701043 | 2033-04-01      | 6.6340%  |  | $537.35            | $546.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 RE668366 | 2032-11-01      | 5.5000%  |  | $3017.94           | $3019.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAY9643 | 2045-04-01      | 2.5000%  |  | $5543.66           | $4836.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CKAU7024 | 2043-11-01      | 2.5000%  |  | $84855.39          | $72782.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CQAU4268 | 2043-09-01      | 3.0000%  |  | $123438.42         | $110153.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAT7208 | 2043-06-01      | 4.0000%  |  | $3519.41           | $3315.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 GLAS4152 | 2044-12-01      | 4.0000%  |  | $12184.77          | $11888.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS3467 | 2044-10-01      | 4.0000%  |  | $108317.88         | $102638.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAS2523 | 2044-05-01      | 5.0000%  |  | $10744.06          | $10711.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2241 | 2055-07-01      | 6.5000%  |  | $788415.91         | $817429.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  |  | $17285.86          | $15527.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5202 | 2055-07-01      | 6.0000%  |  | $986472.28         | $1013412.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5337 | 2050-03-01      | 3.0000%  |  | $32512.81          | $28265.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9072 | 2055-06-01      | 5.5000%  |  | $308792.87         | $309351.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTBM5440 | 2038-11-01      | 4.5000%  |  | $176.35            | $176.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE2197 | 2055-07-01      | 5.0000%  |  | $259414.19         | $255136.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6645 | 2055-08-01      | 6.0000%  |  | $719426.19         | $737527.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2680 | 2055-05-01      | 6.5000%  |  | $502.70            | $527.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD7160 | 2047-04-01      | 4.0000%  |  | $589.53            | $556.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2594 | 2055-07-01      | 6.0000%  |  | $482003.41         | $494435.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6601 | 2055-05-01      | 6.5000%  |  | $167.46            | $174.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0225 | 2047-01-01      | 2.0000%  |  | $28105.59          | $22663.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE2246 | 2055-06-01      | 5.0000%  |  | $62978.67          | $62229.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5156 | 2055-07-01      | 6.0000%  |  | $323822.00         | $332464.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2397 | 2055-07-01      | 5.5000%  |  | $3079440.23        | $3088867.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9733 | 2055-06-01      | 6.0000%  |  | $592023.61         | $606313.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  |  | $8951.26           | $8747.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE5802 | 2055-07-01      | 5.0000%  |  | $719837.80         | $704485.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA0290 | 2054-10-01      | 6.5000%  |  | $619.70            | $646.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7214 | 2055-04-01      | 6.0000%  |  | $502.43            | $515.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD8422 | 2055-06-01      | 5.0000%  |  | $286253.28         | $282689.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA0752 | 2053-11-01      | 4.0000%  |  | $7863512.74        | $7372234.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5728 | 2055-04-01      | 6.5000%  |  | $452.55            | $463.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC6031 | 2054-11-01      | 4.5000%  |  | $41708.65          | $39745.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5752 | 2055-07-01      | 6.0000%  |  | $645722.12         | $658190.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2831 | 2046-03-01      | 4.0000%  |  | $98848.70          | $94026.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA6122 | 2054-01-01      | 6.5000%  |  | $1933210.20        | $2018353.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $559.00            | $461.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB2913 | 2052-02-01      | 3.5000%  |  | $38853.46          | $34901.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3539 | 2052-07-01      | 3.5000%  |  | $652.59            | $586.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2060 | 2052-06-01      | 4.0000%  |  | $226782.71         | $211666.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1556 | 2052-05-01      | 3.5000%  |  | $96986.78          | $88349.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $59278.38          | $50996.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1101 | 2051-07-01      | 2.0000%  |  | $169384.32         | $134295.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1015 | 2052-02-01      | 2.0000%  |  | $40000.76          | $31868.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1790 | 2052-05-01      | 4.0000%  |  | $1358.50           | $1259.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  |  | $17036.94          | $14176.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0349 | 2052-01-01      | 2.0000%  |  | $59705.45          | $47455.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL253356 | 2030-07-01      | 8.0000%  |  | $114.88            | $119.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL251569 | 2028-03-01      | 7.0000%  |  | $2.76              | $2.92              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7415 | 2051-05-01      | 2.0000%  |  | $1698178.32        | $1359895.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6552 | 2051-03-01      | 2.0000%  |  | $69604.73          | $55395.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM6304 | 2034-10-01      | 4.0000%  |  | $343.13            | $341.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6126 | 2051-02-01      | 2.0000%  |  | $43330.77          | $34049.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5604 | 2049-03-01      | 4.0000%  |  | $236646.36         | $222500.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4793 | 2050-11-01      | 2.0000%  |  | $43268.30          | $34402.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5844 | 2055-07-01      | 6.0000%  |  | $365300.63         | $372433.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5721 | 2055-07-01      | 6.0000%  |  | $661247.75         | $679000.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE5574 | 2055-07-01      | 5.5000%  |  | $1244521.71        | $1245655.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE5159 | 2055-08-01      | 5.0000%  |  | $294781.75         | $289626.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4322 | 2055-07-01      | 6.0000%  |  | $819834.48         | $835915.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4277 | 2055-07-01      | 5.5000%  |  | $299460.59         | $300998.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4173 | 2055-08-01      | 6.0000%  |  | $315887.50         | $324035.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4042 | 2055-08-01      | 6.0000%  |  | $528518.36         | $542952.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3345 | 2055-07-01      | 6.5000%  |  | $1642253.20        | $1706175.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS1984 | 2029-03-01      | 3.0000%  |  | $103.92            | $101.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR6496 | 2051-04-01      | 2.5000%  |  | $14855.28          | $12481.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ6341 | 2050-11-01      | 3.0000%  |  | $53037.83          | $46114.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO7475 | 2049-12-01      | 3.0000%  |  | $139420.23         | $120589.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO2994 | 2049-09-01      | 4.0000%  |  | $4146.41           | $3902.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBN7703 | 2049-08-01      | 3.0000%  |  | $85835.54          | $74647.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKBM6354 | 2050-05-01      | 4.0000%  |  | $160999.09         | $146781.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5875 | 2047-02-01      | 3.5000%  |  | $191333.59         | $177045.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKBM4914 | 2046-10-01      | 3.0000%  |  | $87878.00          | $75847.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  |  | $256.96            | $242.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2760 | 2048-05-01      | 4.0000%  |  | $2194201.10        | $2078565.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0169 | 2057-01-01      | 3.5000%  |  | $196068.48         | $176007.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0148 | 2056-04-01      | 4.5000%  |  | $7737.97           | $7441.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBC4757 | 2046-10-01      | 4.0000%  |  | $1378649.14        | $1308153.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $9166.80           | $8110.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0880 | 2046-05-01      | 3.5000%  |  | $47670.15          | $44037.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6678 | 2055-08-01      | 6.0000%  |  | $1432466.90        | $1470484.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6630 | 2055-08-01      | 6.0000%  |  | $1350667.96        | $1385505.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6646 | 2055-08-01      | 6.0000%  |  | $1264228.96        | $1292125.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAS0576 | 2043-09-01      | 5.0000%  |  | $35681.37          | $35662.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAS0453 | 2038-08-01      | 4.0000%  |  | $61969.52          | $59031.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAR6432 | 2043-08-01      | 2.5000%  |  | $2122.51           | $1862.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP4871 | 2042-09-01      | 3.5000%  |  | $5763.94           | $5386.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO9662 | 2042-06-01      | 3.5000%  |  | $312905.14         | $290237.56         | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAN6046 | 2032-07-01      | 3.2200%  |  | $2111.84           | $1948.12           | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAN0571 | 2026-01-01      | 3.1000%  |  | $24719659.80       | $24580990.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5845 | 2055-07-01      | 6.0000%  |  | $786505.86         | $806792.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5616 | 2055-07-01      | 6.5000%  |  | $603078.89         | $635441.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $35934.29          | $36619.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1341 | 2055-05-01      | 6.5000%  |  | $666658.83         | $696846.92         | Agency Mortgage-Backed Securities  |
| FNMA MNRA RC0052A2 R24M00 | 2033-10-25      | 4.7173%  |  | $13204462.33       | $13252306.50       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  |  | $271.78            | $253.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM5849 | 2050-12-01      | 2.0000%  |  | $202338.83         | $158877.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB2447 | 2051-12-01      | 3.5000%  |  | $7863.81           | $7123.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  |  | $15035.40          | $14031.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAS0070 | 2043-08-01      | 4.0000%  |  | $11915.94          | $11350.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU3742 | 2043-08-01      | 3.5000%  |  | $9171.98           | $8571.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL4029 | 2042-04-01      | 4.5000%  |  | $179731.37         | $177922.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAS0834 | 2043-10-01      | 5.0000%  |  | $2987.86           | $2981.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CRMA1629 | 2043-10-01      | 4.5000%  |  | $34295.04          | $33533.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CRMA1711 | 2043-12-01      | 4.5000%  |  | $32476.99          | $31755.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1543 | 2052-04-01      | 2.5000%  |  | $26714.49          | $22629.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV9147 | 2044-02-01      | 4.0000%  |  | $46005.71          | $43574.00          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC U99091 G | 2044-03-01      | 4.5000%  |  | $43032.60          | $41918.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAL5243 | 2040-01-01      | 7.0000%  |  | $127706.66         | $134951.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW5479 | 2044-08-01      | 4.0000%  |  | $483.71            | $456.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS4269 | 2051-10-01      | 2.0000%  |  | $272.41            | $217.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4676 | 2048-10-01      | 4.0000%  |  | $24743.78          | $23327.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAD4045 | 2040-04-01      | 5.0000%  |  | $5317.37           | $5367.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3480 | 2050-06-01      | 2.5000%  |  | $38872.46          | $32393.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA3518 | 2053-10-01      | 5.5000%  |  | $22830.46          | $22867.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA3788 | 2039-09-01      | 2.5000%  |  | $910.80            | $825.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY3263 | 2053-06-01      | 5.0000%  |  | $6564.56           | $6465.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB4716 | 2054-05-01      | 6.5000%  |  | $739198.02         | $768291.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8248 | 2051-08-01      | 2.5000%  |  | $19146.59          | $16058.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAL0004 | 2041-02-01      | 5.0000%  |  | $59317.42          | $59871.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS3024 | 2052-09-01      | 4.0000%  |  | $77635.54          | $71955.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2932 | 2055-07-01      | 6.0000%  |  | $4012030.91        | $4108869.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2928 | 2055-07-01      | 6.0000%  |  | $6275876.34        | $6437743.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3522 | 2055-07-01      | 6.0000%  |  | $317760.79         | $324475.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2525 | 2055-07-01      | 5.5000%  |  | $3394.75           | $3430.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2351 | 2055-07-01      | 6.0000%  |  | $304595.25         | $312451.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2203 | 2055-07-01      | 5.5000%  |  | $801079.36         | $809198.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE2196 | 2055-07-01      | 5.0000%  |  | $266606.78         | $262533.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2208 | 2055-07-01      | 5.5000%  |  | $949143.55         | $951095.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1872 | 2055-06-01      | 6.5000%  |  | $67479.29          | $70595.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1861 | 2055-06-01      | 6.5000%  |  | $390686.39         | $408027.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3932 | 2035-07-01      | 3.0000%  |  | $28658.45          | $27370.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTFM3597 | 2040-03-01      | 3.0000%  |  | $14125.39          | $13085.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  |  | $66370.87          | $55302.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1193 | 2049-06-01      | 3.5000%  |  | $5183.39           | $4712.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2061 | 2055-07-01      | 6.5000%  |  | $9284257.01        | $9680366.75        | Agency Mortgage-Backed Securities  |

### Security 166: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.390%, 8/18/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $1640000000.00
- **C.18.a - Value (excl. sponsor support):** $1640000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM CL132BC R10F132  | 2040-11-25      | 4.0000%  |  | $1000598.12        | $959037.61         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55  | 2055-05-25      | 5.8500%  |  | $32157661.24       | $32266965.20       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55  | 2055-01-25      | 5.7000%  |  | $22088180.17       | $22092730.36       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55  | 2055-02-25      | 5.8000%  |  | $44930356.50       | $44976889.43       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FB 11/25/54  | 2054-11-25      | 5.6500%  |  | $101940459.84      | $101160581.58      | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FA 11/25/54  | 2054-11-25      | 5.4500%  |  | $28801808.56       | $28680418.58       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54  | 2054-06-25      | 5.7000%  |  | $26655974.21       | $26671488.04       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FJ R25F001  | 2055-02-25      | 6.0000%  |  | $23129865.50       | $23163519.45       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082BF R24F082  | 2054-11-25      | 5.7000%  |  | $74823559.00       | $74807920.95       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL026FC R24F026  | 2054-05-25      | 5.6000%  |  | $25379490.44       | $25317217.67       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015  | 2054-04-25      | 5.7000%  |  | $26917211.52       | $26920522.36       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54  | 2054-12-25      | 5.8000%  |  | $48064864.13       | $48185442.92       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55  | 2055-05-25      | 6.0000%  |  | $72287799.75       | $72364063.38       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FQ 11/25/54  | 2054-11-25      | 5.7300%  |  | $36619194.51       | $36620403.02       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FE R24F103  | 2055-01-25      | 5.6500%  |  | $26417393.99       | $26369199.90       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5527FD 09/25/54  | 2054-09-25      | 5.5500%  |  | $2600734.60        | $2585902.61        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CTAD5542  | 2030-05-01      | 5.0000%  |  | $6899.28           | $6950.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CZAD0470  | 2049-02-01      | 5.0000%  |  | $268211.68         | $263765.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAD0111  | 2038-06-01      | 6.5000%  |  | $9726.19           | $10142.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5792  | 2055-08-01      | 5.5000%  |  | $63082903.00       | $63056555.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5699  | 2055-05-01      | 5.0000%  |  | $117895157.49      | $115223967.65      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5477  | 2039-09-01      | 6.0000%  |  | $5660824.14        | $5842700.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5426  | 2039-07-01      | 6.0000%  |  | $260754.06         | $269322.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5037  | 2053-06-01      | 4.5000%  |  | $1932778.32        | $1841802.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA0017  | 2053-09-01      | 6.0000%  |  | $10668967.01       | $10964604.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745257  | 2036-01-01      | 6.0000%  |  | $1067.49           | $1121.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL735136  | 2035-01-01      | 4.5000%  |  | $1410.27           | $1398.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725423  | 2034-05-01      | 5.5000%  |  | $123657.88         | $126581.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU2666  | 2043-10-01      | 3.0000%  |  | $80740.33          | $72298.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAT2717  | 2043-05-01      | 2.5000%  |  | $37415.37          | $32638.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8700  | 2047-01-01      | 4.5000%  |  | $531.96            | $516.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9107  | 2046-03-01      | 4.5000%  |  | $266448.31         | $260532.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ9810  | 2041-12-01      | 4.5000%  |  | $34663.15          | $33830.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH8174  | 2026-05-01      | 4.0000%  |  | $5526.45           | $5515.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL633698  | 2031-02-01      | 7.5000%  |  | $704.27            | $730.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4644  | 2053-12-01      | 6.5000%  |  | $129788.11         | $134546.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1704  | 2040-05-01      | 6.5000%  |  | $25869.59          | $27509.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB8472  | 2043-02-01      | 3.0000%  |  | $56174.81          | $50383.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA1582  | 2043-09-01      | 3.5000%  |  | $27437.73          | $25449.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7658  | 2049-02-01      | 3.0000%  |  | $52447.34          | $46409.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7042  | 2036-05-01      | 2.0000%  |  | $584708.49         | $534062.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4251  | 2049-12-01      | 3.5000%  |  | $3025.98           | $2747.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM3936  | 2035-08-01      | 2.5000%  |  | $48411.96          | $46132.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM3422  | 2035-05-01      | 3.0000%  |  | $690.08            | $659.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM2523  | 2050-03-01      | 3.5000%  |  | $1082690.52        | $989921.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1445  | 2049-08-01      | 3.0000%  |  | $268746.48         | $237999.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM1082  | 2031-09-01      | 3.0000%  |  | $16722.32          | $16374.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9141  | 2049-06-01      | 4.5000%  |  | $14235.85          | $13848.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFA1584  | 2035-09-01      | 2.5000%  |  | $9755284.91        | $9116092.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1558  | 2055-05-01      | 5.5000%  |  | $12043839.26       | $12102894.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFA0191  | 2037-09-01      | 3.0000%  |  | $34147967.44       | $32490493.39       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CICB9568  | 2039-11-01      | 6.0000%  |  | $2472185.35        | $2570242.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CICB8931  | 2039-07-01      | 6.0000%  |  | $4377005.02        | $4521866.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0424  | 2052-01-01      | 2.5000%  |  | $3489711.68        | $2918562.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7346  | 2053-10-01      | 6.5000%  |  | $354572.46         | $370143.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4081  | 2052-07-01      | 3.5000%  |  | $7202.96           | $6505.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4418  | 2052-08-01      | 5.5000%  |  | $300540.91         | $301081.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3372  | 2052-04-01      | 3.5000%  |  | $867108.86         | $778912.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2431  | 2051-12-01      | 3.0000%  |  | $21202325.44       | $18214281.72       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2248  | 2036-11-01      | 2.5000%  |  | $1057909.84        | $985930.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1808  | 2051-10-01      | 2.5000%  |  | $354661.17         | $295199.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1150  | 2051-07-01      | 3.0000%  |  | $8883020.40        | $7648014.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8143  | 2050-12-01      | 2.5000%  |  | $304601.24         | $253816.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8950  | 2051-02-01      | 2.5000%  |  | $312327.94         | $260376.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4963  | 2053-03-01      | 3.5000%  |  | $1629345.43        | $1463619.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4832  | 2037-12-01      | 3.5000%  |  | $2065.32           | $1985.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806  | 2052-11-01      | 5.0000%  |  | $831283.69         | $817597.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4723  | 2037-09-01      | 2.5000%  |  | $1624119.10        | $1511816.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4649  | 2052-05-01      | 4.5000%  |  | $763125.41         | $728319.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4578  | 2052-04-01      | 2.5000%  |  | $744620.65         | $613770.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5341  | 2054-04-01      | 4.0000%  |  | $14006996.26       | $12982263.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5272  | 2054-02-01      | 6.0000%  |  | $1063912.44        | $1084899.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4138  | 2050-09-01      | 1.5000%  |  | $447445.95         | $334483.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2989  | 2054-05-01      | 5.5000%  |  | $7930207.69        | $7929679.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5244  | 2045-06-01      | 3.5000%  |  | $230044.09         | $213081.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4020  | 2050-05-01      | 3.0000%  |  | $1715.17           | $1490.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4496  | 2036-12-01      | 1.5000%  |  | $1346583.12        | $1193282.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3442  | 2048-08-01      | 3.5000%  |  | $2633.11           | $2394.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA2455  | 2035-11-01      | 4.0000%  |  | $210868.66         | $207607.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA1348  | 2033-02-01      | 2.5000%  |  | $18567.83          | $17539.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4341  | 2048-03-01      | 3.0000%  |  | $49703.80          | $43470.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8612  | 2053-09-01      | 5.5000%  |  | $3017.76           | $3019.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8525  | 2053-08-01      | 6.5000%  |  | $289107.90         | $303874.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6672  | 2053-02-01      | 5.0000%  |  | $150089.15         | $147331.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1478  | 2052-06-01      | 4.5000%  |  | $619850.52         | $591534.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV8126  | 2052-04-01      | 2.5000%  |  | $618003.29         | $509724.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBV7548  | 2037-07-01      | 3.0000%  |  | $401024.12         | $380984.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIBV5429  | 2039-10-01      | 5.5000%  |  | $665361.10         | $681233.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV2180  | 2052-02-01      | 2.0000%  |  | $1107394.89        | $886333.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBW1282  | 2037-10-01      | 3.0000%  |  | $2537307.50        | $2410515.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1948  | 2052-05-01      | 4.0000%  |  | $823.80            | $763.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA2854  | 2046-12-01      | 2.5000%  |  | $365737.86         | $309441.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5308  | 2039-01-01      | 3.5000%  |  | $1184781.72        | $1139201.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM8114  | 2051-06-01      | 2.0000%  |  | $2274920.45        | $1786191.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9430  | 2054-10-01      | 4.5000%  |  | $1538063.17        | $1465878.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919  | 2053-02-01      | 5.5000%  |  | $553142.25         | $554078.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS0227  | 2047-07-01      | 5.0000%  |  | $198742.92         | $201333.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1066  | 2047-02-01      | 4.0000%  |  | $1648.23           | $1556.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFM0068  | 2040-02-01      | 3.5000%  |  | $266440.51         | $254649.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS0783  | 2037-03-01      | 2.5000%  |  | $14427709.45       | $13428148.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX0553  | 2052-10-01      | 5.5000%  |  | $153101.05         | $153386.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBW1860  | 2038-03-01      | 4.0000%  |  | $1835339.21        | $1790232.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3239  | 2048-01-01      | 4.0000%  |  | $546.71            | $515.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY7306  | 2053-09-01      | 5.5000%  |  | $1131084.73        | $1131762.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS3327  | 2037-02-01      | 2.5000%  |  | $633504.96         | $590010.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV2615  | 2052-07-01      | 4.5000%  |  | $21290.05          | $20425.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1748  | 2055-06-01      | 5.0000%  |  | $3180973.72        | $3154802.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU8750  | 2052-06-01      | 5.0000%  |  | $77840.48          | $76809.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTBU8713  | 2042-06-01      | 3.5000%  |  | $2561997.90        | $2395121.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5531  | 2055-01-01      | 4.5000%  |  | $2294998.86        | $2199756.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7190  | 2051-08-01      | 2.5000%  |  | $46541.88          | $38618.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBQ2382  | 2035-09-01      | 2.0000%  |  | $75549.52          | $69208.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP6702  | 2050-09-01      | 2.5000%  |  | $18873493.10       | $15739744.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5098  | 2048-12-01      | 5.0000%  |  | $781.92            | $779.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRBM5357  | 2044-12-01      | 4.0000%  |  | $1162593.20        | $1107443.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0108  | 2056-06-01      | 4.5000%  |  | $64843.71          | $62359.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE5938  | 2055-08-01      | 7.0000%  |  | $4108087.00        | $4352918.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5907  | 2055-08-01      | 6.0000%  |  | $2115300.00        | $2171440.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4848  | 2037-11-01      | 2.0000%  |  | $397641.24         | $362062.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1482  | 2054-08-01      | 5.5000%  |  | $13925384.81       | $13940192.13       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5613  | 2055-07-01      | 6.0000%  |  | $5512891.00        | $5649109.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4336  | 2055-07-01      | 6.0000%  |  | $1003942.00        | $1042435.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE3074  | 2055-06-01      | 5.0000%  |  | $200000.00         | $195445.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3077  | 2055-06-01      | 6.0000%  |  | $1855102.00        | $1904633.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2153  | 2055-06-01      | 5.5000%  |  | $14454402.78       | $14453728.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE5905  | 2055-08-01      | 5.5000%  |  | $5212108.00        | $5224837.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE1386  | 2055-06-01      | 6.5000%  |  | $1126481.18        | $1184039.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE1122  | 2055-06-01      | 5.5000%  |  | $17614011.60       | $17611762.87       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS0816  | 2037-02-01      | 2.5000%  |  | $1100397.36        | $1024781.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAB3172  | 2026-06-01      | 3.5000%  |  | $1044.74           | $1040.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB0686  | 2036-01-01      | 4.0000%  |  | $69624.64          | $68215.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 GLAB0460  | 2037-02-01      | 5.5000%  |  | $2667.33           | $2714.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL929567  | 2038-06-01      | 7.0000%  |  | $2039.16           | $2154.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA9485  | 2054-02-01      | 6.0000%  |  | $1840785.12        | $1880104.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICC0758  | 2040-07-01      | 4.5000%  |  | $2594920.00        | $2576057.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTCC0319  | 2045-04-01      | 5.5000%  |  | $2631709.64        | $2672070.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8627  | 2054-07-01      | 6.5000%  |  | $24813182.10       | $26007605.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8902  | 2052-10-01      | 2.5000%  |  | $371669.65         | $305911.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5752  | 2053-09-01      | 6.0000%  |  | $9640.97           | $9870.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5777  | 2053-08-01      | 5.5000%  |  | $14838839.70       | $14872380.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC8512  | 2039-12-01      | 4.5000%  |  | $1180.92           | $1170.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2317  | 2052-04-01      | 2.5000%  |  | $8048.83           | $6697.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3026  | 2052-03-01      | 3.5000%  |  | $749.84            | $673.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM9152  | 2050-07-01      | 5.0000%  |  | $56781.90          | $56313.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3696  | 2037-05-01      | 2.5000%  |  | $299678.38         | $279134.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB8093  | 2054-09-01      | 5.5000%  |  | $2249273.25        | $2249723.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7206  | 2045-08-01      | 4.0000%  |  | $3283.27           | $3102.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS2410  | 2052-07-01      | 5.5000%  |  | $954119.27         | $960063.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9871  | 2051-12-01      | 2.5000%  |  | $16666404.83       | $13835421.52       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM5902  | 2050-05-01      | 5.0000%  |  | $532173.78         | $524195.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 ZLFP0044  | 2050-10-01      | 3.5000%  |  | $195196.20         | $175342.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2028  | 2055-06-01      | 5.5000%  |  | $10855523.95       | $10857698.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1120  | 2055-02-01      | 5.5000%  |  | $1276196.76        | $1289290.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKMA3753  | 2049-08-01      | 3.5000%  |  | $21350.14          | $18957.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9139  | 2055-07-01      | 6.0000%  |  | $2079799.00        | $2157533.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE6637  | 2055-08-01      | 7.0000%  |  | $5133459.00        | $5430795.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4793  | 2046-03-01      | 4.0000%  |  | $2277.27           | $2176.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9365  | 2055-06-01      | 6.0000%  |  | $5989569.71        | $6168975.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8829  | 2055-07-01      | 6.5000%  |  | $7320225.00        | $7625388.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2406  | 2055-06-01      | 6.5000%  |  | $1101074.34        | $1161756.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6168  | 2050-06-01      | 2.5000%  |  | $494125.36         | $407235.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3856  | 2055-03-01      | 6.0000%  |  | $4145417.52        | $4255428.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2374  | 2055-07-01      | 5.5000%  |  | $50298726.00       | $50308802.49       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD0914  | 2055-01-01      | 5.0000%  |  | $2800262.57        | $2741976.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9333  | 2055-06-01      | 6.5000%  |  | $2137078.04        | $2253475.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5193  | 2055-07-01      | 6.0000%  |  | $1265400.00        | $1298038.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8060  | 2055-05-01      | 6.0000%  |  | $4747292.42        | $4839537.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDD6354  | 2040-04-01      | 5.0000%  |  | $1031793.15        | $1041078.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3425  | 2055-03-01      | 6.0000%  |  | $9628364.70        | $9914124.94        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-11-25      | 4.6480%  |  | $90202531.60       | $91140848.97       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-07-25      | 4.5080%  |  | $40000.00          | $40383.19          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC K-512     | 2028-11-25      | 5.0000%  |  | $8425965.00        | $8619489.76        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-04-25      | 4.2500%  |  | $1000000.00        | $981678.67         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-11-25      | 3.7800%  |  | $1970000.00        | $1881503.66        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-10-25      | 3.8000%  |  | $14435000.00       | $13814564.44       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-05-25      | 2.5800%  |  | $14638000.00       | $13036266.13       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-11-25      | 2.6500%  |  | $843198.81         | $790926.67         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-10-25      | 2.7110%  |  | $28980.24          | $27065.89          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEIRES K- | 2031-12-25      | 2.4000%  |  | $1238962.17        | $1140951.60        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-02-25      | 2.2500%  |  | $12442000.00       | $10924100.88       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-01-25      | 2.2500%  |  | $51000.00          | $44769.02          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-01-25      | 2.2600%  |  | $460000.00         | $431918.53         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC TRUST K-1 | 2031-11-25      | 2.1270%  |  | $1000000.00        | $875852.50         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-08-25      | 1.4060%  |  | $4000.00           | $3485.11           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-07-25      | 1.3780%  |  | $16000.00          | $13954.98          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004  | 2039-01-25      | 3.2730%  |  | $161585.03         | $148809.72         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2019-SB6 | 2039-05-25      | 5.1337%  |  | $948237.71         | $946347.03         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-09-25      | 3.1200%  |  | $2451020.00        | $2420911.67        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2027-08-25      | 2.9200%  |  | $157042.25         | $152663.65         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-02-25      | 3.7290%  |  | $733054.71         | $728177.32         | Agency Mortgage-Backed Securities         |
| 03Y9BFHLMC SERIES FRESR 20 | 2027-11-25      | 3.0890%  |  | $287733.06         | $280150.48         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-03-25      | 3.2910%  |  | $200000.00         | $197612.30         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-03-25      | 2.6730%  |  | $189280.81         | $187403.05         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  |  | $3700000.00        | $3485173.07        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A1 R23M005  | 2033-07-25      | 4.4500%  |  | $1831305.78        | $1834146.75        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A2 R23M004  | 2032-09-25      | 3.7670%  |  | $100000.00         | $95244.12          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S  | 2032-04-25      | 2.0835%  |  | $275000.00         | $237386.83         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-10-25      | 3.7800%  |  | $9000.00           | $8905.21           | Agency Mortgage-Backed Securities         |
| FMAC FRETE 2019-ML06 TR    | 2037-06-25      | 2.5430%  |  | $37040.81          | $31550.02          | Agency Mortgage-Backed Securities         |
| FMAC FKRM P011A1 09/25/31  | 2031-09-25      | 1.2040%  |  | $2891.48           | $2654.77           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-03-25      | 2.3500%  |  | $360000.00         | $317024.76         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A2 R22M001  | 2031-10-25      | 1.6684%  |  | $102000.00         | $86372.48          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-05-25      | 2.9880%  |  | $2000000.00        | $1863414.00        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-12-25      | 4.7240%  |  | $7999749.00        | $8122798.48        | Agency Mortgage-Backed Securities         |
| FMAC FESB MTG TR 2018-SB56 | 2028-10-25      | 3.6894%  |  | $3869896.60        | $3809477.20        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-11-25      | 4.9400%  |  | $14826443.00       | $15249910.91       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2362  | 2055-02-01      | 6.5000%  |  | $1057460.79        | $1110689.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD1813  | 2055-02-01      | 5.0000%  |  | $2592629.20        | $2534968.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDD0606  | 2040-07-01      | 5.5000%  |  | $2343977.00        | $2407956.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD0064  | 2040-01-01      | 6.0000%  |  | $1009177.81        | $1048088.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9226  | 2054-12-01      | 5.5000%  |  | $1822886.11        | $1823305.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDC9113  | 2040-06-01      | 5.5000%  |  | $1595020.02        | $1634165.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8756  | 2055-01-01      | 4.5000%  |  | $1966236.51        | $1876296.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC8195  | 2055-03-01      | 6.0000%  |  | $1687114.67        | $1727836.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC5427  | 2054-10-01      | 6.0000%  |  | $1260568.50        | $1287782.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1035  | 2054-09-01      | 5.5000%  |  | $2756153.61        | $2774284.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0754  | 2055-02-01      | 5.5000%  |  | $755426.40         | $762656.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB8786  | 2054-08-01      | 5.5000%  |  | $1058646.79        | $1066386.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB6403  | 2054-08-01      | 6.5000%  |  | $3343966.55        | $3477249.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB6396  | 2054-08-01      | 6.5000%  |  | $7109547.26        | $7392917.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4723  | 2054-06-01      | 6.0000%  |  | $1537979.14        | $1575104.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2411  | 2054-06-01      | 5.5000%  |  | $246786.28         | $246988.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7768  | 2054-02-01      | 6.0000%  |  | $685955.31         | $699486.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0443  | 2039-10-01      | 6.5000%  |  | $32777.30          | $34854.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL0675  | 2041-09-01      | 5.5000%  |  | $17565.13          | $18039.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0395  | 2040-10-01      | 4.5000%  |  | $5007.07           | $4963.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0801  | 2039-09-01      | 6.0000%  |  | $14890.43          | $15645.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS2528  | 2051-01-01      | 1.5000%  |  | $2422277.56        | $1814620.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5125  | 2051-10-01      | 2.5000%  |  | $2654389.53        | $2183509.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4522  | 2053-05-01      | 5.0000%  |  | $94310.97          | $92418.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFS2836  | 2027-01-01      | 4.0000%  |  | $27644.66          | $27596.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL365844  | 2026-12-01      | 8.0000%  |  | $763.31            | $768.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6540  | 2053-06-01      | 6.0000%  |  | $896200.35         | $920878.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4442  | 2036-10-01      | 2.0000%  |  | $1846466.95        | $1682492.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2461  | 2051-12-01      | 3.0000%  |  | $1082517.20        | $945026.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1938  | 2052-02-01      | 2.5000%  |  | $540940.89         | $450289.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1885  | 2052-02-01      | 2.5000%  |  | $1384599.57        | $1139280.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1891  | 2050-01-01      | 4.0000%  |  | $1389.13           | $1309.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS1598  | 2052-04-01      | 2.0000%  |  | $120949.97         | $95227.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS1560  | 2051-09-01      | 2.0000%  |  | $23632385.26       | $18665440.82       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1555  | 2052-04-01      | 3.5000%  |  | $3176385.30        | $2868382.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2451  | 2055-07-01      | 6.5000%  |  | $1959546.19        | $2067532.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5747  | 2040-06-01      | 6.0000%  |  | $34513.99          | $35622.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICC0037  | 2040-02-01      | 4.5000%  |  | $2014761.96        | $1999810.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA1166  | 2052-07-01      | 4.0000%  |  | $2564179.27        | $2390756.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIBV1445  | 2040-04-01      | 6.0000%  |  | $1213157.58        | $1253047.42        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A1 R24M006  | 2027-07-25      | 2.9075%  |  | $31128830.00       | $30674670.74       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-10-25      | 4.6800%  |  | $9945000.00        | $10090525.19       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5316%  |  | $2725157.49        | $2569381.13        | Agency Mortgage-Backed Securities         |
| 045X1FRESB MTG TR 2018-SB4 | 2038-01-25      | 5.1337%  |  | $232296.63         | $231990.72         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-07-25      | 3.5000%  |  | $8660267.00        | $8157812.74        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0132A1 R21M01  | 2033-04-25      | 1.4890%  |  | $1271439.26        | $1160214.81        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004  | 2031-02-25      | 0.9590%  |  | $1082681.64        | $1039274.95        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0451A1 R20M04  | 2030-10-25      | 0.6800%  |  | $29598267.56       | $27610674.84       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL052A1 R20M052  | 2030-10-25      | 0.8780%  |  | $679415.86         | $657759.25         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL006A R20M006   | 2037-10-25      | 2.5000%  |  | $75995.32          | $67521.64          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  |  | $308353.37         | $280025.98         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014  | 2027-09-25      | 2.8760%  |  | $419223.45         | $407218.43         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-06-25      | 1.1200%  |  | $6651558.64        | $6233769.80        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 3.2000%  |  | $681888.93         | $653884.89         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2016-SB2 | 2036-09-25      | 2.4700%  |  | $29305.39          | $28692.36          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB5 | 2038-05-25      | 5.1337%  |  | $27442.25          | $27467.75          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2019-SB5 | 2025-12-25      | 3.1900%  |  | $159813.14         | $159099.78         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB5 | 2028-04-25      | 3.4013%  |  | $262074.80         | $255613.26         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00  | 2030-12-25      | 1.2083%  |  | $25967930.19       | $23647349.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC8310  | 2055-01-01      | 6.0000%  |  | $3639121.68        | $3713618.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CNFA0768  | 2035-01-01      | 6.0000%  |  | $10830916.35       | $11190188.68       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS9847  | 2051-04-01      | 3.0000%  |  | $53044421.94       | $46703916.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS1334  | 2051-11-01      | 2.0000%  |  | $1740713.53        | $1370525.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1289  | 2052-03-01      | 3.0000%  |  | $73535.11          | $64441.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1107  | 2051-12-01      | 2.5000%  |  | $217547.77         | $181668.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS1771  | 2050-09-01      | 5.0000%  |  | $21719.16          | $21573.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2496  | 2052-08-01      | 4.5000%  |  | $641345.18         | $613703.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0893  | 2052-02-01      | 3.0000%  |  | $97268.48          | $83679.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9681  | 2051-08-01      | 4.0000%  |  | $8208.61           | $7714.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9511  | 2046-11-01      | 2.0000%  |  | $72417.72          | $58306.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIFM9315  | 2036-10-01      | 1.5000%  |  | $541968.56         | $480258.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9033  | 2051-10-01      | 2.5000%  |  | $4849696.36        | $4038164.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9895  | 2050-10-01      | 4.5000%  |  | $1929.37           | $1872.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM8448  | 2051-07-01      | 2.0000%  |  | $3688.03           | $2934.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7862  | 2036-05-01      | 2.0000%  |  | $540155.03         | $493826.83         | Agency Mortgage-Backed Securities         |
| USTR BILL 10/02/25         | 2025-10-02      | 0.0000%  |  | $41104800.00       | $40800007.91       | U.S. Treasuries (including strips)        |

### Security 167: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DK0640 C | 2055-06-20      | 6.0000%  |  | $504359.81         | $513241.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3450 C | 2055-02-20      | 6.0000%  |  | $199593.96         | $206245.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5988 M | 2049-06-20      | 5.0000%  |  | $709.96            | $706.94            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8797 M | 2053-04-20      | 3.5000%  |  | $16559.72          | $15062.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8915 M | 2038-06-20      | 4.0000%  |  | $144785.90         | $140622.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  |  | $48737.35          | $42798.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7831 M | 2052-01-20      | 4.5000%  |  | $4367.05           | $4189.31           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7539 M | 2051-08-20      | 5.0000%  |  | $1481858.27        | $1475107.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7471 M | 2051-07-20      | 2.0000%  |  | $213024.07         | $172358.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7260 M | 2051-03-20      | 5.0000%  |  | $25950.92          | $25847.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M | 2052-05-20      | 4.0000%  |  | $13662.99          | $12743.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8120 C | 2054-12-20      | 5.5000%  |  | $228413.39         | $230989.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6810 C | 2055-01-20      | 6.5000%  |  | $378272.73         | $395189.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4830 C | 2055-03-20      | 7.0000%  |  | $371160.11         | $391279.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4539 C | 2054-12-20      | 5.0000%  |  | $254460.56         | $249665.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1682 C | 2055-02-20      | 5.5000%  |  | $208438.79         | $211013.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD8614 C | 2054-08-20      | 7.0000%  |  | $173584.29         | $183190.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3912 C | 2054-09-20      | 6.5000%  |  | $264604.53         | $277740.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3915 C | 2054-09-20      | 6.5000%  |  | $152344.58         | $159534.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0034 C | 2054-08-20      | 7.0000%  |  | $73683.16          | $76923.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3003 C | 2054-06-20      | 6.5000%  |  | $258678.11         | $271123.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2904 C | 2054-05-20      | 6.5000%  |  | $184748.62         | $194022.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8814 C | 2054-05-20      | 6.0000%  |  | $188311.09         | $193879.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8869 C | 2054-03-20      | 6.0000%  |  | $792403.04         | $815832.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7507 C | 2054-05-20      | 6.0000%  |  | $295375.38         | $305649.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2059 C | 2054-04-20      | 6.0000%  |  | $285088.11         | $293717.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2624 C | 2054-03-20      | 6.0000%  |  | $238327.57         | $245374.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3718 C | 2054-01-20      | 7.5000%  |  | $166130.40         | $173794.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7057 M | 2050-12-20      | 5.0000%  |  | $2062.06           | $2054.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7050 M | 2050-12-20      | 1.5000%  |  | $3164113.55        | $2460984.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BB6141 C | 2047-09-20      | 3.5000%  |  | $150623.16         | $137207.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6996 M | 2050-11-20      | 3.0000%  |  | $112547.60         | $99137.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6932 M | 2050-10-20      | 3.0000%  |  | $4591046.13        | $4044982.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6839 M | 2035-09-20      | 2.0000%  |  | $16831.05          | $15519.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6540 M | 2050-03-20      | 2.5000%  |  | $5224454.41        | $4409190.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M | 2050-01-20      | 3.0000%  |  | $56631.77          | $49890.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5793 M | 2034-03-20      | 4.5000%  |  | $11994.41          | $11960.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5712 M | 2049-01-20      | 5.0000%  |  | $1548216.60        | $1546722.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5597 M | 2048-11-20      | 5.0000%  |  | $3000562.19        | $2987964.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5565 M | 2033-11-20      | 4.0000%  |  | $10329.43          | $10289.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6284 M | 2049-11-20      | 3.5000%  |  | $25456.70          | $23146.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4514 M | 2047-06-20      | 5.5000%  |  | $172694.42         | $176794.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3875 M | 2046-08-20      | 4.0000%  |  | $11360.18          | $10706.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4454 M | 2047-05-20      | 5.0000%  |  | $802.75            | $799.75            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2893 M | 2045-06-20      | 4.0000%  |  | $74086.24          | $70030.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2755 M | 2045-04-20      | 4.0000%  |  | $29611.53          | $27990.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3450 C | 2054-01-20      | 7.5000%  |  | $90235.33          | $94125.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9181 C | 2054-04-20      | 6.5000%  |  | $532834.40         | $556671.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0036 C | 2054-01-20      | 7.5000%  |  | $144167.34         | $152676.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6873 C | 2053-12-20      | 6.5000%  |  | $35189.46          | $36485.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV8143 C | 2053-10-20      | 6.5000%  |  | $577482.53         | $604729.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV8069 C | 2053-09-20      | 6.5000%  |  | $22204.21          | $22984.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS7666 C | 2053-04-20      | 7.0000%  |  | $96900.40          | $101967.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS7541 C | 2053-02-20      | 7.0000%  |  | $50856.76          | $53004.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AE7828 C | 2043-08-20      | 3.0000%  |  | $12954.68          | $11394.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ9743 C | 2052-02-20      | 2.5000%  |  | $131724.89         | $110801.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI6779 C | 2040-06-20      | 5.0000%  |  | $82777.75          | $82011.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1894 C | 2054-01-20      | 6.5000%  |  | $201675.53         | $210449.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003747 M | 2035-08-20      | 5.0000%  |  | $1642.36           | $1648.85           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL3809 C | 2052-05-20      | 4.0000%  |  | $205270.42         | $190958.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003879 M | 2036-07-20      | 6.0000%  |  | $236.34            | $249.86            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1202 M | 2028-08-20      | 2.5000%  |  | $3080.81           | $3011.13           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4382 M | 2047-04-20      | 3.5000%  |  | $353412.00         | $324486.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004293 M | 2038-11-20      | 7.0000%  |  | $1507.52           | $1591.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5076 M | 2048-03-20      | 3.0000%  |  | $16208.58          | $14380.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3292 C | 2053-11-20      | 6.5000%  |  | $1520064.77        | $1581084.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7137 M | 2051-01-20      | 3.0000%  |  | $100588.40         | $88620.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2151 M | 2044-08-20      | 5.0000%  |  | $237044.10         | $238856.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004599 M | 2039-12-20      | 5.0000%  |  | $3028.43           | $3059.02           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004695 M | 2040-05-20      | 4.0000%  |  | $3109.75           | $2958.90           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  |  | $110687642.38      | $93412990.95       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3714 C | 2054-01-20      | 7.5000%  |  | $116788.27         | $123888.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5514 C | 2049-09-20      | 3.5000%  |  | $1118453.05        | $995349.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9325 M | 2038-12-20      | 4.0000%  |  | $88876.24          | $86469.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BB4172 C | 2048-02-20      | 4.0000%  |  | $6819.49           | $6311.18           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004961 M | 2041-02-20      | 6.0000%  |  | $2072.75           | $2173.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY5698 C | 2050-10-20      | 2.0000%  |  | $189173.01         | $151543.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9997 C | 2054-04-20      | 6.5000%  |  | $434407.94         | $454373.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005054 M | 2041-05-20      | 4.0000%  |  | $175.76            | $167.23            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005141 M | 2041-08-20      | 5.0000%  |  | $11848.30          | $11949.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW1745 C | 2050-08-20      | 3.0000%  |  | $49024.45          | $43051.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM9743 C | 2049-11-20      | 4.0000%  |  | $113560.01         | $106077.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003499 M | 2034-01-20      | 5.0000%  |  | $93.05             | $93.60             | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI1518 C | 2052-04-20      | 2.5000%  |  | $484560.89         | $407594.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB1543 C | 2051-02-20      | 3.0000%  |  | $3586.16           | $3149.40           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY0324 C | 2050-10-20      | 2.5000%  |  | $537955.70         | $452679.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW6351 C | 2050-09-20      | 2.5000%  |  | $95776.00          | $80593.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS1728 C | 2050-01-20      | 4.0000%  |  | $607499.72         | $556250.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2070 M | 2044-02-20      | 2.0000%  |  | $13934.78          | $11349.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1920 M | 2044-05-20      | 4.0000%  |  | $1410.75           | $1336.42           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1158 M | 2043-07-20      | 4.0000%  |  | $69700.91          | $66123.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1090 M | 2043-06-20      | 3.5000%  |  | $198980.56         | $184099.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0933 M | 2043-04-20      | 3.0000%  |  | $669839.62         | $604871.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0220 M | 2042-07-20      | 3.5000%  |  | $34263.53          | $31817.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0021 M | 2042-04-20      | 3.0000%  |  | $6089.76           | $5514.26           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AB7797 C | 2042-11-20      | 3.5000%  |  | $170607.39         | $153003.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA5960 C | 2043-01-20      | 3.0000%  |  | $68200.46          | $59900.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BO1539 C | 2049-07-20      | 3.5000%  |  | $399403.10         | $365327.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN2662 C | 2049-10-20      | 3.0000%  |  | $365105.54         | $321077.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM9665 C | 2049-05-20      | 4.5000%  |  | $36380.26          | $34877.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BK1677 C | 2048-09-20      | 4.5000%  |  | $8582.17           | $8250.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ9850 C | 2049-08-20      | 4.5000%  |  | $93859.40          | $88937.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ6760 C | 2048-11-20      | 4.5000%  |  | $92850.07          | $89157.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH0095 C | 2048-06-20      | 4.5000%  |  | $372025.71         | $357597.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP8516 C | 2052-10-20      | 5.5000%  |  | $36957.42          | $37528.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO4021 C | 2052-06-20      | 4.5000%  |  | $737192.12         | $699366.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD9140 C | 2048-01-20      | 3.5000%  |  | $37980.50          | $34739.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI3824 C | 2052-05-20      | 4.5000%  |  | $257491.63         | $245821.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD4061 C | 2048-06-20      | 4.0000%  |  | $32915.13          | $30624.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5137 M | 2048-04-20      | 4.0000%  |  | $339915.71         | $317937.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AB7995 C | 2042-12-20      | 3.0000%  |  | $5726.56           | $5016.22           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0486 M | 2055-07-20      | 6.0000%  |  | $71459259.44       | $72980627.07       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0424 M | 2055-06-20      | 5.5000%  |  | $13995411.63       | $14036870.70       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0337 M | 2040-05-20      | 3.5000%  |  | $96506.58          | $92460.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0205 M | 2055-02-20      | 5.5000%  |  | $2927784.38        | $2936518.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0177 M | 2040-02-20      | 4.0000%  |  | $50933.79          | $49535.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0148 M | 2055-01-20      | 6.0000%  |  | $33386.18          | $34070.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3529 C | 2055-07-20      | 7.0000%  |  | $583519.12         | $606170.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2020 C | 2055-07-20      | 7.5000%  |  | $111679.50         | $117052.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 675725 C | 2047-06-20      | 3.5000%  |  | $374.29            | $332.63            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 626972 C | 2045-08-20      | 3.5000%  |  | $69088.60          | $63705.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 757168 C | 2040-11-20      | 4.0000%  |  | $25366.63          | $23983.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005205 M | 2041-10-20      | 5.0000%  |  | $1894.71           | $1913.85           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004833 M | 2040-10-20      | 4.0000%  |  | $465434.77         | $442848.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004746 M | 2040-07-20      | 4.5000%  |  | $183.96            | $181.80            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004637 M | 2040-02-20      | 5.0000%  |  | $405.20            | $408.06            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004367 M | 2039-02-20      | 4.0000%  |  | $126.31            | $120.31            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004085 M | 2038-02-20      | 6.0000%  |  | $240.25            | $252.69            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003840 M | 2036-04-20      | 5.0000%  |  | $82.80             | $83.13             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003850 M | 2036-05-20      | 5.0000%  |  | $826.78            | $832.07            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003636 M | 2034-11-20      | 5.0000%  |  | $125.28            | $126.20            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004422 M | 2039-04-20      | 4.0000%  |  | $902.30            | $859.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003458 M | 2033-10-20      | 5.0000%  |  | $7010.87           | $7052.35           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003429 M | 2033-08-20      | 5.5000%  |  | $258.66            | $264.11            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003162 M | 2031-11-20      | 7.0000%  |  | $669.03            | $695.05            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD1364 C | 2047-11-20      | 3.5000%  |  | $90156.31          | $82349.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC0565 C | 2047-07-20      | 3.5000%  |  | $172211.74         | $157301.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BB3013 C | 2047-11-20      | 3.5000%  |  | $64388.38          | $58734.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA8388 C | 2047-11-20      | 3.5000%  |  | $155175.62         | $141355.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO8829 C | 2045-11-20      | 4.0000%  |  | $11212.64          | $10557.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9539 M | 2054-03-20      | 4.5000%  |  | $12415.23          | $11846.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD6941 C | 2047-12-20      | 3.5000%  |  | $454768.30         | $415948.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1374 C | 2054-03-20      | 7.0000%  |  | $260168.90         | $274089.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9130 C | 2054-04-20      | 6.0000%  |  | $531601.30         | $546096.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8718 M | 2053-03-20      | 1.5000%  |  | $78903.21          | $61123.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6895 C | 2053-11-20      | 6.5000%  |  | $167920.27         | $175842.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6935 M | 2050-10-20      | 4.5000%  |  | $4722.32           | $4591.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5930 M | 2049-05-20      | 3.5000%  |  | $101552.55         | $92377.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2961 M | 2045-07-20      | 3.5000%  |  | $316724.40         | $292439.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE1028 C | 2047-11-20      | 4.0000%  |  | $1758423.57        | $1632821.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7207 C | 2054-05-20      | 6.0000%  |  | $157144.94         | $162080.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9597 M | 2052-05-20      | 1.5000%  |  | $19993.22          | $15689.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF2211 C | 2048-02-20      | 3.5000%  |  | $36365.36          | $33261.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ6174 C | 2047-04-20      | 4.0000%  |  | $226808.35         | $210595.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9016 M | 2053-07-20      | 5.0000%  |  | $4283371.82        | $4208848.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8723 M | 2053-03-20      | 4.0000%  |  | $85611.46          | $79806.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AV3785 C | 2046-11-20      | 3.0000%  |  | $908508.27         | $799549.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7209 C | 2054-05-20      | 7.0000%  |  | $200166.27         | $211169.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8490 M | 2052-12-20      | 5.0000%  |  | $426071.66         | $420082.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BK2856 C | 2048-12-20      | 4.5000%  |  | $1128.92           | $1071.05           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7616 C | 2054-07-20      | 5.5000%  |  | $136805.96         | $138285.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002699 M | 2029-01-20      | 6.0000%  |  | $2187.82           | $2249.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AX4655 C | 2047-02-20      | 3.5000%  |  | $330300.59         | $300887.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AX4344 C | 2046-10-20      | 3.5000%  |  | $22664.80          | $20646.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AW8749 C | 2046-12-20      | 4.0000%  |  | $373963.44         | $347722.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3277 C | 2055-06-20      | 6.0000%  |  | $337611.32         | $347835.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3267 C | 2055-06-20      | 6.5000%  |  | $367408.95         | $384792.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3245 C | 2055-07-20      | 5.5000%  |  | $261383.66         | $265294.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2550 C | 2055-06-20      | 7.0000%  |  | $511675.07         | $531536.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8370 C | 2055-06-20      | 7.0000%  |  | $483978.45         | $502765.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2235 C | 2055-06-20      | 6.5000%  |  | $188422.91         | $196853.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1064 C | 2055-04-20      | 6.0000%  |  | $3840062.01        | $3953647.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0710 C | 2055-05-20      | 7.0000%  |  | $169437.03         | $178248.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0732 C | 2055-05-20      | 6.0000%  |  | $577561.15         | $595052.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9363 M | 2053-12-20      | 6.0000%  |  | $3254695.77        | $3334956.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9357 M | 2053-12-20      | 3.0000%  |  | $20153.24          | $17781.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9168 M | 2053-09-20      | 4.0000%  |  | $225414.20         | $210128.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9106 M | 2053-08-20      | 5.5000%  |  | $13283836.97       | $13372351.60       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9849 M | 2054-08-20      | 4.5000%  |  | $1297739.72        | $1237797.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9825 M | 2039-08-20      | 6.0000%  |  | $196107.45         | $200124.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8804 M | 2053-04-20      | 7.0000%  |  | $26937.75          | $28089.70          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8483 M | 2051-03-20      | 1.5000%  |  | $117887.81         | $91324.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8432 M | 2052-11-20      | 7.0000%  |  | $10953.09          | $11412.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M | 2052-11-20      | 4.0000%  |  | $93435.18          | $87100.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8181 M | 2037-09-20      | 6.5000%  |  | $2698.49           | $2787.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002897 M | 2030-03-20      | 8.0000%  |  | $3527.68           | $3714.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003598 M | 2034-08-20      | 6.0000%  |  | $306.29            | $321.17            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8041 C | 2054-07-20      | 6.5000%  |  | $1142538.90        | $1180745.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9777 M | 2054-07-20      | 4.5000%  |  | $37537.86          | $35807.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9915 C | 2055-07-20      | 6.5000%  |  | $343916.08         | $363520.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT0812 C | 2050-03-20      | 3.0000%  |  | $1152321.42        | $999117.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0203 M | 2055-02-20      | 4.5000%  |  | $16433320.68       | $15670748.87       | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE5898 C | 2048-01-20      | 3.5000%  |  | $66013.71          | $60217.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6479 M | 2050-02-20      | 5.5000%  |  | $2576.40           | $2641.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2699 C | 2055-07-20      | 5.5000%  |  | $744443.74         | $750782.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC0462 C | 2047-11-20      | 3.5000%  |  | $151050.75         | $137597.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0235 M | 2040-03-20      | 6.0000%  |  | $178215.17         | $184780.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9418 M | 2054-01-20      | 3.0000%  |  | $34871.44          | $30731.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1522 C | 2054-01-20      | 6.5000%  |  | $401238.92         | $422830.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4603 C | 2055-01-20      | 7.0000%  |  | $316458.98         | $333613.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7345 C | 2055-07-20      | 6.0000%  |  | $181519.20         | $190243.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2388 C | 2055-04-20      | 6.0000%  |  | $193596.46         | $200333.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2309 C | 2055-06-20      | 5.5000%  |  | $2327821.17        | $2364087.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4659 C | 2055-04-20      | 7.0000%  |  | $244632.56         | $254128.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3425 C | 2055-01-20      | 5.5000%  |  | $176206.35         | $178843.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3235 C | 2055-07-20      | 6.0000%  |  | $787627.04         | $812568.04         | Agency Mortgage-Backed Securities |

### Security 168: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-069 KF     | 2055-04-20      | 5.6980%  |  | $43904118.96       | $44105948.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 GF     | 2055-07-20      | 5.6226%  |  | $10677005.54       | $10688472.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 DH     | 2051-07-20      | 5.2500%  |  | $8303184.21        | $8312326.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FT     | 2065-07-20      | 5.5426%  |  | $17710843.37       | $17508613.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FC     | 2055-07-20      | 5.4273%  |  | $9690683.36        | $9694456.35        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC121JP R11F121 | 2041-12-25      | 4.5000%  |  | $9.23              | $8.92              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 UX     | 2055-06-20      | 5.0000%  |  | $239070.21         | $227640.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FN     | 2055-07-20      | 5.2256%  |  | $16398928.98       | $16414683.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 NL     | 2055-06-20      | 5.0000%  |  | $414.83            | $380.67            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-128 BW     | 2066-07-16      | 4.7500%  |  | $2361445.78        | $2225420.21        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-128 BG     | 2066-07-16      | 4.7500%  |  | $1279116.47        | $1191516.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9727 M     | 2054-06-20      | 6.5000%  |  | $42968892.76       | $44390504.27       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  |  | $196.79            | $198.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $12397590.36       | $12930769.40       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL1844 | 2054-01-01      | 2.5000%  |  | $177122.21         | $146766.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1576 | 2055-06-01      | 5.5000%  |  | $14884667.22       | $14959169.94       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1575 | 2055-06-01      | 5.5000%  |  | $13755417.99       | $13843787.37       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1776 | 2055-06-01      | 5.5000%  |  | $14562249.00       | $14671558.09       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $176.63            | $168.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8385 | 2053-12-01      | 6.5000%  |  | $15660351.79       | $16234486.39       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9670 M     | 2054-05-20      | 6.5000%  |  | $125.12            | $129.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF8858 C     | 2065-02-20      | 6.0000%  |  | $12453274.83       | $12607645.62       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY2891 | 2055-05-01      | 5.5000%  |  | $10844863.24       | $10847035.82       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0009 | 2040-07-01      | 5.0000%  |  | $194.85            | $196.27            | Agency Mortgage-Backed Securities         |

### Security 169: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $8045434.22        | $7256185.17        | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $499018.52         | $463996.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $109287.25         | $97600.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $13758160.44       | $13055714.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $92659944.68       | $70912254.17       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $4944676.45        | $4343947.71        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $173666058.00      | $161827590.16      | Agency Mortgage-Backed Securities         |

### Security 170: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  4.350%, 8/15/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $7911627.27        | $7135504.55        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $44748347.78       | $39152581.79       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $102869176.00      | $89774478.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $4981735.90        | $4376504.81        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $23018592.00       | $21449460.62       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $104432973.56      | $97103623.73       | Agency Mortgage-Backed Securities         |

### Security 171: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-069 AF | 2055-04-20      | 5.8580%  |  | $19942247.00       | $19968410.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MF | 2065-03-20      | 5.1480%  |  | $14522273.34       | $14503757.36       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MA | 2054-04-20      | 6.4813%  |  | $12992466.40       | $12705831.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 FD | 2055-02-20      | 5.3980%  |  | $21311118.93       | $21323295.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF | 2054-04-20      | 5.4480%  |  | $17549686.00       | $17500979.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-173 FA | 2053-11-20      | 5.8480%  |  | $19792138.15       | $20005574.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A  | 2052-07-20      | 4.5000%  |  | $16875314.86       | $16771464.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-066 FA | 2053-05-20      | 5.3480%  |  | $12888882.00       | $12812065.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-11O FE | 2072-05-20      | 5.1280%  |  | $19831576.60       | $19739555.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC | 2072-11-20      | 5.3480%  |  | $21316010.80       | $21473154.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 GT | 2055-07-20      | 5.0000%  |  | $20000000.00       | $19339073.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 LF | 2055-07-20      | 5.4876%  |  | $20000000.00       | $19722435.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 HF | 2055-07-20      | 5.4943%  |  | $9021428.60        | $9030899.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 CB | 2055-07-20      | 5.0000%  |  | $12600000.00       | $12183616.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FA | 2055-07-20      | 5.8226%  |  | $20000000.00       | $20739702.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 DT | 2065-06-20      | 5.0000%  |  | $11978090.16       | $11949159.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 ET | 2065-06-20      | 5.0000%  |  | $14185962.59       | $14000689.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF | 2054-12-20      | 5.6480%  |  | $19340055.00       | $19272321.70       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-05O F  | 2073-02-20      | 5.2280%  |  | $21510004.19       | $21485148.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ | 2054-10-20      | 5.5480%  |  | $18923110.20       | $18811297.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FA | 2055-06-20      | 6.0000%  |  | $19953861.20       | $20079178.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL | 2054-06-20      | 5.5480%  |  | $18191699.80       | $18198471.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 AF | 2055-02-20      | 6.0000%  |  | $16908008.00       | $17006925.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FD | 2055-04-20      | 5.6480%  |  | $19836837.80       | $19789462.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 FP | 2055-02-20      | 6.0000%  |  | $16908008.00       | $17001362.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH | 2052-12-20      | 5.3480%  |  | $12568227.30       | $12537725.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-007 FA | 2064-02-16      | 4.0000%  |  | $17231960.40       | $15604706.16       | Agency Mortgage-Backed Securities         |

### Security 172: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.350%, 9/4/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $2850000000.00
- **C.18.a - Value (excl. sponsor support):** $2850000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.5980%  |  | $14526862.09       | $14636271.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FN     | 2053-08-20      | 5.5980%  |  | $40746700.34       | $40965937.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FG     | 2053-08-20      | 5.4480%  |  | $38115702.81       | $38190129.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-083 FE     | 2053-06-20      | 5.4480%  |  | $36302523.57       | $36279858.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.4280%  |  | $3556312.11        | $3552434.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 5.3980%  |  | $17781560.55       | $17748813.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-053 AL     | 2053-04-20      | 5.5000%  |  | $15405405.41       | $15357484.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.3980%  |  | $7862176.88        | $7842084.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-043 FA     | 2053-03-20      | 5.2480%  |  | $45140261.11       | $44713529.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 5.3480%  |  | $16998528.83       | $16937148.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  |  | $7797384.82        | $7805564.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 5.3980%  |  | $38270922.67       | $38399680.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  |  | $22834325.62       | $22926736.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 QJ     | 2053-02-20      | 4.5000%  |  | $42464130.89       | $41354288.36       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 GH     | 2055-03-20      | 5.0000%  |  | $32919826.48       | $32659650.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 JB     | 2055-03-20      | 5.0000%  |  | $15302190.73       | $14526991.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 FV     | 2055-03-20      | 5.1480%  |  | $12728339.05       | $12681320.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 5.5980%  |  | $32974248.58       | $33062998.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 5.5480%  |  | $35121180.47       | $35182615.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FY     | 2054-12-20      | 5.1980%  |  | $18313597.13       | $18271920.36       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 UF     | 2064-12-20      | 5.5480%  |  | $2010403.25        | $1973790.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.6480%  |  | $21426442.50       | $21500658.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 5.5480%  |  | $41730273.39       | $41779315.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.5480%  |  | $7096603.37        | $7096037.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 DA     | 2054-06-20      | 0.1250%  |  | $16255775.15       | $12540260.36       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024PY R25F024 | 2055-03-25      | 5.0000%  |  | $15015643.26       | $14137313.20       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  |  | $2489515.05        | $2340043.74        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL039FC R24F039 | 2054-06-25      | 5.6500%  |  | $57277722.49       | $57457326.41       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  |  | $5391891.89        | $5574871.14        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  |  | $22376772.50       | $22057791.62       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  |  | $710716.43         | $572801.20         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  |  | $415328.85         | $394200.52         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  |  | $29539.97          | $28714.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  |  | $7018243.16        | $6855377.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  |  | $19543293.66       | $18934507.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  |  | $10059736.47       | $9900443.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-005 FB     | 2053-01-20      | 5.4480%  |  | $33734212.95       | $33733931.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  |  | $33555690.58       | $29145413.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  |  | $24702655.77       | $21542999.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  |  | $34025722.12       | $29890216.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  |  | $1408904.16        | $1233335.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  |  | $24438961.05       | $20811160.22       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FA     | 2069-11-20      | 5.0330%  |  | $19383194.96       | $19488578.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.8651%  |  | $17953829.39       | $17497201.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.9151%  |  | $24792403.46       | $24215579.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 NB     | 2055-07-20      | 5.0000%  |  | $39283783.78       | $37985598.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 5.4480%  |  | $38228659.63       | $38187818.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 PM     | 2055-07-20      | 4.5000%  |  | $40054054.05       | $37824204.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 NT     | 2055-06-20      | 5.0000%  |  | $8292251.09        | $8170650.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 JT     | 2055-06-20      | 0.1250%  |  | $42942912.47       | $30827736.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 KP     | 2055-06-20      | 5.0000%  |  | $13389814.27       | $13182240.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.9151%  |  | $12257020.92       | $11984692.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.4367%  |  | $8892691.40        | $8905032.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.6867%  |  | $5138266.50        | $5193190.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  |  | $7829232.14        | $7876745.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FC      | 2069-06-20      | 5.0867%  |  | $19432117.87       | $19349800.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FA      | 2069-04-20      | 5.1719%  |  | $21630461.40       | $21705784.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.9867%  |  | $8935801.41        | $8934767.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 5.1828%  |  | $1118154.39        | $1123168.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 5.4512%  |  | $7660214.84        | $7685690.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  |  | $11752421.96       | $11776563.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.6612%  |  | $6132073.09        | $6174150.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  |  | $3408246.52        | $3231799.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  |  | $3460084.09        | $3282268.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  |  | $1909635.11        | $1831827.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  |  | $1131497.93        | $1095126.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  |  | $3657019.61        | $3668469.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.3367%  |  | $3372122.31        | $3382165.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.3567%  |  | $4942994.93        | $4966174.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.3867%  |  | $9024577.76        | $9069759.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.3467%  |  | $4876612.66        | $4896705.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.3367%  |  | $13920571.21       | $13982493.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.3367%  |  | $4225872.32        | $4247150.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 5.0967%  |  | $8700866.40        | $8717545.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 5.0767%  |  | $6311484.01        | $6322205.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  |  | $1572519.02        | $1578823.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565QT 08/25/55 | 2055-08-25      | 6.0000%  |  | $101817732.00      | $104121663.64      | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565QC 08/25/55 | 2055-08-25      | 5.0000%  |  | $17574159.89       | $17596754.41       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565FB 08/25/55 | 2055-08-25      | 5.2943%  |  | $138668228.15      | $141098026.23      | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565DT 08/25/55 | 2055-08-25      | 5.0000%  |  | $38513513.51       | $38382862.84       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565CT 08/25/55 | 2055-08-25      | 5.0000%  |  | $87961282.34       | $87380004.86       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5555ET 07/25/55 | 2055-07-25      | 5.0000%  |  | $31359468.07       | $30721010.21       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  |  | $18152653.94       | $17803862.81       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5445BT 08/25/54 | 2054-08-25      | 0.1250%  |  | $7204633.02        | $5587338.20        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5410KY 05/25/54 | 2054-05-25      | 6.0000%  |  | $7702702.70        | $7762814.59        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  |  | $1743714.67        | $1637234.15        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  |  | $6127405.83        | $5484424.46        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  |  | $35582.87          | $34217.76          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC063DT R25F063 | 2055-08-25      | 5.0000%  |  | $27781814.64       | $26847502.96       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC063AY R25F063 | 2055-08-25      | 5.0000%  |  | $46610599.99       | $45043069.98       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045CT R25F045 | 2055-06-25      | 5.0000%  |  | $5447258.07        | $5362649.44        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.7500%  |  | $14036818.32       | $14063128.02       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL087NH R05F087 | 2025-10-25      | 5.0000%  |  | $132.02            | $132.12            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 5.0367%  |  | $7409955.35        | $7418984.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.3867%  |  | $9106416.83        | $9155031.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 5.0767%  |  | $6838300.51        | $6849684.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.5480%  |  | $22797179.04       | $23039791.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  |  | $5656617.61        | $5690044.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.4367%  |  | $3685813.25        | $3705951.78        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  |  | $238870.13         | $205290.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-183 FM     | 2053-12-20      | 5.5480%  |  | $38651048.35       | $38792867.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-048 FE     | 2053-03-20      | 5.3480%  |  | $7290763.55        | $7273900.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA     | 2051-04-20      | 4.8892%  |  | $4179150.37        | $3957464.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.6612%  |  | $7191705.13        | $7236716.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.6480%  |  | $5916307.84        | $5940959.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 5.3980%  |  | $23040524.98       | $22980513.22       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 5.6000%  |  | $20786339.80       | $20701039.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 F      | 2053-10-20      | 5.8980%  |  | $30357965.84       | $30576487.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.9130%  |  | $7760104.66        | $7801100.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 HT     | 2055-06-20      | 5.0000%  |  | $19235723.37       | $18834344.36       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC063A R25F063  | 2055-08-25      | 5.0000%  |  | $12709380.12       | $12916792.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.5980%  |  | $22498355.61       | $22552227.79       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL023BD R22F023 | 2052-05-25      | 3.0000%  |  | $1170260.53        | $1120724.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-173 FD     | 2053-11-20      | 5.8480%  |  | $32402187.65       | $32801054.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.7867%  |  | $348615.45         | $347589.19         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.6000%  |  | $42531436.85       | $42334360.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 HF     | 2055-07-20      | 5.4943%  |  | $10701254.72       | $10712489.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  |  | $1043037.44        | $1048424.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 DF     | 2053-10-20      | 5.9480%  |  | $30607866.16       | $30853599.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 EM     | 2052-09-20      | 4.5000%  |  | $4898367.41        | $4659792.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 5.5480%  |  | $24003846.93       | $24053036.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 5.4480%  |  | $34748517.93       | $34792497.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  |  | $2445282.28        | $2374355.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-024 FB     | 2053-02-20      | 5.1980%  |  | $45200674.18       | $44581798.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  |  | $9243243.15        | $6527843.29        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565AY 08/25/55 | 2055-08-25      | 5.0000%  |  | $10907284.30       | $10461619.93       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  |  | $17275311.80       | $17023627.79       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.9367%  |  | $5065781.77        | $5059895.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.1867%  |  | $2667439.63        | $2675608.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O FC     | 2072-04-20      | 5.1980%  |  | $39132838.14       | $39049300.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-19O FA     | 2069-12-20      | 5.1367%  |  | $21105928.87       | $21051816.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  |  | $3332540.69        | $3348657.97        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435DT 07/25/54 | 2054-07-25      | 0.1250%  |  | $7700971.00        | $5822289.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  |  | $9213864.30        | $8006649.47        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095KL R24F095 | 2054-12-25      | 5.5000%  |  | $4159459.46        | $3968720.51        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565KF 08/25/55 | 2055-08-25      | 5.2876%  |  | $52299553.54       | $52982756.73       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AT R25F055 | 2055-07-25      | 5.0000%  |  | $92269962.30       | $90737327.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  |  | $9529844.48        | $9098847.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 5.4980%  |  | $38300660.88       | $38377719.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  |  | $10046437.99       | $9639808.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.2980%  |  | $1905341.70        | $1896980.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.5480%  |  | $19748890.52       | $19866756.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.7980%  |  | $21760810.66       | $21584502.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 JE     | 2054-11-20      | 4.5000%  |  | $7624946.61        | $7343677.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MT     | 2065-03-20      | 7.2813%  |  | $21525835.91       | $21476107.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.4480%  |  | $22498355.61       | $22473239.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.5480%  |  | $22681984.97       | $22716375.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FA     | 2054-05-20      | 5.6480%  |  | $42470042.96       | $42620886.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.6480%  |  | $40974913.70       | $41111227.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 5.4480%  |  | $39523725.28       | $39481500.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-173 DF     | 2053-11-20      | 5.8580%  |  | $32402187.65       | $32807537.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.7480%  |  | $14758287.87       | $14837013.41       | Agency Collateralized Mortgage Obligation |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5882%  |  | $12094344.21       | $11371517.66       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0835%  |  | $14805964.99       | $14018137.12       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  |  | $3561035.72        | $3223462.59        | Agency Mortgage-Backed Securities         |

### Security 173: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.260%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 09/04/25 | 2025-09-04      | 0.0000%  |  | $1267800.00        | $1262551.31        | U.S. Treasuries (including strips) |
| USTR 4 BOND 42     | 2042-11-15      | 4.0000%  |  | $105226000.00      | $95545898.81       | U.S. Treasuries (including strips) |
| USTR BILL 11/12/25 | 2025-11-12      | 0.0000%  |  | $78610200.00       | $77650369.46       | U.S. Treasuries (including strips) |
| USTR BILL 12/18/25 | 2025-12-18      | 0.0000%  |  | $81903200.00       | $80571453.97       | U.S. Treasuries (including strips) |

### Security 174: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933DPF004, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-063 FH     | 2055-04-20      | 5.3980%  |  | $1581365.96        | $1580066.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FJ     | 2054-11-20      | 5.5980%  |  | $3604134.64        | $3609845.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-167 C      | 2052-10-20      | 4.5000%  |  | $569564.51         | $557694.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 5.4980%  |  | $1016699.20        | $1015069.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF     | 2054-11-20      | 5.4480%  |  | $613443.33         | $612741.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-131 KF     | 2044-09-16      | 4.7545%  |  | $342032.01         | $335499.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-018 FA     | 2053-02-20      | 5.2980%  |  | $8593098.70        | $8505421.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-099 AL     | 2053-07-20      | 6.0000%  |  | $800000.00         | $820289.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-055 FC     | 2050-04-20      | 3.5000%  |  | $6587853.40        | $5827835.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-098 JB     | 2053-07-20      | 6.0000%  |  | $599999.80         | $616486.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 FA     | 2053-02-20      | 5.1480%  |  | $4388034.70        | $4354334.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FC     | 2055-06-20      | 5.7980%  |  | $2696443.05        | $2708160.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-044 ML     | 2054-03-20      | 6.0000%  |  | $2167033.60        | $2221131.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-026 FB     | 2054-02-20      | 5.4080%  |  | $1539835.05        | $1536983.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  |  | $1000000.00        | $1029609.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FA     | 2053-10-20      | 5.5280%  |  | $1480128.47        | $1488822.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 BF     | 2053-08-20      | 5.5480%  |  | $2115969.00        | $2124725.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA     | 2053-08-20      | 5.4280%  |  | $1059509.74        | $1060500.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 NF     | 2053-08-20      | 5.3480%  |  | $2259574.68        | $2261890.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 BF     | 2053-07-20      | 5.3480%  |  | $1202327.93        | $1200482.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  |  | $400000.00         | $410959.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-096 DB     | 2053-07-20      | 6.0000%  |  | $500000.00         | $512650.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.7651%  |  | $1363923.18        | $1324741.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.8651%  |  | $2019988.56        | $1970370.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-096 FA     | 2053-07-20      | 5.3980%  |  | $667959.95         | $668103.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF     | 2053-12-20      | 5.4480%  |  | $5784420.78        | $5792488.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY     | 2053-11-20      | 6.0000%  |  | $2000000.00        | $2060628.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.7480%  |  | $4277226.68        | $4288947.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  |  | $1000000.00        | $1029610.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 LG     | 2054-04-20      | 6.0000%  |  | $400000.00         | $409629.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 FE     | 2053-09-20      | 5.6980%  |  | $1986283.96        | $2002670.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 CF     | 2053-05-20      | 5.2980%  |  | $5770857.49        | $5745689.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-104 M      | 2054-12-20      | 4.5000%  |  | $1593636.52        | $1563513.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-013 FD     | 2054-01-20      | 5.4080%  |  | $1334099.08        | $1334778.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $14461122.60       | $12363300.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 FA     | 2053-05-20      | 5.3480%  |  | $4927546.40        | $4912749.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  |  | $700000.00         | $721578.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 5.4980%  |  | $1288888.20        | $1286956.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-063 LB     | 2053-05-20      | 6.0000%  |  | $3069380.00        | $3129948.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-093 FA     | 2053-06-20      | 5.3480%  |  | $2618752.96        | $2614791.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-053 AF     | 2053-04-20      | 5.2480%  |  | $4913288.00        | $4888758.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-053 AL     | 2053-04-20      | 5.5000%  |  | $800000.00         | $797511.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 5.1980%  |  | $719513.98         | $706991.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 YF     | 2052-02-20      | 3.0000%  |  | $130202.42         | $109877.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 5.4080%  |  | $152181.35         | $151234.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.8651%  |  | $1118805.66        | $1088834.61        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLCB2164 | 2051-11-01      | 3.0000%  |  | $286769.36         | $249529.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2633 | 2052-01-01      | 2.5000%  |  | $17614.01          | $14770.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  |  | $61109.35          | $50728.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1131 | 2051-07-01      | 2.5000%  |  | $50829.63          | $42221.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  |  | $782.78            | $800.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  |  | $394294.33         | $394373.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ3264 | 2055-02-01      | 4.5000%  |  | $1614223.42        | $1538225.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE3049 | 2040-09-01      | 4.5000%  |  | $1808.33           | $1792.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0725 | 2041-01-01      | 4.5000%  |  | $12.76             | $12.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0517 | 2035-11-01      | 5.5000%  |  | $24217.95          | $24950.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0217 | 2040-08-01      | 4.5000%  |  | $107.39            | $106.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0826 | 2041-01-01      | 4.5000%  |  | $14628.29          | $14499.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  |  | $7680.92           | $7614.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD7730 | 2040-07-01      | 4.5000%  |  | $18957.45          | $18793.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD1655 | 2040-03-01      | 4.5000%  |  | $13486.17          | $13369.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD1593 | 2040-02-01      | 4.5000%  |  | $9719.81           | $9636.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD1045 | 2040-02-01      | 4.5000%  |  | $190203.45         | $188563.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5684 | 2040-04-01      | 5.5000%  |  | $3283.32           | $3357.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5651 | 2040-03-01      | 5.0000%  |  | $2240.49           | $2256.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5557 | 2039-12-01      | 4.5000%  |  | $1998.07           | $1982.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  |  | $1015736.96        | $1015312.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5418 | 2054-07-01      | 4.5000%  |  | $1884.77           | $1796.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $2766433.81        | $2825773.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5149 | 2038-09-01      | 5.5000%  |  | $7220.36           | $7383.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  |  | $652.57            | $627.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $1806877.89        | $1843973.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $2476547.82        | $2478760.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  |  | $50229.41          | $52404.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  |  | $45930.32          | $46015.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0571 | 2052-11-01      | 5.0000%  |  | $1531215.07        | $1511481.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6309 | 2052-08-01      | 5.0000%  |  | $52711.41          | $51634.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9914 | 2052-06-01      | 4.0000%  |  | $5035.27           | $4671.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $1621.42           | $1338.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBT0101 | 2036-05-01      | 2.0000%  |  | $296.81            | $271.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  |  | $1835044.84        | $1530556.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9687 | 2051-01-01      | 2.0000%  |  | $2109.15           | $1664.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBQ5101 | 2050-10-01      | 3.0000%  |  | $18582.63          | $16136.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  |  | $203.68            | $176.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3192 | 2049-10-01      | 3.0000%  |  | $120957.25         | $105185.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5603 | 2048-11-01      | 4.0000%  |  | $1667.60           | $1571.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3053 | 2046-07-01      | 4.5000%  |  | $20013.50          | $19591.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $14974.01          | $13755.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1396 | 2047-03-01      | 4.5000%  |  | $5030.10           | $4909.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM1382 | 2031-03-01      | 4.0000%  |  | $39.95             | $39.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  |  | $688.09            | $671.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA4991 | 2038-04-01      | 5.5000%  |  | $25995.33          | $26584.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $1647.56           | $1684.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA4934 | 2043-02-01      | 5.0000%  |  | $1119.84           | $1118.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $4077.12           | $4007.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA4825 | 2037-10-01      | 5.0000%  |  | $900.67            | $907.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  |  | $139059.42         | $136526.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI2506 | 2026-05-01      | 4.0000%  |  | $78.80             | $78.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  |  | $226.12            | $223.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  |  | $2606.76           | $2631.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH8423 | 2041-04-01      | 4.5000%  |  | $451.60            | $447.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH7742 | 2041-03-01      | 4.5000%  |  | $2176.27           | $2122.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH5575 | 2041-02-01      | 4.0000%  |  | $384.30            | $369.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL613632 | 2031-11-01      | 6.0000%  |  | $5721.17           | $5936.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL589499 | 2031-08-01      | 6.5000%  |  | $156.13            | $161.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL555647 | 2033-07-01      | 4.5000%  |  | $490.96            | $486.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL545444 | 2031-11-01      | 5.5000%  |  | $201.85            | $206.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $65922.11          | $67934.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1410 | 2046-06-01      | 3.5000%  |  | $3422.97           | $3117.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB9040 | 2054-09-01      | 6.0000%  |  | $10252.91          | $10603.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA7804 | 2052-08-01      | 5.5000%  |  | $2606195.27        | $2616107.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1927 | 2038-01-01      | 5.5000%  |  | $62.64             | $64.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7001 | 2051-05-01      | 3.0000%  |  | $4403.17           | $3811.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM5010 | 2050-09-01      | 4.5000%  |  | $1177.65           | $1141.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  |  | $5679.63           | $5805.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL253750 | 2031-04-01      | 6.0000%  |  | $4.43              | $4.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAB7707 | 2028-01-01      | 2.0000%  |  | $32352.02          | $31523.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8207 | 2052-04-01      | 3.5000%  |  | $2341.54           | $2103.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8150 | 2051-06-01      | 2.0000%  |  | $74762.65          | $58963.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  |  | $617396.29         | $510724.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  |  | $97272.29          | $76919.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $213110.02         | $185981.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7540 | 2051-05-01      | 2.5000%  |  | $144578.33         | $121587.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7507 | 2049-11-01      | 3.0000%  |  | $14334.81          | $12638.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7383 | 2055-01-01      | 6.0000%  |  | $2776147.43        | $2859265.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7316 | 2053-08-01      | 5.5000%  |  | $1022010.92        | $1030190.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7306 | 2052-07-01      | 3.5000%  |  | $659193.74         | $597004.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $15415.94          | $13405.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6708 | 2054-02-01      | 6.0000%  |  | $87015.67          | $88721.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6659 | 2049-09-01      | 4.5000%  |  | $348724.40         | $338959.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5568 | 2054-05-01      | 5.5000%  |  | $1701857.36        | $1701146.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  |  | $58703.89          | $57582.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD4680 | 2051-10-01      | 1.5000%  |  | $7544802.07        | $5629101.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4603 | 2053-04-01      | 5.5000%  |  | $19559.47          | $19716.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  |  | $36242.14          | $36399.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD5279 | 2052-08-01      | 3.0000%  |  | $2302.74           | $2005.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3074 | 2053-05-01      | 5.5000%  |  | $66389.44          | $66621.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  |  | $9592.74           | $9671.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  |  | $1498324.18        | $1504816.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3515 | 2053-07-01      | 6.0000%  |  | $160283.00         | $164729.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1819 | 2052-10-01      | 5.5000%  |  | $16917.22          | $17052.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2661 | 2053-04-01      | 5.5000%  |  | $116322.04         | $116534.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8421 | 2053-12-01      | 4.0000%  |  | $965431.31         | $901076.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  |  | $694.60            | $667.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5608 | 2051-01-01      | 2.5000%  |  | $68109.77          | $56062.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTBM1257 | 2037-04-01      | 2.5000%  |  | $850.19            | $784.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3498 | 2043-05-01      | 3.5000%  |  | $48534.11          | $45363.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735997 | 2035-11-01      | 5.5000%  |  | $746.67            | $769.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8415 | 2053-01-01      | 5.5000%  |  | $157289.30         | $157612.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  |  | $177307.38         | $152852.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  |  | $7487.60           | $6275.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256514 | 2036-12-01      | 6.0000%  |  | $1011.59           | $1062.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7497 | 2040-09-01      | 3.5000%  |  | $21417.06          | $20093.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM4054 | 2047-08-01      | 4.0000%  |  | $6073.13           | $5725.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5016 | 2053-02-01      | 4.0000%  |  | $103617.43         | $96854.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZJ5596 | 2032-01-01      | 6.0000%  |  | $48.50             | $49.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889633 | 2037-08-01      | 5.5000%  |  | $29.67             | $30.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6853 | 2029-11-01      | 3.5000%  |  | $1235.50           | $1216.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV0692 | 2043-12-01      | 4.0000%  |  | $2184.32           | $2092.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995112 | 2036-07-01      | 5.5000%  |  | $5105.24           | $5253.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0952 | 2052-04-01      | 3.0000%  |  | $144205.26         | $125252.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  |  | $97.61             | $97.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4557 | 2049-11-01      | 3.5000%  |  | $498.19            | $452.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  |  | $32893.83          | $32880.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $8943904.50        | $8945705.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA1922 | 2034-06-01      | 4.0000%  |  | $1065.93           | $1054.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932124 | 2039-11-01      | 4.5000%  |  | $11731.66          | $11640.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735212 | 2034-12-01      | 5.0000%  |  | $651.95            | $656.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $2869.92           | $2760.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1456 | 2052-05-01      | 3.0000%  |  | $728457.49         | $636861.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8340 | 2039-11-01      | 5.5000%  |  | $983.49            | $1005.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8336 | 2039-10-01      | 6.0000%  |  | $459.82            | $474.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  |  | $11713.31          | $11977.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8308 | 2039-06-01      | 5.0000%  |  | $6704.47           | $6753.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8224 | 2038-04-01      | 5.5000%  |  | $3854.10           | $3941.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8191 | 2037-10-01      | 4.5000%  |  | $1206.51           | $1198.47           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  |  | $1299.69           | $1249.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8058 | 2035-08-01      | 2.5000%  |  | $20766.57          | $19361.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB1245 | 2037-06-01      | 2.5000%  |  | $6884.52           | $6417.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB0257 | 2033-11-01      | 4.0000%  |  | $981.55            | $980.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1857 | 2049-03-01      | 4.5000%  |  | $598108.37         | $587837.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 ZLZT1208 | 2036-08-01      | 6.0000%  |  | $172.56            | $181.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS9935 | 2047-02-01      | 3.0000%  |  | $3602.57           | $3203.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9817 | 2046-09-01      | 3.5000%  |  | $1157.62           | $1071.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8665 | 2032-08-01      | 3.0000%  |  | $9770.95           | $9464.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6911 | 2026-06-01      | 4.5000%  |  | $20.93             | $20.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6651 | 2026-07-01      | 4.5000%  |  | $21.10             | $21.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS6590 | 2027-05-01      | 4.0000%  |  | $0.99              | $0.99              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4767 | 2048-04-01      | 3.0000%  |  | $342404.86         | $299741.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $56323.24          | $49593.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2540 | 2039-01-01      | 5.5000%  |  | $12549.45          | $12904.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2261 | 2034-10-01      | 5.5000%  |  | $1701.00           | $1719.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2133 | 2038-06-01      | 5.5000%  |  | $589.35            | $603.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1601 | 2037-07-01      | 5.5000%  |  | $4848.65           | $4984.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAX3715 | 2027-06-01      | 3.5000%  |  | $196.33            | $195.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW1543 | 2029-03-01      | 3.5000%  |  | $13.59             | $13.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  |  | $10623.33          | $10863.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5324 | 2039-04-01      | 5.0000%  |  | $2539.54           | $2559.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  |  | $11792.27          | $10652.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $781996.11         | $675680.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  |  | $437.98            | $345.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  |  | $695.90            | $549.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4170 | 2050-10-01      | 4.5000%  |  | $36616.05          | $35501.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  |  | $629.67            | $571.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  |  | $154331.21         | $134075.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4078 | 2050-07-01      | 2.5000%  |  | $55441.23          | $46100.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $188463.18         | $176431.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3998 | 2050-04-01      | 4.5000%  |  | $5179.14           | $4973.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  |  | $26962.61          | $22427.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $46072.86          | $38387.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  |  | $73303.93          | $70462.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  |  | $23420.01          | $20366.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  |  | $4668.71           | $4094.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995570 | 2039-01-01      | 5.5000%  |  | $32.27             | $33.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL994459 | 2038-11-01      | 6.0000%  |  | $184.44            | $189.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL985559 | 2038-06-01      | 5.5000%  |  | $2152.26           | $2204.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL970958 | 2039-01-01      | 6.0000%  |  | $31.34             | $32.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL962062 | 2038-03-01      | 5.0000%  |  | $8193.57           | $8293.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL959983 | 2037-11-01      | 6.0000%  |  | $1.92              | $2.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV0663 | 2043-12-01      | 4.5000%  |  | $25.65             | $25.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU3741 | 2043-08-01      | 3.5000%  |  | $370.14            | $345.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3735 | 2043-08-01      | 3.0000%  |  | $4179.79           | $3745.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU1632 | 2043-07-01      | 3.0000%  |  | $8466.62           | $7590.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT5899 | 2043-06-01      | 3.0000%  |  | $709.72            | $636.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  |  | $44.65             | $43.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7612 | 2053-12-01      | 6.0000%  |  | $7442.40           | $7612.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  |  | $1056.27           | $1057.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  |  | $1324245.87        | $1302709.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5731 | 2053-02-01      | 5.5000%  |  | $2950305.84        | $2955301.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $672.25            | $642.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7838 | 2046-08-01      | 3.0000%  |  | $805.29            | $712.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS7276 | 2031-06-01      | 3.0000%  |  | $2559.09           | $2486.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7253 | 2046-05-01      | 4.5000%  |  | $97.62             | $94.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7003 | 2046-04-01      | 3.0000%  |  | $9742.65           | $8621.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0220 | 2038-10-01      | 6.0000%  |  | $494.44            | $519.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0095 | 2038-11-01      | 6.0000%  |  | $2945.73           | $3095.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0738 | 2051-06-01      | 3.0000%  |  | $2994948.66        | $2572855.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7528 | 2050-10-01      | 2.5000%  |  | $172733.37         | $142434.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6049 | 2050-06-01      | 3.0000%  |  | $136081.59         | $120031.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5740 | 2050-05-01      | 3.5000%  |  | $1435.36           | $1309.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5019 | 2050-01-01      | 3.0000%  |  | $20402.12          | $17719.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4629 | 2049-11-01      | 5.0000%  |  | $845889.45         | $844812.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4314 | 2049-10-01      | 3.0000%  |  | $5925242.95        | $5229412.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3859 | 2049-07-01      | 3.5000%  |  | $3166063.75        | $2884251.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  |  | $280.62            | $272.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL7579 | 2042-02-01      | 5.5000%  |  | $449.59            | $462.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL7434 | 2041-05-01      | 6.0000%  |  | $13146.50          | $13812.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7359 | 2029-05-01      | 4.0000%  |  | $13000.55          | $12956.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $970.24            | $898.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL6449 | 2027-01-01      | 4.5000%  |  | $8.62              | $8.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6307 | 2045-02-01      | 4.5000%  |  | $551.06            | $540.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL6132 | 2029-03-01      | 4.5000%  |  | $62.38             | $62.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  |  | $140.13            | $136.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAL4165 | 2031-01-01      | 4.5000%  |  | $183.70            | $183.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL3353 | 2027-06-01      | 4.0000%  |  | $100.35            | $99.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2897 | 2043-01-01      | 3.5000%  |  | $480.91            | $449.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL2117 | 2042-03-01      | 4.0000%  |  | $1820.37           | $1750.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1083 | 2026-07-01      | 4.5000%  |  | $47.97             | $48.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL0909 | 2040-06-01      | 5.5000%  |  | $3197.66           | $3288.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL0677 | 2041-07-01      | 5.0000%  |  | $12420.74          | $12531.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1489 | 2046-08-01      | 3.0000%  |  | $730.72            | $648.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3519 | 2038-11-01      | 4.0000%  |  | $20246.01          | $19787.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3275 | 2048-02-01      | 3.0000%  |  | $6634.83           | $5810.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7725 | 2053-10-01      | 4.5000%  |  | $183948.77         | $177684.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  |  | $8998.85           | $8939.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9418 | 2039-12-01      | 4.5000%  |  | $285.66            | $283.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2420 | 2052-07-01      | 3.5000%  |  | $1711.41           | $1554.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ0860 | 2054-02-01      | 7.0000%  |  | $2653150.84        | $2827519.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8684 | 2047-01-01      | 3.5000%  |  | $4190.01           | $3850.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1148 | 2048-12-01      | 3.5000%  |  | $1307.48           | $1194.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $1326.36           | $1151.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $6395.12           | $5995.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  |  | $42805.32          | $42244.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS5952 | 2045-10-01      | 4.5000%  |  | $2552.97           | $2496.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZK3261 | 2026-05-01      | 4.0000%  |  | $18.81             | $18.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZS2393 | 2032-09-01      | 7.5000%  |  | $840.80            | $876.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  |  | $29936.56          | $29516.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5158 | 2043-09-01      | 6.0000%  |  | $35712.98          | $36565.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8404 | 2051-01-01      | 3.0000%  |  | $58237.15          | $51249.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5450 | 2051-11-01      | 3.0000%  |  | $16425.53          | $14365.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTFM5790 | 2040-03-01      | 4.0000%  |  | $6062.30           | $5932.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4167 | 2035-02-01      | 5.0000%  |  | $140.30            | $141.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1812 | 2052-05-01      | 4.0000%  |  | $2396767.23        | $2237004.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8401 | 2053-08-01      | 5.5000%  |  | $20752.86          | $20769.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  |  | $3157.46           | $2882.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0434 | 2051-11-01      | 2.5000%  |  | $8561.10           | $7201.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  |  | $26.76             | $25.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9578 | 2045-06-01      | 4.0000%  |  | $823.62            | $790.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4330 | 2036-05-01      | 2.5000%  |  | $426016.33         | $397559.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  |  | $8689.14           | $7360.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9153 | 2046-09-01      | 3.5000%  |  | $1905.29           | $1771.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8344 | 2049-06-01      | 4.0000%  |  | $61421.31          | $57916.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $87212.98          | $68777.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  |  | $1709.90           | $1470.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD3808 | 2040-04-01      | 4.5000%  |  | $912.41            | $904.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  |  | $45360.82          | $35777.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $1565461.67        | $1572066.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $22978.19          | $18057.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI2237 | 2034-07-01      | 5.5000%  |  | $396.32            | $400.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA3519 | 2053-10-01      | 5.5000%  |  | $748094.32         | $748647.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0218 | 2040-08-01      | 4.5000%  |  | $2738.64           | $2715.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  |  | $353.75            | $350.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAE1806 | 2025-10-01      | 3.5000%  |  | $9.44              | $9.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  |  | $1496.72           | $1369.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAE6384 | 2026-01-01      | 4.0000%  |  | $17.23             | $17.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $76387.50          | $73095.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH9016 | 2026-03-01      | 4.0000%  |  | $161.96            | $161.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1200 | 2041-04-01      | 5.0000%  |  | $7.51              | $7.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1892 | 2041-05-01      | 5.0000%  |  | $1219.60           | $1230.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3162 | 2052-05-01      | 3.0000%  |  | $57509.60          | $50232.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  |  | $349.23            | $300.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3941 | 2041-12-01      | 5.0000%  |  | $12010.61          | $12122.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS0418 | 2028-06-01      | 6.0000%  |  | $88.81             | $90.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA4785 | 2046-12-01      | 3.0000%  |  | $54583.67          | $48511.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA4196 | 2043-04-01      | 3.0000%  |  | $9915.11           | $8890.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZA2496 | 2037-11-01      | 4.5000%  |  | $17139.96          | $17016.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2238 | 2032-01-01      | 4.0000%  |  | $1959.15           | $1940.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZA2063 | 2028-05-01      | 5.0000%  |  | $587.44            | $590.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZA1041 | 2040-03-01      | 5.5000%  |  | $864.51            | $885.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZA0863 | 2032-12-01      | 6.0000%  |  | $606.06            | $622.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  |  | $420.24            | $411.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZN2332 | 2038-11-01      | 4.5000%  |  | $31326.51          | $31043.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2915 | 2047-04-01      | 3.5000%  |  | $15017.98          | $13783.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2089 | 2046-11-01      | 3.0000%  |  | $2993.82           | $2642.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZJ9223 | 2027-12-01      | 5.0000%  |  | $430.05            | $431.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZJ3686 | 2029-06-01      | 6.0000%  |  | $109.55            | $112.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6859 | 2037-11-01      | 6.0000%  |  | $60.41             | $63.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI4377 | 2036-04-01      | 5.5000%  |  | $18.95             | $19.45             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC H09197 G | 2038-10-01      | 6.5000%  |  | $774.16            | $796.03            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08784 G | 2047-10-01      | 3.5000%  |  | $9822.89           | $9013.84           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G15888 G | 2029-01-01      | 3.0000%  |  | $35812.14          | $35262.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL256022 | 2035-12-01      | 5.5000%  |  | $26.79             | $27.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190363 | 2035-11-01      | 5.5000%  |  | $623.91            | $643.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  |  | $3253.89           | $2944.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7501 | 2052-07-01      | 4.5000%  |  | $5201.46           | $4964.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6388 | 2051-12-01      | 2.5000%  |  | $24317.25          | $20342.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5502 | 2051-06-01      | 3.0000%  |  | $1260115.17        | $1085122.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5276 | 2051-05-01      | 2.5000%  |  | $465256.29         | $387335.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3223 | 2052-11-01      | 5.0000%  |  | $13643.57          | $13414.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD6091 | 2052-01-01      | 3.0000%  |  | $251619.52         | $216465.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD1378 | 2051-11-01      | 2.5000%  |  | $43191.46          | $36519.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB2156 | 2050-08-01      | 2.5000%  |  | $165454.43         | $137595.77         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G60994 G | 2045-01-01      | 3.5000%  |  | $4204.51           | $3935.66           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q53751 G | 2048-01-01      | 3.5000%  |  | $3136.49           | $2869.12           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC U99191 G | 2048-09-01      | 4.5000%  |  | $47158.84          | $45938.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4229 | 2053-11-01      | 6.0000%  |  | $688434.84         | $706855.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3636 | 2053-08-01      | 6.0000%  |  | $12313.65          | $12645.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3663 | 2053-08-01      | 5.5000%  |  | $80916.69          | $81396.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4386 | 2052-08-01      | 3.0000%  |  | $650114.71         | $559734.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $3187.55           | $3248.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $535425.72         | $536581.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $1216.12           | $1092.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  |  | $5166.53           | $5178.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  |  | $359339.22         | $342935.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL946803 | 2037-09-01      | 6.5000%  |  | $289.15            | $305.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL944145 | 2037-08-01      | 6.0000%  |  | $1071.24           | $1101.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL942595 | 2037-08-01      | 6.0000%  |  | $5763.31           | $6037.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL930920 | 2039-04-01      | 4.5000%  |  | $2271.80           | $2255.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL930757 | 2039-03-01      | 5.0000%  |  | $1884.98           | $1907.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL912497 | 2037-03-01      | 6.0000%  |  | $2733.08           | $2874.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889529 | 2038-03-01      | 6.0000%  |  | $5115.61           | $5374.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZLFP0012 | 2051-08-01      | 3.0000%  |  | $19964.95          | $17560.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9270 | 2051-09-01      | 4.5000%  |  | $1673.92           | $1623.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  |  | $387.82            | $304.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6233 | 2045-11-01      | 4.5000%  |  | $102.57            | $99.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6191 | 2045-11-01      | 3.5000%  |  | $1535.24           | $1419.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS2946 | 2044-07-01      | 4.0000%  |  | $5174.85           | $4905.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1758 | 2029-02-01      | 3.5000%  |  | $92.11             | $90.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0150 | 2042-06-01      | 4.0000%  |  | $1161.76           | $1114.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAO6572 | 2027-06-01      | 4.0000%  |  | $730.97            | $729.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8383 | 2045-10-01      | 4.5000%  |  | $2824.92           | $2799.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7885 | 2045-06-01      | 4.0000%  |  | $113881.03         | $106862.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS7582 | 2052-02-01      | 2.0000%  |  | $233626.37         | $183658.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS8078 | 2052-02-01      | 2.0000%  |  | $130059.82         | $102325.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6941 | 2054-02-01      | 6.0000%  |  | $31755.03          | $32617.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6931 | 2053-01-01      | 5.5000%  |  | $1513323.80        | $1515459.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  |  | $335885.44         | $336160.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6632 | 2053-07-01      | 2.5000%  |  | $31064.52          | $25565.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6616 | 2053-06-01      | 6.0000%  |  | $16703.87          | $17031.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6426 | 2052-03-01      | 2.5000%  |  | $2126923.84        | $1780512.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5979 | 2036-09-01      | 2.5000%  |  | $2062.60           | $1940.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5890 | 2053-10-01      | 6.0000%  |  | $65526.80          | $67271.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFS5534 | 2053-09-01      | 7.0000%  |  | $4935771.58        | $5278577.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  |  | $28503.92          | $25623.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4794 | 2037-08-01      | 2.0000%  |  | $82944.28          | $75522.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4505 | 2052-06-01      | 3.0000%  |  | $5585.53           | $4878.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3874 | 2050-02-01      | 4.5000%  |  | $219156.95         | $212647.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  |  | $46138.00          | $44285.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6520 | 2046-01-01      | 3.5000%  |  | $257.24            | $237.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0393 | 2041-06-01      | 4.5000%  |  | $70.04             | $69.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL0849 | 2026-07-01      | 4.5000%  |  | $15.40             | $15.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAK9445 | 2042-03-01      | 4.0000%  |  | $2717851.16        | $2611507.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8194 | 2041-08-01      | 4.5000%  |  | $262.63            | $259.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAI6533 | 2026-07-01      | 3.5000%  |  | $152.27            | $151.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3384 | 2050-10-01      | 4.5000%  |  | $257132.79         | $249295.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3160 | 2052-06-01      | 3.0000%  |  | $159575.09         | $138498.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2967 | 2052-09-01      | 5.0000%  |  | $77068.85          | $75561.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2982 | 2052-09-01      | 5.0000%  |  | $523313.60         | $514158.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  |  | $2899.02           | $2850.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  |  | $365067.78         | $314318.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS1970 | 2036-11-01      | 2.5000%  |  | $4489.60           | $4185.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1919 | 2048-12-01      | 3.0000%  |  | $461505.35         | $405077.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2699 | 2052-08-01      | 5.0000%  |  | $166064.03         | $162981.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2620 | 2052-08-01      | 5.0000%  |  | $6278.88           | $6176.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  |  | $486.81            | $466.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2584 | 2052-08-01      | 4.5000%  |  | $125723.38         | $121589.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1640 | 2052-04-01      | 4.0000%  |  | $50494.48          | $47198.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  |  | $29414.04          | $25776.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFS1128 | 2032-10-01      | 3.5000%  |  | $10814.86          | $10729.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  |  | $46003.54          | $36902.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1082 | 2052-03-01      | 2.5000%  |  | $1210.40           | $1018.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $7360.23           | $6437.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  |  | $2488.67           | $2141.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1711 | 2048-05-01      | 4.5000%  |  | $2451.80           | $2372.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1707 | 2048-05-01      | 4.5000%  |  | $471.22            | $457.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT2415 | 2051-07-01      | 2.5000%  |  | $516466.68         | $427383.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  |  | $15164.12          | $14912.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5035 | 2050-07-01      | 4.0000%  |  | $48.97             | $46.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819 | 2044-12-01      | 4.5000%  |  | $120.59            | $118.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $15171.78          | $15090.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  |  | $134.23            | $133.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2387 | 2050-04-01      | 3.0000%  |  | $4449.85           | $3895.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $1905101.25        | $1638949.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $1581670.53        | $1583333.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4454 | 2053-04-01      | 6.0000%  |  | $113841.16         | $117050.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4400 | 2051-08-01      | 3.0000%  |  | $49416.21          | $42661.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8743 | 2046-06-01      | 4.5000%  |  | $79091.41          | $77057.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1382 | 2048-06-01      | 3.5000%  |  | $121983.71         | $111955.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $2306519.11        | $1903070.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  |  | $2802.32           | $2465.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2580 | 2048-11-01      | 4.5000%  |  | $3396.71           | $3323.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA3525 | 2038-11-01      | 4.5000%  |  | $367.14            | $368.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8677 | 2050-07-01      | 3.5000%  |  | $26999.43          | $24630.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3908 | 2050-01-01      | 4.5000%  |  | $90381.88          | $87036.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1949 | 2049-03-01      | 5.0000%  |  | $54160.00          | $53953.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  |  | $32192.86          | $31715.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5448 | 2039-08-01      | 5.0000%  |  | $1992.46           | $2008.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  |  | $118799.33         | $102226.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX2914 | 2052-12-01      | 5.0000%  |  | $30763.74          | $30102.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $12975.40          | $13269.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $63023.35          | $66071.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ7729 | 2051-03-01      | 2.5000%  |  | $100411.74         | $82601.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  |  | $51260.80          | $47067.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF7077 | 2053-02-01      | 5.0000%  |  | $3261.73           | $3192.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9746 | 2027-01-01      | 4.5000%  |  | $6.53              | $6.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5676 | 2052-12-01      | 5.0000%  |  | $123778.45         | $121517.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS9818 | 2046-01-01      | 4.0000%  |  | $2715.49           | $2572.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  |  | $568.76            | $546.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6154 | 2054-01-01      | 5.5000%  |  | $329022.82         | $330227.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  |  | $455.32            | $441.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2762 | 2053-05-01      | 5.5000%  |  | $16446.87          | $16529.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5428 | 2044-07-01      | 5.0000%  |  | $164151.76         | $164227.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1071 | 2036-05-01      | 5.5000%  |  | $432.51            | $446.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $667.37            | $573.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7898 | 2038-10-01      | 6.5000%  |  | $292350.80         | $303068.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  |  | $1775214.25        | $1527019.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  |  | $2377697.48        | $1896940.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA4914 | 2038-02-01      | 4.5000%  |  | $11485.43          | $11409.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE5114 | 2052-07-01      | 5.5000%  |  | $2449700.67        | $2458711.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5923 | 2048-03-01      | 3.5000%  |  | $27852.09          | $25459.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  |  | $3607.09           | $2967.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  |  | $136.94            | $132.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2387 | 2045-09-01      | 3.5000%  |  | $93.64             | $86.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA0690 | 2052-06-01      | 3.0000%  |  | $5883742.17        | $5114878.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD1258 | 2051-11-01      | 2.0000%  |  | $438172.76         | $349579.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1475 | 2052-04-01      | 3.5000%  |  | $12241.66          | $11123.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI4867 | 2026-06-01      | 4.0000%  |  | $71.25             | $71.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB3387 | 2041-08-01      | 4.0000%  |  | $18.47             | $17.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  |  | $3272.95           | $3057.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD4098 | 2049-01-01      | 4.0000%  |  | $492060.58         | $465312.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  |  | $458.49            | $457.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  |  | $24017.61          | $24058.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1165 | 2032-09-01      | 3.0000%  |  | $2771.99           | $2661.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7767 | 2044-06-01      | 4.5000%  |  | $161.28            | $159.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2996 | 2047-07-01      | 5.0000%  |  | $7615.09           | $7691.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  |  | $129.84            | $129.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3494 | 2048-10-01      | 3.5000%  |  | $37.80             | $34.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  |  | $131923.19         | $127850.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA2244 | 2045-03-01      | 4.0000%  |  | $2045.12           | $1935.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  |  | $105.88            | $97.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA1089 | 2032-06-01      | 4.0000%  |  | $893.80            | $885.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA0949 | 2032-01-01      | 3.5000%  |  | $2438.32           | $2386.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC5003 | 2040-01-01      | 4.5000%  |  | $4538.83           | $4464.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAC2172 | 2039-06-01      | 4.0000%  |  | $17145.69          | $16766.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC1877 | 2039-09-01      | 4.5000%  |  | $875.77            | $868.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB8899 | 2043-04-01      | 3.0000%  |  | $28498.26          | $25542.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB7931 | 2043-02-01      | 3.0000%  |  | $385.20            | $345.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6802 | 2042-11-01      | 3.5000%  |  | $4012.76           | $3753.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAB3900 | 2026-11-01      | 3.0000%  |  | $14.14             | $14.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAB2133 | 2026-01-01      | 4.0000%  |  | $20.56             | $20.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAB1496 | 2025-09-01      | 3.5000%  |  | $8.36              | $8.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7747 | 2045-11-01      | 4.5000%  |  | $413.85            | $402.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $51659.58          | $46897.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9617 | 2048-10-01      | 4.0000%  |  | $657916.19         | $621573.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9043 | 2049-02-01      | 4.0000%  |  | $97.89             | $92.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  |  | $258.73            | $248.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9829 | 2050-03-01      | 4.5000%  |  | $10199.04          | $9891.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8579 | 2051-09-01      | 2.5000%  |  | $3373.64           | $2814.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8166 | 2051-06-01      | 3.0000%  |  | $122142.41         | $107212.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8159 | 2051-07-01      | 2.5000%  |  | $244212.78         | $204687.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8996 | 2051-09-01      | 3.5000%  |  | $8043.19           | $7294.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $2311.81           | $2097.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7346 | 2051-05-01      | 3.0000%  |  | $22417.78          | $19425.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7290 | 2051-05-01      | 3.0000%  |  | $30603.19          | $26715.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8025 | 2051-07-01      | 2.5000%  |  | $13911.73          | $11701.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $892.02            | $816.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM6468 | 2049-06-01      | 4.0000%  |  | $49926.44          | $46990.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  |  | $4310.47           | $3912.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4747 | 2048-01-01      | 3.5000%  |  | $86777.98          | $80059.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM3762 | 2035-08-01      | 3.0000%  |  | $9544.07           | $9115.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3689 | 2050-06-01      | 3.0000%  |  | $43641.12          | $37922.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  |  | $35668.16          | $35360.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA2794 | 2050-06-01      | 3.5000%  |  | $29358.09          | $26629.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  |  | $6760.16           | $5880.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA4912 | 2051-03-01      | 3.0000%  |  | $86020.18          | $73967.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  |  | $5328.54           | $4944.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8037 | 2050-01-01      | 2.5000%  |  | $21334.41          | $17708.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  |  | $183.94            | $173.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  |  | $1905.01           | $1861.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  |  | $101242.61         | $89581.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV0295 | 2052-02-01      | 3.5000%  |  | $2855.19           | $2594.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7367 | 2054-03-01      | 5.5000%  |  | $76782.25          | $77619.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL1488 | 2052-04-01      | 2.5000%  |  | $951516.14         | $792731.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7849 | 2052-05-01      | 2.5000%  |  | $18038.66          | $14976.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0605 | 2047-12-01      | 3.5000%  |  | $2123241.23        | $1984087.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7323 | 2054-12-01      | 5.0000%  |  | $45911.93          | $44892.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  |  | $3803.21           | $3831.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7315 | 2054-07-01      | 5.5000%  |  | $4212101.98        | $4236845.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5663 | 2045-03-01      | 6.0000%  |  | $925960.23         | $948274.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $38395.31          | $37522.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  |  | $986.65            | $951.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8368 | 2040-02-01      | 6.0000%  |  | $2054.01           | $2120.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1388 | 2040-08-01      | 4.5000%  |  | $7470.04           | $7405.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1173 | 2033-07-01      | 4.5000%  |  | $2815.98           | $2783.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAB1149 | 2040-06-01      | 5.0000%  |  | $4442.91           | $4484.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT995834 | 2029-06-01      | 5.0000%  |  | $46395.04          | $46592.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995655 | 2038-07-01      | 5.5000%  |  | $4568.54           | $4711.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL995240 | 2037-08-01      | 4.5000%  |  | $466.60            | $463.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3615 | 2049-03-01      | 4.0000%  |  | $158.33            | $148.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4471 | 2036-11-01      | 2.5000%  |  | $1261.84           | $1175.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  |  | $96796.51          | $87156.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  |  | $248355.93         | $231103.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4415 | 2051-09-01      | 3.0000%  |  | $41778.99          | $36057.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $605346.55         | $500326.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  |  | $189.11            | $185.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  |  | $51931.71          | $48928.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3413 | 2038-07-01      | 4.0000%  |  | $34859.76          | $34095.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  |  | $15443.82          | $15397.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3310 | 2038-03-01      | 4.0000%  |  | $2127.02           | $2081.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3278 | 2048-02-01      | 4.5000%  |  | $228.58            | $220.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3184 | 2047-11-01      | 4.5000%  |  | $354.07            | $342.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  |  | $4032.08           | $3760.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA2914 | 2037-02-01      | 4.0000%  |  | $768.80            | $755.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA3591 | 2039-02-01      | 4.5000%  |  | $8598.55           | $8613.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3590 | 2039-02-01      | 4.0000%  |  | $808.98            | $790.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $79.29             | $74.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  |  | $78685.77          | $61902.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9249 | 2048-06-01      | 4.5000%  |  | $14089.90          | $13791.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5750 | 2047-11-01      | 3.5000%  |  | $2709924.48        | $2477314.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I6BF0497 | 2060-07-01      | 3.0000%  |  | $28259.82          | $24134.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE9612 | 2047-06-01      | 3.5000%  |  | $3004.59           | $2746.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2352 | 2046-07-01      | 3.5000%  |  | $11192.02          | $10292.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6531 | 2055-08-01      | 6.0000%  |  | $160023.20         | $165253.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9793 | 2055-01-01      | 6.0000%  |  | $223511.94         | $230817.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL828377 | 2035-06-01      | 5.5000%  |  | $123.22            | $126.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL796243 | 2034-11-01      | 6.0000%  |  | $25.78             | $26.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL772100 | 2033-10-01      | 4.5000%  |  | $203.90            | $202.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL770858 | 2034-04-01      | 5.5000%  |  | $185.27            | $186.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL755617 | 2034-01-01      | 5.5000%  |  | $212.51            | $214.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL750160 | 2033-09-01      | 5.5000%  |  | $89.46             | $89.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $126091.89         | $113318.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA4713 | 2037-07-01      | 4.0000%  |  | $49123.30          | $47915.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4507 | 2051-11-01      | 4.0000%  |  | $391203.92         | $363198.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL750699 | 2033-11-01      | 5.5000%  |  | $26.53             | $26.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $26096.85          | $26371.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  |  | $5055.73           | $5294.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $33720.26          | $34841.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL725027 | 2033-11-01      | 5.0000%  |  | $136.92            | $138.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL723763 | 2033-03-01      | 6.0000%  |  | $136.54            | $140.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX5218 | 2039-10-01      | 3.5000%  |  | $1057.37           | $1036.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8708 | 2051-08-01      | 4.0000%  |  | $6826.39           | $6406.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8200 | 2054-06-01      | 6.0000%  |  | $87096.72          | $88784.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8879 | 2054-09-01      | 5.5000%  |  | $4144013.50        | $4175107.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $3866690.89        | $3796253.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  |  | $54387.86          | $50824.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3142 | 2048-10-01      | 4.0000%  |  | $97224.30          | $91695.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3039 | 2050-03-01      | 5.0000%  |  | $14097.93          | $13918.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM2876 | 2033-09-01      | 4.5000%  |  | $43.29             | $43.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM3529 | 2040-06-01      | 3.0000%  |  | $5473624.66        | $5067755.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2308 | 2049-07-01      | 4.0000%  |  | $30491.59          | $28716.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1258 | 2049-07-01      | 4.0000%  |  | $24400.74          | $22945.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM0036 | 2049-08-01      | 5.0000%  |  | $96161.78          | $96058.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM0057 | 2032-05-01      | 2.5000%  |  | $2632.59           | $2526.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA2248 | 2052-07-01      | 3.0000%  |  | $660916.00         | $568712.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1230 | 2050-12-01      | 4.5000%  |  | $485659.43         | $471233.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0202 | 2054-02-01      | 5.5000%  |  | $558603.56         | $560196.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0166 | 2055-01-01      | 5.0000%  |  | $3222400.19        | $3184049.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9351 | 2054-10-01      | 6.5000%  |  | $2037789.90        | $2154303.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8885 | 2054-07-01      | 7.0000%  |  | $5753853.63        | $6146043.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3825 | 2050-04-01      | 4.5000%  |  | $851989.43         | $826152.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS3806 | 2052-07-01      | 2.5000%  |  | $102007.48         | $83927.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  |  | $4747.42           | $4274.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4300 | 2052-08-01      | 4.5000%  |  | $24935.07          | $23922.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  |  | $471.06            | $405.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2287 | 2051-12-01      | 2.5000%  |  | $2517.43           | $2096.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2243 | 2036-11-01      | 2.5000%  |  | $4811.81           | $4507.99           | Agency Mortgage-Backed Securities         |

### Security 175: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  4.380%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933DQX004, C.3 - LEI: X574KRZ6V5A7UBU45C31
- **C.18 - Value (incl. sponsor support):** $222250000.00
- **C.18.a - Value (excl. sponsor support):** $222250000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41056900.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41056900.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41056900.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41056900.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $25000000.00       | $20763525.00       | Agency Debentures and Agency Strips |

### Security 176: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $476136.03         | $473125.43         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A83512 G | 2038-12-01      | 5.0000%  |  | $60054.04          | $59383.22          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  |  | $542082.99         | $507304.93         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A78954 G | 2036-05-01      | 6.0000%  |  | $27482.52          | $28037.20          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  |  | $201050.91         | $203668.80         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  |  | $187492.48         | $192222.92         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $102.11            | $105.49            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841704 G        | 2054-01-01      | 6.0100%  |  | $5598303.32        | $5728656.07        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  |  | $248387.20         | $253785.98         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3649 | 2031-09-01      | 2.8500%  |  | $8853592.35        | $8190591.08        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  |  | $21751504.80       | $20057026.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  |  | $1469221.59        | $1425688.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  |  | $557908.32         | $529222.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  |  | $2674552.95        | $2125367.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $1417695.85        | $1331632.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  |  | $3037739.20        | $2961883.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $230908.04         | $192644.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  |  | $413482.10         | $389914.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  |  | $311234.11         | $294182.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $1264144.61        | $1197514.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH2705 | 2047-05-01      | 4.5000%  |  | $75256.65          | $73534.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  |  | $1309292.41        | $1318309.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  |  | $3201297.15        | $2941437.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $3122504.68        | $3002881.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  |  | $2417281.53        | $2224060.16        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  |  | $4727435.80        | $4615679.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $32899827.54       | $33038642.87       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $10217186.96       | $10048978.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  |  | $782.06            | $689.56            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $138.09            | $138.77            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $52.88             | $53.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  |  | $178089.54         | $179757.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $51203.57          | $51587.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $29361.37          | $29657.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  |  | $57899.44          | $60856.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  |  | $65645.50          | $69042.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $472828.91         | $473539.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $451627.75         | $433503.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $2574449.32        | $2469687.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  |  | $397070.91         | $410141.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $10719073.97       | $10761814.49       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  |  | $356046.75         | $350680.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  |  | $480952.14         | $422504.92         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  |  | $223640.77         | $212416.99         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  |  | $1168750.00        | $1079328.94        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  |  | $1257707.34        | $1173960.80        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $570.16            | $582.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $1373212.63        | $1399656.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  |  | $42295360.29       | $42352896.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $4089262.74        | $4015405.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  |  | $2424889.92        | $1929886.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $24850516.95       | $19777499.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  |  | $6632574.95        | $5515777.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  |  | $1881.76           | $1502.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  |  | $9316137.29        | $7414431.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  |  | $2228800.31        | $1765772.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $11738342.14       | $9333022.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  |  | $3502268.68        | $2794259.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  |  | $18183532.42       | $14471740.08       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  |  | $19785982.08       | $15790849.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  |  | $1312637.98        | $1338143.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6216 | 2055-04-01      | 6.0000%  |  | $28635.25          | $29571.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9680 | 2054-12-01      | 5.5000%  |  | $3546169.79        | $3562728.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9792 | 2055-01-01      | 6.0000%  |  | $5032529.52        | $5134629.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  |  | $1330086.48        | $1387001.77        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0835%  |  | $4849250.00        | $4185993.02        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5316%  |  | $4980328.50        | $4258443.17        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5316%  |  | $3272553.28        | $3085486.50        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4579%  |  | $4007031.41        | $3786097.34        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2448%  |  | $1777.35           | $1516.69           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL052A1 R20M052 | 2030-10-25      | 0.8780%  |  | $736818.37         | $713332.04         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $295615.11         | $281152.73         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $9852156.20        | $9119881.55        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $12561234.31       | $11533000.97       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $1579034.35        | $1495959.78        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL014A2 R19M014 | 2029-06-25      | 2.7520%  |  | $135342.72         | $128113.71         | Agency Mortgage-Backed Securities         |
| FNMA MNRM RC019A2 R19M019 | 2029-09-25      | 2.5600%  |  | $346392.94         | $332389.08         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R19M006 | 2029-01-25      | 3.4500%  |  | $2104366.32        | $2060587.08        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  |  | $788.94            | $766.55            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0605%  |  | $5559181.32        | $5442332.88        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  |  | $6602769.38        | $6413690.27        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL003A2 R16M003 | 2026-02-25      | 2.7020%  |  | $2744906.07        | $2721117.79        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  |  | $195043.16         | $179852.06         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A1 R18M012 | 2030-08-25      | 3.5460%  |  | $51763.14          | $51644.56          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $39711.86          | $35709.36          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4762%  |  | $2423501.98        | $2442960.27        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3156%  |  | $4887500.00        | $4214206.15        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0969%  |  | $1511741.83        | $1397497.25        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.5801%  |  | $1231005.15        | $1209578.68        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4684%  |  | $10837563.75       | $9364265.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  |  | $311659.24         | $313938.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $1209164.00        | $1282738.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  |  | $1465926.74        | $1506802.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  |  | $1071218.26        | $1134792.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  |  | $396508.52         | $408299.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  |  | $422497.42         | $442449.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  |  | $1343426.13        | $1384290.47        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49383 G | 2047-07-01      | 4.5000%  |  | $406038.36         | $393984.30         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49334 G | 2047-07-01      | 4.5000%  |  | $281805.32         | $272901.12         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49246 G | 2047-07-01      | 4.5000%  |  | $202702.69         | $197413.37         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48273 G | 2047-05-01      | 4.5000%  |  | $308666.91         | $302927.86         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  |  | $126509.81         | $125362.20         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  |  | $102307.43         | $99251.51          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  |  | $609136.18         | $570575.83         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02207 G | 2041-07-01      | 5.0000%  |  | $66879.61          | $66432.70          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02027 G | 2041-07-01      | 5.0000%  |  | $73935.18          | $73441.11          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  |  | $169557.63         | $170578.65         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  |  | $101391.83         | $103633.95         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00424 G | 2041-05-01      | 5.5000%  |  | $10976.31          | $11214.95          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00422 G | 2041-04-01      | 5.5000%  |  | $77983.90          | $79607.55          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  |  | $113113.35         | $115466.48         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00443 G | 2041-04-01      | 5.5000%  |  | $78816.52          | $80631.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  |  | $48249191.03       | $49722190.58       | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49212 G | 2047-06-01      | 4.5000%  |  | $362178.87         | $352803.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $12630823.37       | $9937595.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  |  | $497878.34         | $502520.89         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1230%  |  | $3722936.65        | $3750319.47        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $15167400.00       | $15382049.05       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  |  | $502970.44         | $534064.74         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  |  | $224485.99         | $199349.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICB0327 | 2036-04-01      | 2.0000%  |  | $5375174.69        | $4901603.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN0346 | 2048-12-01      | 5.0000%  |  | $6000997.59        | $5978113.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $312294.89         | $292281.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  |  | $125458.77         | $119722.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  |  | $81525.74          | $77228.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  |  | $721564.93         | $635421.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $422858.48         | $371713.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  |  | $14327048.43       | $13240910.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $12912401.05       | $10929486.66       | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $22.33             | $22.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  |  | $3329593.08        | $3443468.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $782575.38         | $737577.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  |  | $141809.66         | $146812.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  |  | $2178211.39        | $2189251.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $130.31            | $120.86            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $2090.28           | $2198.81           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.5230%  |  | $950973.81         | $987325.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLCB0297 | 2051-05-01      | 1.5000%  |  | $44507076.51       | $33281590.69       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  |  | $2929344.12        | $2866974.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8775 | 2053-09-01      | 6.5000%  |  | $401076.63         | $425368.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  |  | $194174.84         | $199199.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  |  | $117612.45         | $120940.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  |  | $131760.76         | $132588.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  |  | $242072.48         | $249577.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  |  | $175391.54         | $176786.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  |  | $6321974.52        | $5250629.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $413.49            | $372.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $3811303.83        | $3478449.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2335 | 2048-09-01      | 4.0000%  |  | $7503778.63        | $7032266.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2632 | 2048-11-01      | 4.0000%  |  | $4854071.53        | $4546004.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  |  | $9192122.54        | $8707618.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  |  | $163731.17         | $154374.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  |  | $19334796.59       | $18344146.06       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  |  | $3682200.00        | $3638050.42        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  |  | $7411150.00        | $7805761.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  |  | $3467449.09        | $3470290.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  |  | $654631.42         | $678181.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  |  | $1042.18           | $1024.59           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0420%  |  | $6281569.13        | $6172068.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW5329 | 2053-09-01      | 6.0000%  |  | $2329474.88        | $2376036.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  |  | $52786.11          | $47526.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4376 | 2054-01-01      | 6.0000%  |  | $2061074.43        | $2137872.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1538 | 2053-09-01      | 6.0000%  |  | $362408.62         | $369802.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  |  | $3088846.50        | $2456790.26        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48625 G | 2047-06-01      | 4.5000%  |  | $334172.43         | $325246.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $1382263.44        | $1365335.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $1070208.95        | $1045315.89        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  |  | $10200000.00       | $8876913.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  |  | $68088571.97       | $68601165.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2901 | 2053-06-01      | 6.0000%  |  | $2540950.94        | $2607617.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  |  | $202524.38         | $210935.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  |  | $5293137.68        | $5142706.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  |  | $84367.25          | $84281.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $5238445.42        | $4945895.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  |  | $23022409.75       | $18398512.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  |  | $1576461.94        | $1391252.89        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  |  | $135452.61         | $127411.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA0895 | 2053-09-01      | 6.0000%  |  | $2629314.47        | $2683062.92        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  |  | $4785382.93        | $4903232.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $173809.74         | $160715.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $326693.63         | $306168.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $45881.00          | $43227.86          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  |  | $8268961.23        | $8448146.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  |  | $80607.32          | $74840.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  |  | $623.63            | $587.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $110005.82         | $97330.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6300 | 2052-08-01      | 5.0000%  |  | $627.05            | $616.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  |  | $1985495.18        | $1880840.39        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $61.44             | $63.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  |  | $495478.07         | $481374.95         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $1252.10           | $1200.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $93.78             | $88.78             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0361 G        | 2054-07-01      | 5.9540%  |  | $8247662.01        | $8415185.77        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  |  | $615591.26         | $577999.15         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $253.07            | $259.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0070 | 2051-04-01      | 2.0000%  |  | $2916125.16        | $2320803.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $9665402.74        | $7630948.23        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  |  | $188977.55         | $189153.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  |  | $134705.89         | $137336.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  |  | $154185.23         | $157535.57         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  |  | $194581.60         | $194954.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  |  | $163171.91         | $166719.97         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02092 G | 2041-07-01      | 5.5000%  |  | $81199.07          | $83068.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  |  | $7070585.02        | $5621742.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  |  | $2246977.97        | $2117979.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD8208 | 2047-04-01      | 4.0000%  |  | $1487953.89        | $1403996.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  |  | $216120.33         | $194422.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  |  | $584004.16         | $551138.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  |  | $76631.17          | $73768.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  |  | $186295.82         | $179336.05         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  |  | $206340.90         | $190441.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $135442.35         | $125176.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $79388.79          | $77936.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  |  | $2201642.76        | $2061699.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 K0679879 | 2029-09-01      | 7.5000%  |  | $18369.28          | $18685.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $120620.84         | $107008.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  |  | $743816.84         | $658613.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  |  | $4794269.76        | $4253255.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  |  | $207038.62         | $191813.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  |  | $2346641.36        | $2250671.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  |  | $606349.74         | $599502.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  |  | $172087.15         | $166297.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $42261.39          | $39495.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $25285.46          | $22219.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  |  | $5223046.03        | $4807744.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $7088692.75        | $6530895.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  |  | $15080764.83       | $14387039.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $21618.38          | $20046.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3643 | 2044-10-01      | 4.0000%  |  | $4844903.30        | $4595368.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  |  | $6436656.51        | $6164793.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  |  | $535369.43         | $509949.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  |  | $3065234.09        | $2843147.67        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7660%  |  | $15926115.95       | $14895229.09       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $11429111.05       | $11188212.06       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $13540338.50       | $13254939.75       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  |  | $16362500.00       | $15046835.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  |  | $4991379.23        | $3943866.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $600387.50         | $513570.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $6326425.46        | $5010583.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  |  | $343908.87         | $322339.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  |  | $6137294.33        | $6204444.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  |  | $5831229.65        | $5636816.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $1862343.53        | $1716534.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $82563664.01       | $82962639.12       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  |  | $72197.09          | $73753.94          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0890%  |  | $12132173.74       | $11942153.57       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  |  | $919020.25         | $956863.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6656 | 2055-06-01      | 6.0000%  |  | $5154507.37        | $5254659.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY0645 | 2055-04-01      | 6.0000%  |  | $113420.35         | $116157.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $2335337.36        | $2383291.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  |  | $3234295.93        | $3169693.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  |  | $446.89            | $447.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  |  | $2089894.66        | $1907375.10        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9080%  |  | $4672668.16        | $4702186.19        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.4073%  |  | $94949.03          | $94117.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  |  | $382089.25         | $393967.77         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7889%  |  | $16981935.80       | $14808842.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $5205657.56        | $4925506.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5105 | 2048-12-01      | 5.0000%  |  | $7137333.92        | $7112686.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $1602483.85        | $1552212.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $727649.24         | $704822.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  |  | $4454135.27        | $4351422.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $354366.21         | $346284.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  |  | $611193.46         | $628445.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $3218568.65        | $3247240.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $832633.97         | $816111.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $4152593.78        | $4195790.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  |  | $3849665.65        | $4070862.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  |  | $78524.07          | $79947.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $532905.08         | $505222.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $1648252.36        | $1528844.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $42078.29          | $39860.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  |  | $353367.57         | $356663.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  |  | $412166.44         | $370268.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  |  | $68330.74          | $69010.40          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  |  | $203679.53         | $206086.95         | Agency Mortgage-Backed Securities         |
| FMAC FERA 5545FA 06/25/55 | 2055-06-25      | 5.9000%  |  | $38945994.77       | $39140075.71       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FC 03/25/55 | 2055-03-25      | 5.3000%  |  | $29010137.09       | $28848937.47       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 6.0000%  |  | $5068490.14        | $5098196.57        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FC 02/25/55 | 2055-02-25      | 5.8500%  |  | $37112027.65       | $37233161.38       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5494FA 01/25/55 | 2055-01-25      | 5.4500%  |  | $8938532.49        | $8877413.80        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2500%  |  | $1639.31           | $1640.13           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.7000%  |  | $11476644.19       | $11497267.74       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.2000%  |  | $18450388.19       | $18310897.13       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.2000%  |  | $19285840.37       | $19218892.83       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4500%  |  | $25194956.40       | $25248856.85       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1700%  |  | $32251028.02       | $31430551.16       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5180ME 03/25/51 | 2051-03-25      | 2.0000%  |  | $6229731.60        | $3418862.17        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $558468.19         | $541387.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.2000%  |  | $9732346.68        | $9695185.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8500%  |  | $3104567.98        | $3130267.60        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2500%  |  | $9152738.27        | $9099505.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.2000%  |  | $22270274.67       | $22185773.88       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 5.1500%  |  | $34423308.09       | $34234576.63       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.7626%  |  | $864.00            | $857.91            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.6500%  |  | $11965981.96       | $11940634.04       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $653639.59         | $650255.47         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FM R24F103 | 2055-01-25      | 5.8500%  |  | $26140980.44       | $26214305.94       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.7700%  |  | $2231375.16        | $2238135.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4980%  |  | $822.17            | $820.04            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 5.5000%  |  | $859.63            | $859.99            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.8645%  |  | $6183898.85        | $6157430.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $9344479.35        | $8898716.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0087 09/25/53 | 2053-09-25      | 5.7000%  |  | $8724144.16        | $8762914.27        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.9953%  |  | $232.56            | $233.31            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.9815%  |  | $1026892.32        | $1057050.67        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.7915%  |  | $1069196.53        | $1085078.52        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5132%  |  | $430179.80         | $445188.63         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.7928%  |  | $1680.21           | $1688.19           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $2610924.30        | $2523176.35        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.7500%  |  | $26041587.60       | $26161231.37       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.2000%  |  | $31568177.63       | $31447639.84       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.6000%  |  | $45721682.09       | $45546766.26       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5558GF 07/25/55 | 2055-07-25      | 5.2000%  |  | $125072.97         | $125068.34         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105FB R24F105 | 2055-01-25      | 5.5500%  |  | $39650294.68       | $39421829.75       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.9600%  |  | $89646039.44       | $88145962.59       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.7770%  |  | $501326.36         | $496624.93         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $23144598.66       | $16544384.03       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.7000%  |  | $55259287.37       | $55148934.63       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.1000%  |  | $3917409.51        | $3960781.77        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481HF 12/25/54 | 2054-12-25      | 5.8000%  |  | $19704809.53       | $19748252.09       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.2000%  |  | $14326671.35       | $14286165.10       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.9000%  |  | $798516.94         | $805614.43         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CJAJ5332 | 2026-11-01      | 3.0000%  |  | $22835.63          | $22626.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4799 | 2041-06-01      | 5.5000%  |  | $72126.08          | $73534.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4726 | 2041-07-01      | 5.5000%  |  | $61953.84          | $63315.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  |  | $123745.90         | $123505.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2889 | 2041-05-01      | 5.5000%  |  | $64295.88          | $64992.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  |  | $273890.68         | $279844.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  |  | $160162.50         | $163641.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  |  | $167220.63         | $169930.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  |  | $213735.86         | $218379.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  |  | $134947.31         | $137880.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  |  | $177735.62         | $181598.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $26220.67          | $27180.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $20363.37          | $20786.79          | Agency Mortgage-Backed Securities         |

### Security 177: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.330%, 8/25/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  |  | $2696375.43        | $2012626.75        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $984318.22         | $937362.96         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5518FC 03/25/55 | 2055-03-25      | 5.6700%  |  | $41173744.78       | $41140352.95       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.9000%  |  | $10203290.13       | $10293980.39       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55 | 2055-01-25      | 5.6500%  |  | $52302806.63       | $52297611.28       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL084FJ R24F084 | 2054-11-25      | 5.8200%  |  | $17183636.48       | $17197177.22       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FA R24F095 | 2054-12-25      | 5.8500%  |  | $49826.13          | $49992.85          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.2000%  |  | $57986458.93       | $57765047.44       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5563FE 08/25/55 | 2055-08-25      | 5.3859%  |  | $46557849.00       | $47281202.31       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.7000%  |  | $3922731.27        | $3914897.58        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.7000%  |  | $45006621.58       | $45025254.41       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2500%  |  | $18162513.53       | $18056880.39       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 5.3007%  |  | $4035141.07        | $4111616.85        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5562FP 07/25/55 | 2055-07-25      | 5.5000%  |  | $41017638.39       | $41034401.03       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5509FA 02/25/55 | 2055-02-25      | 5.6000%  |  | $17160674.36       | $17195447.63       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  |  | $3388745.36        | $3229542.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481HF 12/25/54 | 2054-12-25      | 5.8000%  |  | $1674977.26        | $1678670.03        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.8500%  |  | $16433276.43       | $16507735.63       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2500%  |  | $26354581.70       | $26367732.66       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.7000%  |  | $124041.51         | $124264.41         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4500%  |  | $269011.48         | $269586.99         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1700%  |  | $2831580.54        | $2759544.19        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  |  | $2237765.79        | $2043265.90        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $70821.85          | $68441.67          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 5.4000%  |  | $1450.52           | $1444.50           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.8500%  |  | $125508672.22      | $126030537.52      | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $1651107.82        | $1642559.49        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FT R24F052 | 2054-08-25      | 5.6500%  |  | $1227697.81        | $1226096.48        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011 | 2054-03-25      | 5.7000%  |  | $712799.33         | $718773.30         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8500%  |  | $6898385.26        | $6955490.11        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.1000%  |  | $5119469.70        | $5176150.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4980%  |  | $959.01            | $956.51            | Agency Collateralized Mortgage Obligation |
| USTR 1 5/8 TRIN AE 29     | 2029-10-15      | 1.6250%  |  | $3666912.60        | $3733982.94        | U.S. Treasuries (including strips)        |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  |  | $1761136.53        | $1701169.83        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  |  | $79080.21          | $76895.47          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V81188 G | 2044-05-01      | 4.0000%  |  | $379032.28         | $360678.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  |  | $127808.62         | $118230.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  |  | $707587.84         | $747213.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  |  | $455522.30         | $464874.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7768 | 2053-03-01      | 5.0000%  |  | $74153.79          | $73113.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX3788 | 2053-01-01      | 7.0000%  |  | $3354398.45        | $3567621.90        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  |  | $1779914.42        | $1715782.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $273101.20         | $286310.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $8385048.45        | $8425567.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $138561.03         | $129904.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  |  | $553629.18         | $460083.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  |  | $613606.94         | $509326.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $87276.61          | $85544.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $12750424.19       | $12883058.34       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  |  | $4068206.92        | $4085835.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  |  | $2616684.37        | $2476608.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  |  | $10283880.59       | $10529524.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  |  | $306284.41         | $244487.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672 | 2051-03-01      | 2.5000%  |  | $517621.95         | $427283.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6642 | 2051-03-01      | 2.5000%  |  | $461311.84         | $383102.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5980 | 2051-02-01      | 2.0000%  |  | $160157.13         | $128582.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5606 | 2051-02-01      | 2.0000%  |  | $184432.35         | $147237.26         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60632 G | 2048-12-01      | 4.0000%  |  | $201467.44         | $189906.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5510 | 2051-01-01      | 2.0000%  |  | $794627.29         | $627117.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3878 | 2050-07-01      | 2.5000%  |  | $379026.29         | $316730.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  |  | $881877.39         | $823723.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  |  | $385925.52         | $321565.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $12693.84          | $12938.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9994 | 2055-02-01      | 6.0000%  |  | $97471.93          | $100089.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $4282394.53        | $4441476.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8201 | 2054-03-01      | 7.0000%  |  | $5571643.69        | $6000673.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  |  | $9730450.34        | $10303492.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $80647494.59       | $82924254.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  |  | $702190.57         | $706219.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  |  | $10283346.15       | $10874254.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD9719 | 2040-08-01      | 5.5000%  |  | $86135.97          | $88088.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD9606 | 2040-08-01      | 6.0000%  |  | $89896.25          | $92351.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $4625954.87        | $4653698.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $2744716.24        | $2817171.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  |  | $5983755.42        | $6147566.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6126 | 2052-04-01      | 2.5000%  |  | $383365.83         | $307735.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  |  | $721890.74         | $739351.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7180 | 2036-06-01      | 5.5000%  |  | $96369.19          | $98240.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD6198 | 2040-06-01      | 5.5000%  |  | $146667.51         | $149855.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5023 | 2040-08-01      | 5.5000%  |  | $56818.00          | $57444.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5270 | 2040-09-01      | 5.5000%  |  | $161354.73         | $163969.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3365 | 2040-05-01      | 6.0000%  |  | $114619.01         | $118357.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3316 | 2040-03-01      | 6.0000%  |  | $131170.88         | $136096.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3315 | 2040-03-01      | 6.0000%  |  | $54833.03          | $56436.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  |  | $447532.76         | $472920.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1685 | 2040-08-01      | 6.0000%  |  | $68430.22          | $70283.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1682 | 2040-04-01      | 6.0000%  |  | $156727.82         | $162173.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $98456881.15       | $96218529.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $584793.63         | $585408.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $42788590.23       | $41945084.51       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $8768247.64        | $8617667.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $2422845.15        | $2248204.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $7086942.01        | $6610156.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $2854925.76        | $2648099.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $3967.02           | $3841.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1400 | 2052-08-01      | 4.0000%  |  | $1389120.93        | $1296523.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  |  | $1656342.21        | $1677492.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $24469010.21       | $25077089.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $27020054.94       | $24971655.57       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0177 | 2057-02-01      | 3.0000%  |  | $4762679.75        | $4103477.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW1831 | 2052-12-01      | 6.0000%  |  | $543442.20         | $559407.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  |  | $65958.55          | $54817.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4628 | 2049-11-01      | 4.0000%  |  | $180294.11         | $169222.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  |  | $64346.48          | $60090.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $3819012.67        | $3827579.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  |  | $147199.30         | $137961.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $2488101.29        | $2435589.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  |  | $5223405.52        | $5332386.65        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $1302196.13        | $1274748.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $70592.93          | $69728.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $465959.86         | $438822.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  |  | $20089691.85       | $16038176.92       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8668 | 2048-09-01      | 4.0000%  |  | $289041.87         | $270988.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  |  | $267763.87         | $224408.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $1110024.79        | $1030073.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6493 | 2053-06-01      | 6.5000%  |  | $5989679.47        | $6352448.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0883 | 2050-07-01      | 2.0000%  |  | $3556134.94        | $2829451.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7589 | 2050-10-01      | 4.5000%  |  | $2121573.93        | $2078635.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0377 | 2033-05-01      | 3.5000%  |  | $109083.66         | $105615.20         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS2653 | 2028-08-01      | 1.3900%  |  | $1559299.72        | $1438577.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  |  | $195655.01         | $187615.15         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  |  | $1160.88           | $1068.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $58134803.80       | $49207235.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $13149802.24       | $12933312.67       | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57703 G | 2048-08-01      | 4.5000%  |  | $92369.86          | $90345.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  |  | $6316567.84        | $6180243.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  |  | $1384663.48        | $1346426.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9706 | 2051-10-01      | 3.0000%  |  | $656056.35         | $565251.60         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8079 | 2037-05-01      | 5.5000%  |  | $143556.91         | $146019.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9173 | 2051-02-01      | 2.0000%  |  | $45311809.84       | $36062068.45       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  |  | $3818218.79        | $3737824.92        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  |  | $712821.78         | $670506.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  |  | $32542.81          | $26769.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $3870943.07        | $3949078.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA9089 | 2050-05-01      | 4.0000%  |  | $3085230.90        | $2888273.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $6417057.77        | $6013889.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  |  | $5361038.71        | $4459303.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8003 | 2050-12-01      | 2.0000%  |  | $15588095.85       | $12361261.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  |  | $702679.25         | $604655.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  |  | $216.27            | $198.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  |  | $566750.27         | $544009.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $3596074.38        | $3541869.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $4977721.59        | $4543000.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $91079.86          | $78346.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $9762.66           | $8637.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $133322.13         | $106002.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  |  | $5171628.49        | $4680384.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  |  | $11927764.60       | $11975324.56       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE3046 | 2052-06-01      | 4.5000%  |  | $2816462.00        | $2699263.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $83785852.01       | $83905945.04       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $2568216.92        | $2420545.30        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462210 | 2036-01-01      | 6.3950%  |  | $237423.02         | $238321.70         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  |  | $32933333.33       | $29197485.76       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWMA1636 | 2028-10-01      | 3.5000%  |  | $174629.13         | $172702.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953088 | 2037-10-01      | 5.5000%  |  | $171875.05         | $175607.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL986151 | 2036-03-01      | 6.0000%  |  | $373069.37         | $389657.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7586 | 2048-08-01      | 4.5000%  |  | $148878.65         | $144159.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $881761.74         | $807309.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $64434982.34       | $64746740.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930261 | 2038-11-01      | 6.0000%  |  | $80881.25          | $83383.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930318 | 2038-11-01      | 5.5000%  |  | $170229.39         | $173928.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  |  | $834343.02         | $748864.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAV6391 | 2034-02-01      | 4.0000%  |  | $16424.56          | $16092.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA8940 | 2039-06-01      | 6.0000%  |  | $117717.43         | $121735.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7131 | 2053-01-01      | 7.0000%  |  | $1287303.13        | $1368855.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $11336702.68       | $11418024.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC5122 | 2039-10-01      | 6.0000%  |  | $84521.29          | $87266.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC6665 | 2039-12-01      | 6.0000%  |  | $95859.08          | $99652.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  |  | $425427.47         | $418508.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  |  | $515319.11         | $526513.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3367 | 2040-05-01      | 6.0000%  |  | $73532.00          | $75523.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD6725 | 2040-06-01      | 6.0000%  |  | $69947.41          | $71993.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  |  | $3460713.15        | $3601744.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0064 | 2051-04-01      | 2.5000%  |  | $13039453.14       | $10831421.68       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  |  | $7066954.20        | $6758071.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $7749000.94        | $7246622.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  |  | $2909631.08        | $2576772.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $2351924.19        | $2355459.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2891 | 2047-03-01      | 4.0000%  |  | $1914707.02        | $1811968.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3181 | 2050-04-01      | 4.0000%  |  | $134011.55         | $125876.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5829 | 2052-11-01      | 5.5000%  |  | $180215.91         | $182773.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0088 | 2051-04-01      | 2.0000%  |  | $1448390.44        | $1152604.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  |  | $445845.47         | $371479.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0010 | 2055-02-01      | 6.5000%  |  | $1543434.07        | $1614823.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1969 | 2051-10-01      | 3.5000%  |  | $15686295.95       | $14414430.16       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $3225758.11        | $3168493.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5693 | 2055-05-01      | 6.5000%  |  | $1990028.59        | $2075535.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  |  | $269899.86         | $251909.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7411 | 2052-05-01      | 4.5000%  |  | $1352150.87        | $1294800.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD4056 | 2055-03-01      | 4.5000%  |  | $2695517.97        | $2568618.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  |  | $37071.11          | $31716.44          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 1.9789%  |  | $11146090.18       | $9946081.68        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R22M013 | 2032-05-25      | 2.5921%  |  | $9247823.87        | $8252942.98        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4579%  |  | $818426.00         | $773300.78         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2448%  |  | $8844158.27        | $7547104.97        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $73813.16          | $72863.86          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4684%  |  | $2600000.00        | $2246546.47        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $161962.08         | $145638.16         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $4110705.73        | $3805172.05        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  |  | $2183542.63        | $1976299.33        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  |  | $8341713.95        | $8104988.62        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.5801%  |  | $8129179.51        | $7987685.72        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL007A2 R18M007 | 2028-03-27      | 3.0305%  |  | $2300696.50        | $2239111.07        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.4947%  |  | $19897845.97       | $18957356.45       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0835%  |  | $8666666.67        | $7481281.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX3632 | 2055-01-01      | 6.5000%  |  | $1762558.24        | $1836680.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6922 | 2055-03-01      | 6.5000%  |  | $1822659.31        | $1900090.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2096 | 2055-02-01      | 6.5000%  |  | $856.79            | $896.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $16211044.60       | $16271436.14       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX8621 | 2055-03-01      | 6.0000%  |  | $3121099.50        | $3208880.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6928 | 2055-03-01      | 6.5000%  |  | $2706758.63        | $2819515.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $2106878.44        | $2115768.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD8286 | 2040-06-01      | 6.0000%  |  | $75201.82          | $77237.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD4220 | 2040-08-01      | 5.5000%  |  | $31362.13          | $31897.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5024 | 2040-08-01      | 5.5000%  |  | $165361.36         | $168956.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $64267869.11       | $63317904.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  |  | $7215483.81        | $7279617.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE7553 | 2040-11-01      | 6.0000%  |  | $99362.45          | $103007.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $3278432.85        | $3165731.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3520 | 2053-06-01      | 5.5000%  |  | $4153100.18        | $4160369.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  |  | $1053956.25        | $1018167.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  |  | $5751024.70        | $4544060.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1622 | 2041-04-01      | 5.0000%  |  | $138872.37         | $139656.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1911 | 2050-10-01      | 2.0000%  |  | $242102.09         | $193474.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  |  | $2884661.55        | $2989798.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  |  | $5198685.52        | $4631335.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  |  | $2203070.53        | $2179982.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  |  | $704247.52         | $746340.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  |  | $1766257.92        | $1748585.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  |  | $21125288.21       | $16796477.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  |  | $2551761.45        | $2538215.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  |  | $5034355.09        | $4617997.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  |  | $865853.39         | $809461.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $299823.45         | $265988.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  |  | $166820.09         | $156051.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU9102 | 2052-01-01      | 2.0000%  |  | $117450.44         | $93700.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9099 | 2055-05-01      | 5.5000%  |  | $3275415.21        | $3300001.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $101607621.39      | $99547188.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4215 | 2055-02-01      | 6.0000%  |  | $862.70            | $881.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $4717847.54        | $4728520.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  |  | $2037543.38        | $1862401.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $1567161.22        | $1586484.84        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $866.67            | $878.93            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4272 | 2029-01-01      | 1.8000%  |  | $1560000.00        | $1439376.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  |  | $12028336.44       | $9504017.63        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5921%  |  | $3263154.92        | $3083958.77        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.0634%  |  | $13504219.57       | $12876226.10       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6902%  |  | $1950000.00        | $1620329.75        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3156%  |  | $910000.00         | $784639.92         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R19M002 | 2028-11-25      | 3.6221%  |  | $3075956.45        | $3013017.25        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7072%  |  | $19240000.00       | $16296635.94       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5316%  |  | $2600000.00        | $2223136.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3677 | 2050-09-01      | 2.5000%  |  | $525941.56         | $438158.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  |  | $96357.97          | $87455.81          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9080%  |  | $4782059.54        | $4812268.60        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6598 | 2033-03-01      | 1.8697%  |  | $5789119.70        | $4930440.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  |  | $9680989.08        | $9162972.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $239.30            | $231.79            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5484 | 2030-01-01      | 2.2600%  |  | $3876189.20        | $3564789.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $210008.06         | $197259.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  |  | $18773.90          | $18183.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $566455.66         | $445672.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  |  | $81281.55          | $79477.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345 | 2043-10-01      | 3.0000%  |  | $47823.99          | $42649.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD3667 | 2046-07-01      | 3.5000%  |  | $116141.79         | $107761.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  |  | $1365132.26        | $1343075.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6169 | 2055-04-01      | 5.5000%  |  | $2503247.12        | $2503207.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4116 | 2055-03-01      | 6.0000%  |  | $4039052.15        | $4121990.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3788 | 2055-03-01      | 6.5000%  |  | $1309167.98        | $1365143.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2236 | 2055-01-01      | 6.5000%  |  | $1719.44           | $1790.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1799 | 2055-01-01      | 6.0000%  |  | $1916275.50        | $1954800.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0759 | 2055-02-01      | 6.5000%  |  | $1671.13           | $1745.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  |  | $919357.75         | $925796.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  |  | $5366904.73        | $5387043.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $17743226.31       | $17739665.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  |  | $271211.87         | $287845.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  |  | $883938.09         | $912409.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1977 | 2054-09-01      | 6.0000%  |  | $3553292.40        | $3628874.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  |  | $1164647.54        | $1242079.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  |  | $337961.41         | $351242.16         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS780193 | 2034-06-01      | 6.2050%  |  | $819.84            | $843.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0940 | 2052-03-01      | 3.0000%  |  | $1768.92           | $1523.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3TZT0923 | 2036-05-01      | 3.5000%  |  | $185164.26         | $178680.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  |  | $628.46            | $622.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $2758642.37        | $2694476.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $5405361.90        | $5124571.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $635848.05         | $599079.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2494 | 2038-02-01      | 3.5000%  |  | $269708.73         | $258150.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0630 | 2042-06-01      | 4.0000%  |  | $176860.37         | $169119.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8704 | 2048-10-01      | 4.0000%  |  | $1458282.82        | $1362092.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM6896 | 2048-06-01      | 4.5000%  |  | $2630500.81        | $2552551.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $301439.31         | $285550.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2630 | 2047-02-01      | 4.0000%  |  | $763922.60         | $715416.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $1126317.38        | $1114513.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5168 | 2036-08-01      | 6.0000%  |  | $77283.28          | $79684.63          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $47.90             | $47.60             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $34.03             | $35.79             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $729.76            | $740.53            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $587.77            | $600.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  |  | $3593245.88        | $3726745.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6837 | 2053-08-01      | 5.0000%  |  | $97339346.32       | $95490742.39       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6430 | 2053-05-01      | 5.5000%  |  | $346275.30         | $346878.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $5160930.64        | $5179831.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  |  | $872355.50         | $938512.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6260 | 2053-05-01      | 6.0000%  |  | $23167160.32       | $24055366.08       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  |  | $18514544.58       | $18636783.77       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  |  | $6205051.63        | $6302274.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6219 | 2053-05-01      | 4.0000%  |  | $3877305.82        | $3618233.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5180 | 2042-08-01      | 3.0000%  |  | $531095.99         | $480147.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  |  | $4668316.66        | $4127643.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  |  | $273177.86         | $242502.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  |  | $205394.44         | $185011.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  |  | $5407.94           | $5319.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5210 | 2052-09-01      | 5.5000%  |  | $5721160.91        | $5731134.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $4306687.60        | $4241345.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4951 | 2052-10-01      | 5.0000%  |  | $17129923.99       | $17106570.20       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  |  | $2208327.18        | $2171513.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $157670.81         | $154823.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  |  | $1022404.07        | $920528.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3801 | 2052-06-01      | 3.0000%  |  | $1555696.69        | $1356727.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4374 | 2047-08-01      | 4.0000%  |  | $5007522.36        | $4684263.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3277 | 2052-04-01      | 3.0000%  |  | $761350.02         | $654567.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  |  | $85081.48          | $73706.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9476 | 2053-07-01      | 5.5000%  |  | $6386118.98        | $6411780.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  |  | $2688087.00        | $2688523.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  |  | $5139325.50        | $5290390.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $3343315.16        | $3209147.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK1512 | 2042-05-01      | 3.0000%  |  | $244382.90         | $221452.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9748 | 2054-11-01      | 5.0000%  |  | $14051135.75       | $13737453.52       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ9080 | 2054-11-01      | 6.0000%  |  | $2199477.02        | $2241460.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4774 | 2054-09-01      | 5.5000%  |  | $5993026.14        | $5999788.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  |  | $1898446.05        | $1963369.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $5385112.22        | $5548905.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  |  | $6220876.10        | $6105949.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH4139 | 2053-11-01      | 6.0000%  |  | $7920435.55        | $8162214.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $2444477.35        | $2445724.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  |  | $1945211.01        | $2000141.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $1135451.60        | $1053668.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $315261.72         | $271150.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  |  | $247468.35         | $222264.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  |  | $207360.75         | $188353.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $925834.54         | $849542.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  |  | $1245876.86        | $1191348.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC8580 | 2040-01-01      | 6.0000%  |  | $41053.00          | $42067.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC8454 | 2040-01-01      | 5.5000%  |  | $161363.63         | $164867.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC7463 | 2040-03-01      | 5.5000%  |  | $101325.87         | $102406.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3814 | 2039-11-01      | 6.0000%  |  | $95105.69          | $98488.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  |  | $1041242.91        | $933890.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  |  | $4290745.79        | $3979909.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB3320 | 2039-11-01      | 7.0000%  |  | $24306.69          | $25685.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  |  | $3252088.17        | $3257516.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAB2385 | 2041-01-01      | 5.5000%  |  | $166727.19         | $171143.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB1438 | 2037-05-01      | 7.0000%  |  | $262199.23         | $277073.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAB1437 | 2037-09-01      | 6.5000%  |  | $198662.39         | $210093.95         | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $63.84             | $65.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  |  | $143764.41         | $135409.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GLAS9535 | 2047-05-01      | 4.0000%  |  | $88153.06          | $85036.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $25782.68          | $22656.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $19618287.41       | $17440677.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $24856.72          | $21975.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $20254802.53       | $18761287.66       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $103744.05         | $93241.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $45905375.53       | $41248458.81       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6110 | 2027-07-01      | 3.0000%  |  | $793000.00         | $775601.58         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  |  | $937268.96         | $865048.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3516 | 2052-05-01      | 3.0000%  |  | $61821.14          | $53184.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB2455 | 2051-12-01      | 4.0000%  |  | $1423763.54        | $1336090.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  |  | $66671.37          | $55379.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  |  | $104552.75         | $105314.59         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HL466923 | 2040-12-01      | 5.3000%  |  | $498486.11         | $512924.59         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.5230%  |  | $101.00            | $104.86            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462208 | 2033-09-01      | 6.4050%  |  | $32912.87          | $33001.62          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462207 | 2036-01-01      | 6.4940%  |  | $632827.33         | $633049.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  |  | $114768.01         | $94751.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  |  | $4001713.74        | $3960604.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1642 | 2051-09-01      | 3.5000%  |  | $385099.18         | $347295.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1144 | 2051-07-01      | 3.0000%  |  | $209667.74         | $180956.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0355 | 2051-05-01      | 2.5000%  |  | $79762230.30       | $66465893.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0841 | 2051-06-01      | 2.5000%  |  | $18463912.58       | $15418684.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9085 | 2051-02-01      | 2.0000%  |  | $1490322.92        | $1175926.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  |  | $13095013.10       | $10421871.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  |  | $4570323.22        | $3633807.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8723 | 2051-01-01      | 2.0000%  |  | $35401705.94       | $28174825.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  |  | $219653.01         | $174812.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8289 | 2050-12-01      | 3.5000%  |  | $396797.72         | $363894.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  |  | $18338328.51       | $14594919.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  |  | $29464943.95       | $23365337.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $2184576.36        | $1724748.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  |  | $207598.47         | $165221.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  |  | $26267240.70       | $20754604.95       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  |  | $4120130.17        | $4051454.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  |  | $1775631.20        | $1802513.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  |  | $54947.64          | $58314.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF9925 | 2053-03-01      | 6.0000%  |  | $1207268.45        | $1256814.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7691 | 2053-02-01      | 6.0000%  |  | $1388622.43        | $1425482.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  |  | $2632793.95        | $2698139.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  |  | $32120158.73       | $31636065.13       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  |  | $2894898.47        | $2899806.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  |  | $2438902.63        | $2407335.09        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9219 | 2052-09-01      | 5.0000%  |  | $137106.40         | $135182.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  |  | $1800639.18        | $1773947.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  |  | $8200052.90        | $7610717.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  |  | $2125140.80        | $2102683.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLAB1071 | 2039-07-01      | 7.5000%  |  | $100261.09         | $103542.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA9194 | 2039-08-01      | 6.0000%  |  | $64356.00          | $66184.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA6583 | 2039-05-01      | 6.0000%  |  | $166712.16         | $172092.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 KL954929 | 2037-07-01      | 6.0000%  |  | $31501.77          | $32375.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953095 | 2038-02-01      | 5.5000%  |  | $90043.83          | $92412.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL948102 | 2037-11-01      | 6.0000%  |  | $24766.87          | $25239.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930424 | 2038-12-01      | 5.5000%  |  | $174352.86         | $178140.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $2474953.05        | $2429997.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE4386 | 2052-06-01      | 4.0000%  |  | $383398.91         | $356683.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  |  | $739.40            | $608.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB1179 | 2050-07-01      | 2.5000%  |  | $2305511.81        | $1936107.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930307 | 2038-12-01      | 6.0000%  |  | $192006.08         | $199408.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930264 | 2038-12-01      | 6.0000%  |  | $63637.15          | $65586.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930245 | 2038-11-01      | 5.5000%  |  | $127809.04         | $130585.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929845 | 2038-07-01      | 6.0000%  |  | $317115.92         | $332070.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL925855 | 2036-12-01      | 5.5000%  |  | $142050.87         | $146070.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL902653 | 2036-11-01      | 6.0000%  |  | $60306.35          | $61960.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889565 | 2037-08-01      | 5.5000%  |  | $230786.01         | $237860.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  |  | $833902.75         | $876173.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  |  | $11523616.98       | $11976525.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  |  | $7821838.62        | $6896655.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  |  | $1596741.13        | $1607024.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357628 | 2034-10-01      | 5.5000%  |  | $216171.47         | $222442.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $7944617.31        | $7995775.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0563 | 2055-02-01      | 6.5000%  |  | $7551711.67        | $7883116.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5813 | 2055-06-01      | 6.5000%  |  | $1460766.69        | $1522642.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  |  | $321763.86         | $340708.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4856 | 2053-02-01      | 6.5000%  |  | $8056479.56        | $8538012.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  |  | $28641361.48       | $22794533.05       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $10168444.25       | $8055977.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  |  | $18682684.61       | $15516648.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $649198.29         | $539651.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  |  | $93618.52          | $77923.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $23692134.74       | $19686892.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4965 | 2050-01-01      | 5.0000%  |  | $5290021.06        | $5312660.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA4752 | 2048-03-01      | 2.0000%  |  | $305615.61         | $244482.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4372 | 2049-10-01      | 4.5000%  |  | $138466.78         | $133649.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $4976490.42        | $4698570.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  |  | $15313650.90       | $14434529.93       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  |  | $10293.87          | $10936.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5824 | 2055-02-01      | 6.5000%  |  | $7476075.02        | $7804167.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2348 | 2055-01-01      | 6.0000%  |  | $1680893.72        | $1724455.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2138 | 2054-12-01      | 6.0000%  |  | $1030491.83        | $1059057.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8217 | 2040-11-01      | 4.0000%  |  | $353367.37         | $340816.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE4835 | 2040-10-01      | 6.0000%  |  | $41305.13          | $42584.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE4630 | 2040-10-01      | 5.5000%  |  | $257054.73         | $261457.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE2495 | 2040-09-01      | 6.0000%  |  | $121550.68         | $125874.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE1583 | 2040-09-01      | 5.5000%  |  | $162868.74         | $166559.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0882 | 2050-07-01      | 2.0000%  |  | $3525968.20        | $2805671.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  |  | $463.91            | $465.34            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57702 G | 2048-08-01      | 4.5000%  |  | $170879.90         | $167180.35         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q44619 G | 2046-11-01      | 4.5000%  |  | $399096.33         | $390559.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6975 | 2055-02-01      | 6.5000%  |  | $3353838.95        | $3540770.76        | Agency Mortgage-Backed Securities         |

### Security 178: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.330%, 10/21/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.7180%  |  | $48054165.59       | $48170079.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.4980%  |  | $2392.94           | $2394.21           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4980%  |  | $4948.50           | $4935.64           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.8480%  |  | $79733522.40       | $80191741.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.6480%  |  | $43342313.29       | $43516236.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 AF     | 2055-04-20      | 5.1280%  |  | $27362749.30       | $27254772.69       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  |  | $2204238.43        | $2288177.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  |  | $973893.49         | $993829.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  |  | $462539.01         | $455942.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  |  | $878451.61         | $912882.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  |  | $20248.48          | $20291.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  |  | $609457.97         | $609415.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  |  | $234007.86         | $221206.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $3650742.73        | $3415272.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $30123.95          | $27074.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  |  | $32207.56          | $32570.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  |  | $15656487.80       | $16172165.54       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $1467517.74        | $1529497.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2057 C     | 2055-07-20      | 6.5000%  |  | $6305773.60        | $6680687.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2056 C     | 2055-07-20      | 6.5000%  |  | $3766400.00        | $3990330.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5946 C     | 2055-06-20      | 7.0000%  |  | $1555658.69        | $1619251.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5935 C     | 2055-06-20      | 6.0000%  |  | $1875092.85        | $1930559.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4487 C     | 2055-07-20      | 6.5000%  |  | $5509088.00        | $5823120.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2442 C     | 2055-06-20      | 6.0000%  |  | $1651321.67        | $1716390.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0155 C     | 2055-03-20      | 7.0000%  |  | $4547057.98        | $4951315.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2830 | 2054-11-01      | 6.5000%  |  | $8326659.14        | $8789085.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1708 | 2055-06-01      | 5.5000%  |  | $19297946.89       | $19355519.09       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1691 | 2055-06-01      | 5.0000%  |  | $22647390.90       | $22174573.78       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7393 | 2055-07-01      | 5.5000%  |  | $3565666.08        | $3589717.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7419 | 2055-07-01      | 6.5000%  |  | $930140.16         | $973634.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6622 | 2055-06-01      | 5.5000%  |  | $955872.76         | $968036.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6447 | 2055-06-01      | 5.5000%  |  | $14785679.45       | $14779503.96       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6369 | 2055-06-01      | 6.5000%  |  | $3245176.47        | $3395277.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7160 | 2055-07-01      | 5.5000%  |  | $6272274.46        | $6296079.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $6507098.05        | $6547964.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9432 | 2053-07-01      | 5.5000%  |  | $28501857.91       | $28660052.71       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $668588.37         | $668430.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  |  | $21816158.27       | $22043119.03       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $1133130.61        | $1116964.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $1507490.03        | $1544119.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  |  | $752.72            | $752.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $46864.28          | $47051.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $2705709.06        | $2654589.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1041 | 2052-10-01      | 5.5000%  |  | $892520.73         | $900057.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF0843 | 2052-10-01      | 6.0000%  |  | $713674.75         | $742859.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $2497917.33        | $2173977.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  |  | $275154.22         | $239380.04         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $309029.54         | $292567.33         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  |  | $1348010.45        | $1276198.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4380 | 2053-11-01      | 6.0000%  |  | $23278.24          | $24006.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8348 | 2053-08-01      | 5.0000%  |  | $29642179.47       | $29015030.01       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $26470.80          | $23841.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $548032.37         | $555030.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2381 | 2053-03-01      | 5.5000%  |  | $637.05            | $642.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  |  | $654.64            | $645.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  |  | $3497921.47        | $3535168.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  |  | $40075807.57       | $33446961.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  |  | $446357.61         | $455769.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  |  | $986652.14         | $965214.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  |  | $22632807.70       | $17995066.27       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6988 | 2053-07-01      | 5.5000%  |  | $1440953.98        | $1463044.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  |  | $155484.92         | $137918.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  |  | $1339499.16        | $1319388.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  |  | $28398509.40       | $23637508.76       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY7583 | 2054-09-01      | 5.0000%  |  | $1329759.09        | $1302925.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA9520 | 2049-05-01      | 3.5000%  |  | $1262585.57        | $1144477.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  |  | $879561.28         | $933080.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  |  | $5780147.07        | $6015113.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0841 | 2051-06-01      | 2.5000%  |  | $726595.67         | $606759.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  |  | $1014302.83        | $992356.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6045 | 2055-06-01      | 5.5000%  |  | $2970921.36        | $2989086.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  |  | $936731.20         | $917215.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0533 | 2055-06-01      | 5.5000%  |  | $29277939.18       | $29548564.93       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4457 C     | 2055-06-20      | 6.0000%  |  | $6380318.75        | $6633687.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  |  | $1620230.07        | $1588594.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7411 | 2052-05-01      | 4.5000%  |  | $20445.30          | $19578.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2441 C     | 2055-06-20      | 6.0000%  |  | $1102849.72        | $1142583.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY6470 | 2053-08-01      | 6.0000%  |  | $547946.81         | $558968.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2051 C     | 2055-07-20      | 6.0000%  |  | $908824.80         | $947147.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4486 C     | 2055-07-20      | 6.5000%  |  | $911663.20         | $963630.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5945 C     | 2055-06-20      | 7.0000%  |  | $1730598.76        | $1821559.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5550 | 2055-06-01      | 5.5000%  |  | $1632536.09        | $1654564.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0160 C     | 2055-03-20      | 7.0000%  |  | $1411401.21        | $1521362.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5936 C     | 2055-06-20      | 6.0000%  |  | $2939194.46        | $3026138.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $3272.56           | $3284.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  |  | $2022548.57        | $1978444.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  |  | $2084022.40        | $2143944.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0216 C     | 2055-04-20      | 7.0000%  |  | $1294131.31        | $1394954.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB1988 | 2054-09-01      | 4.5000%  |  | $359194.29         | $342284.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  |  | $181.47            | $176.25            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $12.01             | $12.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $1856870.38        | $1868006.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2744 | 2054-04-01      | 5.5000%  |  | $450602.99         | $450852.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3102 | 2052-03-01      | 2.0000%  |  | $46657.41          | $36766.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  |  | $681744.59         | $706423.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  |  | $2622316.78        | $2497807.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6333 | 2054-05-01      | 6.5000%  |  | $574674.26         | $606347.82         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G06843 G | 2041-12-01      | 4.0000%  |  | $598.44            | $576.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5996 | 2055-06-01      | 5.5000%  |  | $3441976.23        | $3466449.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5226 | 2055-06-01      | 5.5000%  |  | $1307670.85        | $1309065.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5165 | 2055-06-01      | 5.5000%  |  | $1022750.24        | $1032167.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1484 | 2055-04-01      | 5.5000%  |  | $941759.46         | $955321.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5758 | 2055-07-01      | 4.5000%  |  | $10073951.52       | $9599669.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6135 | 2051-02-01      | 2.0000%  |  | $2067976.74        | $1644009.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA2248 | 2052-07-01      | 3.0000%  |  | $14582144.00       | $12547818.26       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4310 | 2052-08-01      | 5.0000%  |  | $27175182.88       | $26681563.81       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2758 | 2052-02-01      | 3.0000%  |  | $157944.39         | $135863.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2291 | 2051-12-01      | 2.5000%  |  | $3548613.54        | $2932515.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICB1053 | 2036-07-01      | 2.0000%  |  | $118075.41         | $108044.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0064 | 2051-04-01      | 2.5000%  |  | $3697955.47        | $3071763.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0088 | 2051-04-01      | 2.0000%  |  | $22860795.87       | $18192225.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9173 | 2051-02-01      | 2.0000%  |  | $45202266.79       | $35974887.00       | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $2148320.00        | $2149214.27        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  |  | $1390426.47        | $1413653.10        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $202101440.00      | $204391458.09      | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $48.70             | $32.49             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $14.70             | $11.41             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $68119920.00       | $68963244.61       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $67940320.00       | $68570353.21       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $96555920.00       | $97694555.69       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $83426640.00       | $84709755.32       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AT 25     | 2025-10-15      | 4.2500%  |  | $4422480.00        | $4476544.22        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $178163120.00      | $164876070.84      | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  |  | $80.00             | $64.07             | U.S. Treasuries (including strips)        |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  |  | $23806440.94       | $18946729.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8849 | 2051-02-01      | 2.0000%  |  | $45019669.19       | $35829383.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $41052347.77       | $32671866.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  |  | $27893743.38       | $22098892.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7514 | 2035-10-01      | 2.5000%  |  | $99049.53          | $92880.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  |  | $26808062.50       | $21423841.88       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  |  | $21644.46          | $21539.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $94.18             | $86.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  |  | $157.27            | $147.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $420.91            | $411.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $15.62             | $15.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $364.08            | $340.06            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $2135.56           | $2047.98           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $66.09             | $66.42             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $18.17             | $18.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1435 | 2052-08-01      | 4.5000%  |  | $3256.19           | $3126.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  |  | $61320075.88       | $48450872.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $1382400.38        | $1149133.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5161 | 2050-02-01      | 3.5000%  |  | $15370957.55       | $14151681.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  |  | $558.92            | $538.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  |  | $41321.16          | $35499.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3284 | 2053-02-01      | 5.0000%  |  | $65948.85          | $64853.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1788 | 2055-06-01      | 6.0000%  |  | $7070781.40        | $7232476.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5223 | 2054-12-01      | 4.5000%  |  | $16619.51          | $15841.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  |  | $2090455.28        | $2133291.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  |  | $31934298.43       | $25232428.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $9037123.71        | $8550775.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  |  | $42975.52          | $39375.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0338 | 2059-01-01      | 4.5000%  |  | $29722.23          | $28244.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  |  | $1131073.60        | $1155107.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  |  | $1636.28           | $1672.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD6431 | 2055-04-01      | 7.0000%  |  | $2993.27           | $3170.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  |  | $319393.72         | $336009.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD0067 | 2055-01-01      | 5.0000%  |  | $1022510.77        | $1014100.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  |  | $1040578.24        | $1023442.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  |  | $1303225.10        | $1321461.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  |  | $640317.09         | $658188.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  |  | $1104358.41        | $1154159.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  |  | $1051900.11        | $1096521.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  |  | $68033.39          | $71151.74          | Agency Mortgage-Backed Securities         |

### Security 179: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $1519000000.00
- **C.18.a - Value (excl. sponsor support):** $1519000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.000 CLCB2843 | 2047-02-01      | 2.0000%  |  | $2965414.89        | $2381811.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $79906579.81       | $67514933.74       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $25842909.03       | $23754457.42       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $24983366.47       | $22165167.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $7623966.06        | $7485085.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $17673407.62       | $16549968.00       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $19231695.22       | $18005354.11       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $24066406.49       | $22061811.22       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $5632201.94        | $5282066.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $23256236.76       | $20689585.44       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $12148720.15       | $11393195.28       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $9757123.94        | $8968618.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $20220122.77       | $18586067.25       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $18258855.53       | $16268439.43       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $1686129.96        | $1555983.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $1257703.19        | $1305353.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $51193557.41       | $40561764.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $79246064.69       | $65562910.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $1521501.62        | $1434231.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3237 | 2050-05-01      | 3.5000%  |  | $2667728.14        | $2420893.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $22418801.17       | $20546756.55       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $14115752.19       | $12933186.24       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9361 M     | 2053-12-20      | 5.0000%  |  | $44767638.82       | $43922052.75       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $19523851.00       | $19713492.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $204967059.34      | $169688812.24      | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBR7826 | 2051-04-01      | 3.0000%  |  | $2707608.06        | $2346182.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $16302715.74       | $13758551.95       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $7772590.54        | $6289981.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $38477549.93       | $35898720.39       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $55230776.40       | $54428972.83       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $9594505.78        | $8454956.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  |  | $49862391.05       | $50445398.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $2974965.83        | $2346107.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $23644745.90       | $20768362.56       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $12856867.52       | $12467523.00       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $22054370.04       | $21448977.58       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB2819 | 2041-10-01      | 2.5000%  |  | $2611985.07        | $2302525.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1528 | 2048-04-01      | 3.5000%  |  | $5444845.98        | $4940793.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  |  | $12076954.82       | $9535560.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $5588619.47        | $5186648.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9962 M     | 2054-10-20      | 4.0000%  |  | $65994569.19       | $61069614.45       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $56046889.13       | $53475457.85       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $75130206.80       | $71683232.91       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  |  | $33823199.19       | $33177266.29       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9304 M     | 2053-11-20      | 5.0000%  |  | $2189.23           | $2152.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $38390909.15       | $38688413.09       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $97519403.36       | $99969090.77       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $27390571.21       | $26280951.78       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $11857446.83       | $10006977.63       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $4588807.94        | $4162951.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $104266888.58      | $88031838.88       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $8125952.88        | $6574917.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $124739553.50      | $100958290.31      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $36403537.57       | $32070060.46       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $2223257.77        | $2085034.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $11396086.69       | $11079127.33       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  |  | $20590070.04       | $18881437.40       | Agency Mortgage-Backed Securities |

### Security 180: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4  NOTE AK 26    | 2026-02-15      | 4.0000%  |  | $4594466.67        | $4671297.82        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $11194133.33       | $9592014.92        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $32449066.67       | $32977282.63       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $15034266.67       | $14678991.91       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  |  | $33.33             | $34.01             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $19333333.33       | $16481396.73       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $203900.00         | $203571.31         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  |  | $15679533.33       | $15369295.01       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $72339666.67       | $73954082.22       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26  | 2026-03-31      | 0.7500%  |  | $9751266.67        | $9552721.13        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $193900.00         | $193506.58         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $2084900.00        | $2073299.62        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $634166.67         | $558183.40         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $875466.67         | $845899.24         | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $270500.00         | $248525.39         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $22518300.00       | $21867500.68       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  |  | $950300.00         | $924545.92         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $530266.67         | $458372.50         | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $729833.33         | $675403.82         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  |  | $13547800.00       | $13283333.40       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  |  | $4185000.00        | $4132248.08        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $441200.00         | $409509.93         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $14213433.33       | $12092760.97       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $3272033.33        | $3174279.02        | U.S. Treasuries (including strips) |
| USTR 3 NOTE R 25      | 2025-10-31      | 3.0000%  |  | $1124166.67        | $1128443.00        | U.S. Treasuries (including strips) |
| USTR 3 NOTE Q 25      | 2025-09-30      | 3.0000%  |  | $19308700.00       | $19460427.76       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE P 25  | 2025-08-31      | 2.7500%  |  | $69472766.67       | $70145639.87       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $136266.67         | $131956.54         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $18486666.67       | $13462598.58       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $1592833.33        | $874230.13         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $65234833.33       | $67933504.71       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $585800.00         | $576391.66         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $108633.33         | $108938.59         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $4592633.33        | $4783854.51        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $425633.33         | $441307.99         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $33.33             | $33.50             | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $33.33             | $33.55             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  |  | $23938266.67       | $24051600.62       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  |  | $17435000.00       | $17569600.21       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $796100.00         | $794399.00         | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $15724066.67       | $16024088.70       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $539933.33         | $542909.63         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $4311333.33        | $4374095.57        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $13099433.33       | $12846299.88       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $520066.67         | $512907.43         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $16282733.33       | $15880460.53       | U.S. Treasuries (including strips) |

### Security 181: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2022-178 FA      | 2052-10-20      | 5.4480%  |  | $6129780.95        | $6048222.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 5.0000%  |  | $849209.78         | $827179.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-213 FA      | 2052-12-20      | 5.2480%  |  | $1973577.12        | $1943386.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FC      | 2054-04-20      | 5.4780%  |  | $2815259.85        | $2813466.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7348%  |  | $1030026.13        | $979859.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA      | 2051-04-20      | 4.8892%  |  | $170343.55         | $161307.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 5.3480%  |  | $194.10            | $190.00            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FD      | 2054-08-20      | 5.4480%  |  | $34518.44          | $34573.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-021 FA      | 2054-02-20      | 5.5480%  |  | $1679273.11        | $1681085.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 5.5980%  |  | $430318.99         | $431264.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 5.6480%  |  | $90.98             | $91.70             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-007 FB      | 2054-01-20      | 5.4480%  |  | $2449735.10        | $2447117.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-153 FK      | 2053-10-20      | 5.7480%  |  | $510898.81         | $516287.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FB      | 2053-11-20      | 5.8480%  |  | $3908059.00        | $3956166.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 5.3480%  |  | $2918002.34        | $2913657.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 FB      | 2053-08-20      | 5.5280%  |  | $2378840.80        | $2386819.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 5.3480%  |  | $2388055.07        | $2388105.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  |  | $391359.71         | $319864.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 5.4480%  |  | $5853918.30        | $5807886.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 DF      | 2053-01-20      | 5.2980%  |  | $1746677.69        | $1738171.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FA      | 2063-08-20      | 5.4480%  |  | $516640.60         | $518255.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-092 NE      | 2054-05-20      | 5.0000%  |  | $211.17            | $209.03            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 6.2480%  |  | $3085922.72        | $3148280.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 5.4980%  |  | $4276315.71        | $4271987.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $4615592.67        | $4602412.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 AF      | 2055-06-20      | 5.7480%  |  | $221.36            | $222.07            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FB      | 2052-10-20      | 5.4480%  |  | $4085966.89        | $4031601.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-064 CY      | 2055-04-20      | 5.0000%  |  | $452903.78         | $430052.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  |  | $542573.82         | $534534.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-122 HL      | 2053-08-20      | 5.5000%  |  | $14895.56          | $14825.08          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  |  | $1779234.00        | $1796655.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  |  | $1461503.53        | $1383127.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 5.4580%  |  | $2754552.75        | $2758127.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FM      | 2054-10-20      | 5.2980%  |  | $206.95            | $206.61            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530AC 04/25/52  | 2052-04-25      | 5.0000%  |  | $470451.90         | $468604.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 LF      | 2053-07-20      | 5.3680%  |  | $974299.93         | $973530.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 5.5480%  |  | $3069661.83        | $3071231.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-079 FG      | 2053-06-20      | 5.4980%  |  | $283934.74         | $284113.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 5.3480%  |  | $5980202.47        | $5944842.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 5.2480%  |  | $52168.23          | $51675.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 5.3480%  |  | $5498361.35        | $5465751.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 LF      | 2053-02-20      | 5.2580%  |  | $933291.23         | $922201.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-003 FD      | 2053-01-20      | 5.2580%  |  | $5812940.26        | $5760412.24        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111AF R10F111  | 2040-10-25      | 4.8645%  |  | $161608.17         | $160636.06         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047GF R11F047  | 2041-06-25      | 5.0345%  |  | $105.13            | $104.78            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5349FG 10/25/53  | 2053-10-25      | 5.3000%  |  | $132.30            | $132.47            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05327B 08/25/53  | 2053-08-25      | 6.0000%  |  | $222.22            | $227.55            | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4611BF 06/15/41  | 2041-06-15      | 4.8541%  |  | $395433.58         | $392258.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 6.0000%  |  | $22095869.78       | $22233423.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 6.0000%  |  | $5212084.02        | $5244530.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 5.6480%  |  | $335304.27         | $334503.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 KF      | 2054-10-20      | 5.3680%  |  | $2047.60           | $2031.59           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 5.4080%  |  | $2449265.24        | $2451458.41        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC048AB R25F048  | 2055-06-25      | 5.0000%  |  | $444.44            | $416.67            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL085FL R07F085  | 2037-09-25      | 5.0045%  |  | $2.24              | $2.22              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 5.2480%  |  | $221.56            | $218.84            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-148 FA      | 2052-08-20      | 5.0000%  |  | $4330026.27        | $4183358.66        | Agency Collateralized Mortgage Obligation |
| FNMA 1.90 FNNT A 22-36     | 2036-01-25      | 1.9000%  |  | $222.22            | $167.36            | Agency Debentures and Agency Strips       |
| FCSB 3.70 FCOR 27-42 K     | 2042-03-24      | 3.7000%  |  | $339111.11         | $280168.44         | Agency Debentures and Agency Strips       |
| FCSB 2.78 FCOR 22-36 BI    | 2036-12-01      | 2.7800%  |  | $666.67            | $542.75            | Agency Debentures and Agency Strips       |
| FCSB 2.31 FCOR 22-36 AV    | 2036-07-14      | 2.3100%  |  | $2222.22           | $1725.44           | Agency Debentures and Agency Strips       |
| FCSB 2.22 FCOR 22-36 AY    | 2036-08-12      | 2.2200%  |  | $396888.89         | $309002.48         | Agency Debentures and Agency Strips       |
| FCSB 2.45 FCOR 22-41 O     | 2041-08-09      | 2.4500%  |  | $1111.11           | $784.46            | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E     | 2042-01-24      | 2.8200%  |  | $488000.00         | $352268.82         | Agency Debentures and Agency Strips       |
| USTR TRFR BF 07/31/26      | 2026-07-31      | 4.4679%  |  | $155.56            | $155.68            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26       | 2026-11-30      | 1.6250%  |  | $22.22             | $21.59             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 TRIN A 28       | 2028-01-15      | 0.5000%  |  | $28.96             | $28.44             | U.S. Treasuries (including strips)        |
| FMAC FMAR 1N1497 G         | 2036-07-01      | 6.4150%  |  | $23.07             | $23.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT256750  | 2027-06-01      | 5.0000%  |  | $799.47            | $801.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2999  | 2053-05-01      | 6.5000%  |  | $493.22            | $517.19            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2254 G         | 2037-10-01      | 6.8850%  |  | $9.19              | $9.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL975441  | 2038-03-01      | 5.0000%  |  | $80.80             | $80.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257163  | 2028-04-01      | 5.0000%  |  | $915.04            | $920.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1047  | 2043-11-01      | 4.5000%  |  | $43.39             | $42.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4482  | 2041-11-01      | 4.5000%  |  | $463.42            | $459.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391  | 2038-09-01      | 6.0000%  |  | $10.31             | $10.83             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0643 G         | 2038-11-01      | 7.3650%  |  | $16.13             | $16.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  |  | $12.25             | $12.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  |  | $113576.14         | $103909.30         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08566 G  | 2044-01-01      | 3.5000%  |  | $165.64            | $154.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1586  | 2044-01-01      | 4.5000%  |  | $30.98             | $30.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1626  | 2044-02-01      | 4.5000%  |  | $363.74            | $355.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1770  | 2044-02-01      | 4.0000%  |  | $35.32             | $33.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL930920  | 2039-04-01      | 4.5000%  |  | $8.10              | $8.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAL9992  | 2037-02-01      | 3.0000%  |  | $972.72            | $911.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 ZT310185  | 2026-07-01      | 6.0000%  |  | $100.98            | $102.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5379  | 2044-06-01      | 4.5000%  |  | $93.98             | $91.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL935668  | 2039-10-01      | 6.0000%  |  | $17.94             | $18.45             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082452 M      | 2039-12-20      | 5.8750%  |  | $15.78             | $16.11             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA1383  | 2045-02-01      | 4.0000%  |  | $1153.47           | $1090.61           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0385  | 2034-02-01      | 4.7600%  |  | $222.22            | $224.99            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4064  | 2028-12-01      | 1.5800%  |  | $222.22            | $203.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH0943  | 2040-12-01      | 4.0000%  |  | $206.34            | $198.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5139  | 2041-02-01      | 5.0000%  |  | $60.23             | $60.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7837  | 2046-09-01      | 3.0000%  |  | $221.15            | $196.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8949 M      | 2053-06-20      | 6.0000%  |  | $106519.23         | $109243.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1891  | 2050-01-01      | 4.0000%  |  | $1116401.90        | $1052396.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZL310082  | 2038-10-01      | 6.5000%  |  | $105.16            | $110.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ7468  | 2048-12-01      | 4.5000%  |  | $41.51             | $40.24             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX X2AL8943  | 2025-10-01      | 2.7500%  |  | $60.21             | $60.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1374  | 2052-11-01      | 4.5000%  |  | $604.46            | $577.49            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.7050%  |  | $192.46            | $191.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  |  | $21.22             | $21.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580149  | 2031-07-01      | 6.5000%  |  | $68.53             | $71.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545144  | 2031-06-01      | 7.5000%  |  | $20.44             | $20.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254092  | 2031-12-01      | 6.5000%  |  | $123.55            | $129.46            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.1860%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL631571  | 2032-03-01      | 6.0000%  |  | $29.95             | $30.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545602  | 2030-12-01      | 7.5000%  |  | $226.35            | $232.20            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.270 WNWN0141  | 2038-06-01      | 4.2700%  |  | $888.89            | $830.83            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2317  | 2038-06-01      | 6.3330%  |  | $208.17            | $212.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629896  | 2032-09-01      | 6.5000%  |  | $114.41            | $118.60            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS545974  | 2032-10-01      | 6.8170%  |  | $2.32              | $2.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254621  | 2033-01-01      | 6.5000%  |  | $13.20             | $13.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5989  | 2042-01-01      | 4.5000%  |  | $3630.70           | $3574.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAK0971  | 2027-02-01      | 3.0000%  |  | $131.73            | $130.39            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL1631  | 2038-08-01      | 6.3760%  |  | $37.03             | $38.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8157  | 2046-10-01      | 4.5000%  |  | $46.23             | $44.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH2739  | 2041-01-01      | 5.0000%  |  | $201.45            | $200.10            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B7775 G         | 2050-03-01      | 2.6830%  |  | $323.82            | $317.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZM8918  | 2048-10-01      | 5.0000%  |  | $65600.71          | $65669.64          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC J37005 G  | 2032-05-01      | 3.5000%  |  | $62.71             | $61.75             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849407 G         | 2037-09-01      | 6.7100%  |  | $17.76             | $18.41             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849414 G         | 2035-07-01      | 6.6930%  |  | $100.21            | $103.70            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849336 G         | 2034-12-01      | 6.4070%  |  | $16.38             | $16.60             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C03504 G  | 2040-06-01      | 4.5000%  |  | $13.77             | $13.67             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C00676 G  | 2028-11-01      | 6.5000%  |  | $41.49             | $43.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1320  | 2054-10-01      | 5.5000%  |  | $211.95            | $214.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0243  | 2054-12-01      | 5.5000%  |  | $432.06            | $434.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD3219  | 2055-02-01      | 7.0000%  |  | $222.48            | $236.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2453  | 2055-02-01      | 6.5000%  |  | $3725.24           | $3880.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2803  | 2054-08-01      | 6.5000%  |  | $439.57            | $463.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  |  | $221.88            | $233.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB9877  | 2054-08-01      | 6.0000%  |  | $984.47            | $1003.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0517  | 2054-08-01      | 5.5000%  |  | $221.53            | $221.53            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1868993  | 2036-05-01      | 7.1220%  |  | $43.18             | $44.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555677  | 2033-07-01      | 5.5000%  |  | $437.35            | $447.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531  | 2033-06-01      | 5.5000%  |  | $1126.95           | $1151.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545819  | 2032-08-01      | 6.5000%  |  | $221.08            | $229.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545562  | 2032-03-01      | 7.5000%  |  | $501.74            | $516.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545280  | 2031-11-01      | 6.5000%  |  | $52.64             | $54.57             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544874  | 2036-07-01      | 5.1390%  |  | $3.68              | $3.70              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB535995  | 2031-04-01      | 6.1250%  |  | $690.76            | $700.04            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846981 G         | 2031-07-01      | 7.3530%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846965 G         | 2030-09-01      | 6.7900%  |  | $0.57              | $0.58              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846908 G         | 2028-07-01      | 6.3900%  |  | $95.55             | $95.66             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847131 G         | 2030-07-01      | 6.9620%  |  | $1.89              | $1.91              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD423226  | 2038-07-01      | 6.3080%  |  | $8.48              | $8.66              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL412147  | 2028-01-01      | 7.0000%  |  | $13.98             | $14.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL394854  | 2027-05-01      | 6.5000%  |  | $106.05            | $109.94            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY387969  | 2028-08-01      | 3.6500%  |  | $222.22            | $219.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL357729  | 2035-03-01      | 5.0000%  |  | $69.24             | $69.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL336682  | 2028-05-01      | 6.5000%  |  | $77.44             | $80.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7057 M      | 2050-12-20      | 5.0000%  |  | $5366.76           | $5346.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6159 M      | 2049-09-20      | 6.0000%  |  | $2825.87           | $2972.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3875 M      | 2046-08-20      | 4.0000%  |  | $45.89             | $43.25             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FL MA3416 M      | 2045-11-20      | 6.2500%  |  | $109.97            | $113.90            | Agency Mortgage-Backed Securities         |
| GNMA GNAR TL MA1120 M      | 2043-06-20      | 5.1250%  |  | $10.91             | $11.15             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0023 M      | 2042-04-20      | 4.0000%  |  | $15055.91          | $14324.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0027  | 2055-07-01      | 5.5000%  |  | $2392314.66        | $2391315.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4161  | 2055-05-01      | 6.0000%  |  | $160732.37         | $165270.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4385  | 2055-06-01      | 6.0000%  |  | $4695224.33        | $4819328.50        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.100 WSWS4800  | 2034-01-01      | 4.1000%  |  | $213.98            | $211.57            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.750 WSWS4034  | 2034-01-01      | 3.7500%  |  | $221.55            | $205.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1283  | 2055-05-01      | 5.5000%  |  | $4195183.42        | $4195352.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6814  | 2055-07-01      | 6.0000%  |  | $598694.18         | $612780.86         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 6.2150%  |  | $31.51             | $32.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9288  | 2044-02-01      | 4.5000%  |  | $113.68            | $111.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3471  | 2044-02-01      | 4.5000%  |  | $19.12             | $18.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL928593  | 2037-07-01      | 6.5000%  |  | $10.56             | $11.10             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1885947  | 2036-07-01      | 6.6570%  |  | $7.50              | $7.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8841  | 2031-02-01      | 3.5000%  |  | $13.16             | $13.11             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8484  | 2046-04-01      | 3.1360%  |  | $153.99            | $159.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8419  | 2046-05-01      | 4.5000%  |  | $19.19             | $18.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8238  | 2030-08-01      | 3.5000%  |  | $229.86            | $226.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9107  | 2046-03-01      | 4.5000%  |  | $121.42            | $118.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9031  | 2046-08-01      | 3.0000%  |  | $750.94            | $669.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL7579  | 2042-02-01      | 5.5000%  |  | $174.84            | $180.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7206  | 2045-08-01      | 4.0000%  |  | $154.77            | $146.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  |  | $912.19            | $844.73            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.6250%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420191 G         | 2030-06-01      | 4.6420%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453  | 2051-03-01      | 2.0000%  |  | $15414.21          | $12318.37          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM6921  | 2052-05-01      | 2.2680%  |  | $360.52            | $326.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3393  | 2048-01-01      | 4.0000%  |  | $161.94            | $152.72            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUBM1943  | 2048-05-01      | 5.9030%  |  | $93.77             | $96.86             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL8708  | 2032-11-01      | 1.4000%  |  | $222.22            | $179.00            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL6070  | 2030-05-01      | 2.1700%  |  | $5241791.00        | $4775105.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL939685  | 2037-07-01      | 6.0000%  |  | $79.25             | $81.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932493  | 2040-02-01      | 4.5000%  |  | $683186.57         | $678561.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6536  | 2045-03-01      | 4.5000%  |  | $182.07            | $177.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6146  | 2030-01-01      | 3.5000%  |  | $15.30             | $15.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6206  | 2028-06-01      | 3.5000%  |  | $375.08            | $372.60            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL5134  | 2044-04-01      | 6.5900%  |  | $63.34             | $65.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL4195  | 2027-06-01      | 3.5000%  |  | $12.60             | $12.57             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL2984  | 2042-10-01      | 6.7080%  |  | $12.50             | $13.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2302  | 2041-08-01      | 4.5000%  |  | $148.57            | $147.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2309  | 2042-09-01      | 3.5000%  |  | $76.04             | $71.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL1013  | 2037-01-01      | 5.5000%  |  | $35.75             | $36.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0152  | 2040-06-01      | 6.0000%  |  | $226.19            | $237.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAK5545  | 2027-03-01      | 3.5000%  |  | $162.03            | $160.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  |  | $56.27             | $56.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ9332  | 2042-01-01      | 4.0000%  |  | $767.52            | $741.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAJ9282  | 2026-12-01      | 3.5000%  |  | $2.41              | $2.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ7684  | 2041-12-01      | 4.0000%  |  | $509.19            | $489.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ4406  | 2041-10-01      | 3.5000%  |  | $232.46            | $217.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8180  | 2041-08-01      | 4.5000%  |  | $11.14             | $10.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI5961  | 2026-06-01      | 4.0000%  |  | $152.29            | $152.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAI1807  | 2026-04-01      | 4.5000%  |  | $0.69              | $0.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5881  | 2026-02-01      | 3.5000%  |  | $282.29            | $281.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5801  | 2026-02-01      | 3.5000%  |  | $32.86             | $32.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5616  | 2026-02-01      | 3.5000%  |  | $3.67              | $3.66              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH4407  | 2026-01-01      | 3.5000%  |  | $10.83             | $10.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969  | 2025-12-01      | 3.5000%  |  | $17.63             | $17.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0151  | 2025-11-01      | 4.0000%  |  | $8.06              | $8.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8081  | 2031-02-01      | 3.5000%  |  | $34.74             | $34.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.500 CL535440  | 2030-08-01      | 8.5000%  |  | $42.38             | $44.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL521410  | 2029-12-01      | 9.0000%  |  | $240.97            | $243.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL503757  | 2029-07-01      | 6.5000%  |  | $414.17            | $429.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL490210  | 2029-03-01      | 6.5000%  |  | $126.83            | $131.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL489035  | 2029-04-01      | 6.5000%  |  | $774.40            | $802.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL485981  | 2029-06-01      | 6.5000%  |  | $131.44            | $136.26            | Agency Mortgage-Backed Securities         |
| XXXX GNAR WN 784594 M      | 2042-09-20      | 6.5160%  |  | $81.17             | $83.59             | Agency Mortgage-Backed Securities         |
| GNMA GNAR WN 784593 M      | 2043-06-20      | 6.5580%  |  | $187.02            | $190.22            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082427 M      | 2039-11-20      | 5.8750%  |  | $64.87             | $66.22             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082396 M      | 2039-09-20      | 5.8750%  |  | $159.38            | $160.29            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.8750%  |  | $59.22             | $60.47             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081497 M      | 2035-10-20      | 4.7500%  |  | $127.11            | $129.90            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080526 M      | 2031-07-20      | 4.6250%  |  | $13.12             | $13.17             | Agency Mortgage-Backed Securities         |
| GNMA GNMI MH 558959 X      | 2029-04-15      | 6.5000%  |  | $19.17             | $19.40             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2860 C      | 2065-02-20      | 6.5000%  |  | $12677.72          | $13035.30          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A2 R23M004  | 2032-09-25      | 3.7670%  |  | $4600.00           | $4381.23           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $321.97            | $317.97            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R18M013  | 2030-09-25      | 3.7435%  |  | $816.84            | $796.65            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-11-25      | 4.9400%  |  | $273.78            | $280.96            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5316%  |  | $231.06            | $217.86            | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  |  | $9255.58           | $8405.30           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004A2 R16M004  | 2026-03-25      | 2.5760%  |  | $167100.77         | $165377.07         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  |  | $231.78            | $218.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2433 C      | 2055-04-20      | 6.0000%  |  | $3074.77           | $3165.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII BD DK5996 C      | 2055-06-20      | 4.5000%  |  | $1129.49           | $1042.95           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0479 X      | 2046-02-15      | 4.5000%  |  | $2274.14           | $2206.71           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844052  | 2035-11-01      | 6.2720%  |  | $47.88             | $48.86             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD841068  | 2034-11-01      | 6.9590%  |  | $4.14              | $4.32              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836464  | 2035-10-01      | 6.4820%  |  | $1.61              | $1.66              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAS7660  | 2046-08-01      | 2.5000%  |  | $274.24            | $232.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7538  | 2046-07-01      | 3.0000%  |  | $648.42            | $573.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6408  | 2046-01-01      | 3.5000%  |  | $278378.01         | $256928.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6121  | 2045-11-01      | 4.0000%  |  | $350.49            | $331.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6102  | 2045-11-01      | 3.5000%  |  | $21.46             | $19.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  |  | $476.91            | $441.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  |  | $744.28            | $688.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS6269  | 2030-12-01      | 2.5000%  |  | $426.88            | $411.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6233  | 2045-11-01      | 4.5000%  |  | $741.64            | $721.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5175  | 2045-06-01      | 3.5000%  |  | $417.59            | $386.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4168  | 2044-12-01      | 4.0000%  |  | $113.26            | $107.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4096  | 2044-12-01      | 4.5000%  |  | $16653.21          | $16282.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3955  | 2044-12-01      | 4.0000%  |  | $46.49             | $44.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323862  | 2029-08-01      | 6.5000%  |  | $100.99            | $104.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323866  | 2029-08-01      | 6.5000%  |  | $445.13            | $461.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL313835  | 2027-11-01      | 7.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL313397  | 2027-03-01      | 7.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310104  | 2037-08-01      | 5.5000%  |  | $404.48            | $414.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257536  | 2029-01-01      | 5.0000%  |  | $181.82            | $182.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL257207  | 2038-05-01      | 6.0000%  |  | $1.70              | $1.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256751  | 2027-06-01      | 5.5000%  |  | $390.07            | $392.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256640  | 2027-03-01      | 5.5000%  |  | $297.56            | $299.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256349  | 2036-08-01      | 6.0000%  |  | $4.44              | $4.66              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255932  | 2035-11-01      | 5.0000%  |  | $41.77             | $42.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255842  | 2035-09-01      | 5.0000%  |  | $215.40            | $217.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8836  | 2047-02-01      | 4.5000%  |  | $667065.31         | $643455.87         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5540  | 2035-03-01      | 2.8100%  |  | $222.22            | $190.70            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4468  | 2029-10-01      | 2.4100%  |  | $222.44            | $206.88            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1040  | 2028-12-01      | 3.8100%  |  | $72444.44          | $71575.26          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0900  | 2034-02-01      | 4.0800%  |  | $222.22            | $214.60            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0373  | 2033-11-01      | 4.2400%  |  | $198.48            | $194.45            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  |  | $584.67            | $552.19            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0773  | 2033-12-01      | 4.1400%  |  | $219.87            | $213.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH5850  | 2047-06-01      | 4.5000%  |  | $32.29             | $31.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4177  | 2040-11-01      | 2.5000%  |  | $111.85            | $100.57            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3625  | 2034-09-01      | 2.8900%  |  | $261.78            | $229.07            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS5055  | 2029-03-01      | 2.4000%  |  | $590.75            | $555.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6306  | 2045-01-01      | 4.5000%  |  | $265.59            | $260.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3907  | 2044-11-01      | 4.0000%  |  | $14.49             | $13.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7866  | 2051-07-01      | 2.5000%  |  | $210.31            | $174.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4719  | 2053-06-01      | 6.5000%  |  | $176.57            | $188.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139  | 2053-09-01      | 6.0000%  |  | $174.05            | $177.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5295  | 2054-10-01      | 5.5000%  |  | $14955.17          | $14991.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5038  | 2055-03-01      | 6.0000%  |  | $443.13            | $455.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9603  | 2055-08-01      | 6.0000%  |  | $744195.33         | $761705.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA1923  | 2046-02-01      | 4.0000%  |  | $2348891.96        | $2269225.38        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2988  | 2035-02-01      | 4.9300%  |  | $222.22            | $225.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRQ0037  | 2055-08-01      | 4.0000%  |  | $829995.56         | $769274.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M      | 2054-11-20      | 5.5000%  |  | $3196772.34        | $3211344.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1712  | 2048-05-01      | 4.5000%  |  | $77.14             | $74.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255353  | 2034-08-01      | 6.5000%  |  | $568.08            | $599.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255335  | 2034-07-01      | 6.5000%  |  | $603.77            | $633.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255296  | 2034-06-01      | 6.5000%  |  | $81.11             | $85.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5354  | 2055-06-01      | 6.5000%  |  | $286642.89         | $298784.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4254  | 2055-05-01      | 6.5000%  |  | $270131.32         | $282233.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3862  | 2055-05-01      | 6.0000%  |  | $103563.50         | $105677.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE6374  | 2041-01-01      | 5.5000%  |  | $53.52             | $54.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE5432  | 2040-10-01      | 4.0000%  |  | $53.48             | $51.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE3024  | 2040-09-01      | 4.5000%  |  | $117700.17         | $116685.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2995  | 2053-04-01      | 7.0000%  |  | $651.00            | $710.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2993  | 2053-05-01      | 6.5000%  |  | $460.29            | $488.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX4359  | 2053-04-01      | 7.0000%  |  | $172.46            | $190.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4360  | 2053-04-01      | 6.5000%  |  | $216.50            | $231.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX0786  | 2053-01-01      | 6.5000%  |  | $5120.51           | $5399.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2541  | 2029-05-01      | 3.0000%  |  | $17.81             | $17.43             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841115 G         | 2050-08-01      | 5.6840%  |  | $36.20             | $37.13             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841739 G         | 2054-01-01      | 4.2820%  |  | $205.40            | $198.98            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C69107 G  | 2032-07-01      | 6.5000%  |  | $422.21            | $438.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9918  | 2052-10-01      | 5.0000%  |  | $496249.30         | $488103.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9741  | 2053-05-01      | 6.0000%  |  | $74253.15          | $76736.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8936  | 2052-04-01      | 3.5000%  |  | $173.63            | $158.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5556  | 2055-02-01      | 5.5000%  |  | $45382.57          | $45391.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5512  | 2055-01-01      | 6.0000%  |  | $1221740.16        | $1246826.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT5985  | 2051-10-01      | 2.0000%  |  | $8557.65           | $6748.77           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9974  | 2028-11-01      | 5.8500%  |  | $222.22            | $232.68            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS8667  | 2033-06-01      | 4.4400%  |  | $1111.33           | $1098.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3978  | 2053-01-01      | 5.0000%  |  | $640420.14         | $631432.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2729  | 2048-11-01      | 4.5000%  |  | $412.84            | $400.01            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6197  | 2038-07-01      | 4.2400%  |  | $217.29            | $205.16            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1892 G         | 2037-04-01      | 6.8170%  |  | $268337.17         | $278982.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6688  | 2051-04-01      | 2.5000%  |  | $89672.71          | $74963.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5392  | 2053-07-01      | 6.5000%  |  | $266566.27         | $279656.45         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1R0014 G         | 2035-03-01      | 4.2310%  |  | $5.31              | $5.18              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBK4271  | 2048-09-01      | 3.2730%  |  | $38.96             | $40.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8964  | 2045-06-01      | 4.5000%  |  | $1466.38           | $1429.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6831  | 2046-03-01      | 3.5000%  |  | $507.35            | $468.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819  | 2044-12-01      | 4.5000%  |  | $133.99            | $131.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7252  | 2046-05-01      | 4.5000%  |  | $584.94            | $569.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9015 M      | 2053-07-20      | 4.5000%  |  | $357939.01         | $342587.00         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HTBS5141  | 2042-03-01      | 2.9700%  |  | $197.46            | $171.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3651  | 2044-10-01      | 4.5000%  |  | $942.83            | $920.73            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3939  | 2028-11-01      | 1.5800%  |  | $205.52            | $189.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8726 M      | 2053-03-20      | 5.5000%  |  | $281335.15         | $283432.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8272  | 2031-03-01      | 3.5000%  |  | $79.34             | $78.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342  | 2053-07-01      | 5.5000%  |  | $4863405.14        | $4871421.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7796  | 2046-08-01      | 3.0000%  |  | $306.10            | $270.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8468  | 2046-04-01      | 4.0000%  |  | $194.28            | $183.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6627  | 2046-02-01      | 4.5000%  |  | $41.08             | $39.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2833  | 2046-12-01      | 3.0000%  |  | $212010.80         | $187197.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4773  | 2048-08-01      | 5.0000%  |  | $1084515.87        | $1080827.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  |  | $47.92             | $44.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3760  | 2052-05-01      | 3.5000%  |  | $10973.33          | $9907.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL638997  | 2032-04-01      | 6.5000%  |  | $156.28            | $162.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632578  | 2032-02-01      | 6.5000%  |  | $19.32             | $20.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632553  | 2032-02-01      | 6.5000%  |  | $100.58            | $105.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL618037  | 2032-03-01      | 6.5000%  |  | $467.39            | $484.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL607041  | 2031-10-01      | 7.0000%  |  | $215.76            | $228.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL594437  | 2031-07-01      | 6.5000%  |  | $210.80            | $218.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580862  | 2031-05-01      | 6.5000%  |  | $2.48              | $2.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL568355  | 2031-01-01      | 6.5000%  |  | $739.37            | $766.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL564318  | 2030-11-01      | 9.0000%  |  | $17.88             | $18.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL560837  | 2030-10-01      | 9.0000%  |  | $138.60            | $140.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555692  | 2033-07-01      | 5.5000%  |  | $98.45             | $100.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0697  | 2055-05-01      | 6.5000%  |  | $222.30            | $232.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7665  | 2055-06-01      | 6.0000%  |  | $12207.71          | $12440.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7386  | 2055-04-01      | 5.0000%  |  | $443.08            | $433.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  |  | $665.36            | $694.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6868  | 2055-03-01      | 6.5000%  |  | $221.67            | $232.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0149  | 2025-11-01      | 4.0000%  |  | $12.30             | $12.29             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806506  | 2044-10-01      | 5.5980%  |  | $16.36             | $16.60             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB795816  | 2034-07-01      | 6.2520%  |  | $116.22            | $117.82            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LA780840  | 2034-06-01      | 6.5000%  |  | $1.71              | $1.75              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB762328  | 2034-03-01      | 6.1970%  |  | $28.81             | $29.10             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB745448  | 2036-03-01      | 6.1900%  |  | $23.69             | $24.44             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB739759  | 2033-08-01      | 6.2260%  |  | $3.28              | $3.37              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735643  | 2042-08-01      | 5.5980%  |  | $18.13             | $18.32             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462206  | 2036-04-01      | 6.2950%  |  | $12.43             | $12.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441259  | 2028-11-01      | 7.0000%  |  | $162.78            | $172.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441221  | 2028-09-01      | 7.0000%  |  | $426.58            | $450.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0896  | 2052-05-01      | 2.5000%  |  | $1005074.68        | $836722.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7615  | 2053-12-01      | 6.0000%  |  | $482.86            | $495.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7270  | 2053-10-01      | 6.0000%  |  | $11782535.70       | $12123875.76       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6053  | 2053-04-01      | 5.0000%  |  | $566.26            | $563.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5309  | 2052-12-01      | 6.0000%  |  | $158.81            | $165.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3615  | 2052-05-01      | 4.0000%  |  | $118515.73         | $110258.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2408  | 2051-12-01      | 2.5000%  |  | $1997.34           | $1649.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2813  | 2048-12-01      | 5.0000%  |  | $128.36            | $127.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2806  | 2048-12-01      | 4.5000%  |  | $320369.14         | $314040.56         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB830607  | 2035-06-01      | 6.1510%  |  | $64.15             | $66.11             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7627  | 2033-01-01      | 4.6900%  |  | $1072.73           | $1077.56           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6784  | 2032-10-01      | 4.1200%  |  | $927.78            | $904.08            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6528  | 2032-09-01      | 3.6500%  |  | $1503.33           | $1437.03           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7122  | 2034-11-01      | 4.9400%  |  | $1280.44           | $1303.04           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6220  | 2034-09-01      | 4.1600%  |  | $657102.22         | $631938.93         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS5079  | 2029-03-01      | 2.3100%  |  | $222.22            | $208.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2664  | 2051-02-01      | 2.0000%  |  | $13300.10          | $10617.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919  | 2053-02-01      | 5.5000%  |  | $72988.68          | $73112.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4895  | 2053-01-01      | 6.5000%  |  | $4183893.46        | $4347218.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4838  | 2052-12-01      | 3.5000%  |  | $23672.27          | $21264.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684  | 2052-06-01      | 4.5000%  |  | $170.72            | $162.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4355  | 2051-06-01      | 2.0000%  |  | $866685.01         | $681207.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  |  | $196735.04         | $155202.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4209  | 2050-12-01      | 1.5000%  |  | $13846.91          | $10335.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0910  | 2043-11-01      | 4.5000%  |  | $941.21            | $922.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1758  | 2029-02-01      | 3.5000%  |  | $241.91            | $238.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1756  | 2029-02-01      | 3.5000%  |  | $35.05             | $34.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0012  | 2028-07-01      | 3.5000%  |  | $34.23             | $33.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL543562  | 2030-06-01      | 7.5000%  |  | $338.71            | $341.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL535533  | 2030-10-01      | 8.0000%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ2616  | 2042-05-01      | 3.5000%  |  | $14.16             | $13.26             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.970 WAWA2517  | 2050-05-01      | 1.9700%  |  | $293.42            | $199.04            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS555936  | 2033-09-01      | 6.6270%  |  | $15.22             | $15.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255230  | 2034-06-01      | 5.0000%  |  | $33.65             | $34.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR9194  | 2043-03-01      | 3.0000%  |  | $87.19             | $78.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255314  | 2034-08-01      | 6.0000%  |  | $100.15            | $104.89            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806504  | 2034-10-01      | 5.5980%  |  | $3.62              | $3.65              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL255498  | 2034-12-01      | 5.5000%  |  | $82.41             | $84.80             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735335  | 2034-01-01      | 4.7690%  |  | $3.72              | $3.67              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A0001 G         | 2035-04-01      | 6.3010%  |  | $14.85             | $15.12             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0083 G         | 2035-06-01      | 6.2500%  |  | $1.94              | $2.00              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836434  | 2035-10-01      | 6.8110%  |  | $4.23              | $4.40              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.6080%  |  | $4.43              | $4.59              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843672  | 2035-09-01      | 6.3000%  |  | $58.15             | $58.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256213  | 2026-04-01      | 6.0000%  |  | $394.77            | $402.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9929  | 2053-12-01      | 7.0000%  |  | $194.81            | $206.51            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0169 G         | 2036-07-01      | 6.3070%  |  | $8.45              | $8.71              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0336 G         | 2037-04-01      | 6.9010%  |  | $92.05             | $95.37             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4446  | 2054-09-01      | 6.0000%  |  | $1359323.11        | $1385245.40        | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G60528 G  | 2039-02-01      | 7.0000%  |  | $45.41             | $48.57             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.900 WNWN2511  | 2032-11-01      | 4.9000%  |  | $224.89            | $228.05            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.130 WNWN2387  | 2033-02-01      | 5.1300%  |  | $444.44            | $447.75            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  |  | $1630.00           | $1274.13           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1158  | 2028-11-01      | 1.8000%  |  | $450.89            | $418.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0446  | 2055-05-01      | 6.5000%  |  | $994099.52         | $1032344.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6404  | 2053-07-01      | 4.0000%  |  | $186.79            | $173.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708  | 2053-06-01      | 5.0000%  |  | $405987.48         | $400610.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  |  | $196.42            | $197.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3331  | 2052-11-01      | 5.0000%  |  | $7685371.33        | $7584359.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1866  | 2052-05-01      | 3.5000%  |  | $18498.05          | $16662.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  |  | $1577.89           | $1309.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0833  | 2038-06-01      | 3.0000%  |  | $11728.36          | $11258.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9978  | 2051-12-01      | 3.0000%  |  | $174235.10         | $151301.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM6742  | 2040-08-01      | 3.0000%  |  | $27643.72          | $25386.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3665  | 2049-09-01      | 4.0000%  |  | $2615.58           | $2456.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971  | 2045-08-01      | 4.0000%  |  | $179993.32         | $171895.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870  | 2050-03-01      | 3.0000%  |  | $383349.17         | $336285.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM1056  | 2049-06-01      | 5.5000%  |  | $48676.96          | $50036.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2214  | 2052-04-01      | 2.5000%  |  | $446425.56         | $371998.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1645  | 2055-05-01      | 5.5000%  |  | $224.02            | $224.10            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456  | 2029-12-01      | 4.5000%  |  | $72834.01          | $73128.85          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q10151 G  | 2042-08-01      | 4.5000%  |  | $465.74            | $457.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8421  | 2054-04-01      | 6.0000%  |  | $22579.56          | $23022.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2892  | 2053-05-01      | 5.5000%  |  | $240908.49         | $242054.81         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ4036  | 2031-01-01      | 5.2600%  |  | $222.22            | $229.45            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 6.4960%  |  | $18.97             | $19.39             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0473 G         | 2037-05-01      | 6.8590%  |  | $184.24            | $190.17            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G3701 G         | 2037-09-01      | 7.3140%  |  | $21.36             | $21.78             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B7242 G         | 2036-09-01      | 6.9400%  |  | $114.71            | $118.45            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G1227 G         | 2036-10-01      | 7.5190%  |  | $42.49             | $44.22             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0078 G         | 2035-06-01      | 6.3270%  |  | $12.14             | $12.51             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G0501 G         | 2035-06-01      | 6.4510%  |  | $11.59             | $11.90             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18497 G  | 2029-01-01      | 3.0000%  |  | $46451.88          | $45587.69          | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G05801 G  | 2032-12-01      | 7.5000%  |  | $365.45            | $381.66            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0522 G         | 2037-07-01      | 7.6050%  |  | $36.78             | $37.78             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  |  | $182.23            | $188.20            | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC A45751 G  | 2031-10-01      | 7.0000%  |  | $9.61              | $10.17             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B1438 G         | 2034-01-01      | 6.7500%  |  | $18.09             | $18.52             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1C0004 G         | 2031-09-01      | 7.4880%  |  | $23.70             | $24.14             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847054 G         | 2030-12-01      | 4.1870%  |  | $17.74             | $17.41             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847053 G         | 2030-06-01      | 4.6320%  |  | $39.34             | $38.74             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846986 G         | 2028-09-01      | 7.3170%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3723  | 2030-05-01      | 4.4400%  |  | $222.22            | $223.52            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3595  | 2030-04-01      | 4.3800%  |  | $222.22            | $222.63            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ2079  | 2030-11-01      | 4.3400%  |  | $4166947.56        | $4158495.60        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0938  | 2034-05-01      | 5.6700%  |  | $1624.00           | $1731.36           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0378  | 2039-01-01      | 4.8900%  |  | $1105.67           | $1102.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9879  | 2053-11-01      | 6.5000%  |  | $638.49            | $668.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY3000  | 2053-05-01      | 6.5000%  |  | $216.86            | $227.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2998  | 2053-05-01      | 7.0000%  |  | $206.14            | $227.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0808  | 2043-10-01      | 4.0000%  |  | $35.59             | $34.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR9126  | 2043-03-01      | 2.5000%  |  | $194.82            | $170.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR5030  | 2043-02-01      | 2.5000%  |  | $49.30             | $42.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  |  | $246.64            | $230.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO6713  | 2042-06-01      | 4.0000%  |  | $493.59            | $474.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255191  | 2034-05-01      | 6.0000%  |  | $15.75             | $16.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254263  | 2032-04-01      | 6.5000%  |  | $64.86             | $67.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL254768  | 2033-06-01      | 6.0000%  |  | $109.16            | $112.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252712  | 2029-08-01      | 7.5000%  |  | $425.44            | $434.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL252343  | 2029-03-01      | 7.0000%  |  | $399.90            | $422.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252925  | 2029-12-01      | 7.5000%  |  | $54.13             | $56.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL252092  | 2028-11-01      | 6.0000%  |  | $3.53              | $3.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL250550  | 2026-05-01      | 6.5000%  |  | $9.29              | $9.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL190397  | 2039-09-01      | 5.0000%  |  | $346.42            | $349.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190367  | 2036-01-01      | 5.5000%  |  | $114.57            | $118.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4119  | 2050-09-01      | 2.0000%  |  | $10649.88          | $8438.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3593  | 2049-02-01      | 4.5000%  |  | $331.02            | $320.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC3237  | 2039-10-01      | 5.0000%  |  | $318597.30         | $321635.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA5876  | 2039-07-01      | 6.0000%  |  | $31.25             | $32.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA2560  | 2039-04-01      | 6.0000%  |  | $47.49             | $49.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA0294  | 2039-04-01      | 6.0000%  |  | $22.46             | $23.06             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS995135  | 2038-03-01      | 6.5680%  |  | $9.05              | $9.38              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6240  | 2037-09-01      | 3.4600%  |  | $222.22            | $197.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  |  | $222.92            | $222.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3796  | 2055-03-01      | 6.5000%  |  | $114660.60         | $119352.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5115  | 2055-01-01      | 6.0000%  |  | $28365.05          | $28937.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5072  | 2053-07-01      | 5.5000%  |  | $1430468.13        | $1431746.01        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3837  | 2033-03-01      | 5.2100%  |  | $834.33            | $858.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0288  | 2055-04-01      | 6.5000%  |  | $221.00            | $231.44            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS8219  | 2033-04-01      | 4.6800%  |  | $222.22            | $223.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  |  | $2206949.60        | $2213533.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD6037  | 2054-08-01      | 7.0000%  |  | $2518169.59        | $2682863.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4384  | 2055-06-01      | 6.0000%  |  | $30394.12          | $31252.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0746  | 2055-01-01      | 5.5000%  |  | $669273.38         | $669914.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8047  | 2053-07-01      | 4.0000%  |  | $1778693.72        | $1650487.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6609  | 2054-11-01      | 5.0000%  |  | $210.15            | $205.35            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WAWA4461  | 2030-01-01      | 4.7200%  |  | $222.08            | $224.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4162  | 2055-05-01      | 6.0000%  |  | $70565.35          | $72508.86          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7343  | 2052-09-01      | 1.9760%  |  | $2428610.48        | $2281765.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3223  | 2055-02-01      | 6.5000%  |  | $225.62            | $237.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0110  | 2048-11-01      | 3.5000%  |  | $23034.47          | $21242.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3881  | 2055-02-01      | 6.0000%  |  | $352011.34         | $359218.07         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4046  | 2030-06-01      | 4.3900%  |  | $222.22            | $222.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX6541  | 2055-01-01      | 6.0000%  |  | $198799.46         | $202869.28         | Agency Mortgage-Backed Securities         |

### Security 182: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $585000000.00
- **C.18.a - Value (excl. sponsor support):** $585000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 7/8 NOTE S 25  | 2025-11-30      | 2.8750%  |  | $1811765.30        | $1811304.51        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $66826561.51       | $66504903.02       | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32      | 2032-06-30      | 4.0000%  |  | $147.63            | $146.79            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  |  | $91033676.97       | $90656160.31       | U.S. Treasuries (including strips) |
| USTR 5 NOTE BH 25     | 2025-09-30      | 5.0000%  |  | $73.82             | $75.10             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  |  | $5121868.77        | $4983061.00        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $3904921.14        | $3964979.46        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $3285485.49        | $3343411.37        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $1716984.23        | $1725714.27        | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $10334.38          | $10401.73          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $4488001.89        | $4480767.23        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $3888201.58        | $3849186.48        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $44785973.96       | $43921669.02       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $1983795.90        | $1839430.11        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $4017976.74        | $3799577.00        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $3946147.95        | $3645588.24        | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26    | 2026-01-29      | 0.0000%  |  | $112813097.79      | $110456319.36      | U.S. Treasuries (including strips) |
| USTR BILL 09/25/25    | 2025-09-25      | 0.0000%  |  | $184.54            | $183.32            | U.S. Treasuries (including strips) |
| USTR BILL 09/11/25    | 2025-09-11      | 0.0000%  |  | $117716025.24      | $117128622.27      | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25    | 2025-10-30      | 0.0000%  |  | $295821.77         | $292650.56         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $5478700.32        | $5476119.67        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $110725699.68      | $111348531.75      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $864176.03         | $865290.81         | U.S. Treasuries (including strips) |
| USTR BILL 09/16/25    | 2025-09-16      | 0.0000%  |  | $147.63            | $146.81            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $5683037.31        | $5643070.49        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $6363578.29        | $6479972.48        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $4472168.14        | $4544967.48        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $40.05             | $40.72             | U.S. Treasuries (including strips) |

### Security 183: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 1.05 FCOR 22-28 EI   | 2028-06-22      | 1.0500%  |  | $5777.78           | $5303.87           | Agency Debentures and Agency Strips |
| FHLB 1.87 FHOR 21-36 CG   | 2036-11-10      | 1.8700%  |  | $26666.67          | $19633.19          | Agency Debentures and Agency Strips |
| FCSB 3.50 FCSB 39 M       | 2039-02-28      | 3.5000%  |  | $415333.33         | $362384.56         | Agency Debentures and Agency Strips |
| FCSB 5.31 FCOR 25-35 BS   | 2035-09-25      | 5.3100%  |  | $2683777.78        | $2711654.18        | Agency Debentures and Agency Strips |
| FHLB 1.80 FHOR 23-27 V3   | 2027-02-24      | 1.8000%  |  | $222222.22         | $216358.67         | Agency Debentures and Agency Strips |
| FCSB 5.48 FCOR 22-42 R    | 2042-06-27      | 5.4800%  |  | $4333333.33        | $4233582.41        | Agency Debentures and Agency Strips |
| FCSB 5.60 FCOR 27-40 AM   | 2040-06-25      | 5.6000%  |  | $63333.33          | $63462.41          | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  |  | $287111.11         | $290142.27         | Agency Debentures and Agency Strips |
| FCSB 2.05 FCOR 23-28 DR   | 2028-02-03      | 2.0500%  |  | $14444.44          | $13892.18          | Agency Debentures and Agency Strips |
| FHLB 5.87 FHOR 26-40 CS   | 2040-07-16      | 5.8700%  |  | $2083333.33        | $2059607.99        | Agency Debentures and Agency Strips |
| FHLB 5.375 FHOR 26-35 IA  | 2035-07-16      | 5.3750%  |  | $131111.11         | $131062.54         | Agency Debentures and Agency Strips |
| FHLB 4.375 FHLB 28 G5     | 2028-06-09      | 4.3750%  |  | $61111.11          | $62259.97          | Agency Debentures and Agency Strips |
| FHLB 1.15 FHOR 21-28 VA   | 2028-02-25      | 1.1500%  |  | $51111.11          | $47836.90          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-28 ST   | 2028-07-28      | 1.0000%  |  | $620000.00         | $568316.39         | Agency Debentures and Agency Strips |
| FHLB 5.64 FHOR 27-40 CF   | 2040-06-11      | 5.6400%  |  | $1137777.78        | $1145635.65        | Agency Debentures and Agency Strips |
| FHLB 5.60 FHOR 26-37 DE   | 2037-05-08      | 5.6000%  |  | $191111.11         | $192866.87         | Agency Debentures and Agency Strips |
| FHLB 5.10 FHOR 28-35 FH   | 2035-02-14      | 5.1000%  |  | $242222.22         | $248710.47         | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  |  | $88888.89          | $91241.14          | Agency Debentures and Agency Strips |
| FHLB 5.11 FHOR 23-42 AA   | 2042-08-15      | 5.1100%  |  | $444444.44         | $428729.24         | Agency Debentures and Agency Strips |
| FHLB FHOR 22-31 QS        | 2031-09-30      | 1.5000%  |  | $305555.56         | $275961.58         | Agency Debentures and Agency Strips |
| FHLB FHOR 21-27 D3        | 2027-08-23      | 1.5000%  |  | $55555.56          | $53150.74          | Agency Debentures and Agency Strips |
| FHLB FHOR 22-27 9E        | 2027-05-12      | 1.5000%  |  | $111111.11         | $106570.18         | Agency Debentures and Agency Strips |
| FHLB 1.50 FHOR 22-31 KL   | 2031-02-25      | 1.5000%  |  | $46666.67          | $40569.67          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-28 TI   | 2028-07-28      | 1.0000%  |  | $1255555.56        | $1148498.52        | Agency Debentures and Agency Strips |
| FHLB 1.54 FHOR 25-35 DV   | 2035-12-24      | 1.5400%  |  | $265555.56         | $193781.67         | Agency Debentures and Agency Strips |
| FHLB 1.82 FHOR 21-35 DR   | 2035-12-28      | 1.8200%  |  | $434444.44         | $325964.68         | Agency Debentures and Agency Strips |
| FHLB 0.75 FHLB 27 6A      | 2027-12-10      | 0.7500%  |  | $30000.00          | $27863.78          | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-29 JP   | 2029-09-24      | 1.1000%  |  | $3333.33           | $2947.67           | Agency Debentures and Agency Strips |
| FHLB 2.40 FHOR 21-40 X    | 2040-04-23      | 2.4000%  |  | $21111.11          | $14982.42          | Agency Debentures and Agency Strips |
| FCSB 4.65 FCOR 25-29 JF   | 2029-07-10      | 4.6500%  |  | $662666.67         | $662973.81         | Agency Debentures and Agency Strips |
| FCSB 4.60 FCOR 26-29 IY   | 2029-05-29      | 4.6000%  |  | $167111.11         | $168316.86         | Agency Debentures and Agency Strips |
| FCSB 5.00 FCOR 26-31 FF   | 2031-05-21      | 5.0000%  |  | $1124222.22        | $1134921.70        | Agency Debentures and Agency Strips |
| FCSB 5.04 FCOR 25-32 EF   | 2032-04-14      | 5.0400%  |  | $6146888.89        | $6203083.75        | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 25-33 EB   | 2033-10-03      | 4.8900%  |  | $177777.78         | $178183.88         | Agency Debentures and Agency Strips |
| FCSB 5.95 FCOR 25-44 AE   | 2044-11-29      | 5.9500%  |  | $1118000.00        | $1122300.08        | Agency Debentures and Agency Strips |
| FCSB 5.70 FCOR 26-40 AA   | 2040-02-10      | 5.7000%  |  | $6812666.67        | $6952646.53        | Agency Debentures and Agency Strips |
| FCSB 4.85 FCOR 23-42 N    | 2042-04-28      | 4.8500%  |  | $1888222.22        | $1762874.79        | Agency Debentures and Agency Strips |
| FCSB 2.77 FCSB 37 AB      | 2037-03-16      | 2.7700%  |  | $918222.22         | $759927.60         | Agency Debentures and Agency Strips |
| FCSB 2.25 FCSB 39 Q       | 2039-11-16      | 2.2500%  |  | $407777.78         | $293276.84         | Agency Debentures and Agency Strips |
| FCSB 2.35 FCOR 22-36 AS   | 2036-06-16      | 2.3500%  |  | $444444.44         | $344078.89         | Agency Debentures and Agency Strips |
| FCSB 1.58 FCOR 22-29 FJ   | 2029-06-01      | 1.5800%  |  | $11555.56          | $10581.40          | Agency Debentures and Agency Strips |
| FCSB 1.32 FCOR 21-30 EE   | 2030-09-09      | 1.3200%  |  | $152000.00         | $133175.20         | Agency Debentures and Agency Strips |
| FCSB 2.00 FCOR 21-40 S    | 2040-08-27      | 2.0000%  |  | $1155333.33        | $770178.19         | Agency Debentures and Agency Strips |
| FCSB 3.11 FCSB 48 A       | 2048-08-05      | 3.1100%  |  | $242222.22         | $172711.58         | Agency Debentures and Agency Strips |
| FCSB 3.65 FCSB 38 T       | 2038-08-13      | 3.6500%  |  | $1172444.44        | $1045648.49        | Agency Debentures and Agency Strips |
| FCSB 3.20 FCSB 37 R       | 2037-08-17      | 3.2000%  |  | $1882888.89        | $1619638.01        | Agency Debentures and Agency Strips |
| FCSB 3.33 FCSB 37 O       | 2037-04-28      | 3.3300%  |  | $3333333.33        | $2872775.00        | Agency Debentures and Agency Strips |
| FHLB 4.125 FHLB 26 56     | 2026-07-30      | 4.1250%  |  | $83333.33          | $83283.08          | Agency Debentures and Agency Strips |
| FCSB 5.99 FCOR 25-45 R    | 2045-07-28      | 5.9900%  |  | $733333.33         | $728735.46         | Agency Debentures and Agency Strips |
| FCSB 4.23 FCOR 26-28 LD   | 2028-07-28      | 4.2300%  |  | $116888.89         | $116575.92         | Agency Debentures and Agency Strips |
| FCSB 5.28 FCOR 26-33 EV   | 2033-07-28      | 5.2800%  |  | $943777.78         | $940691.62         | Agency Debentures and Agency Strips |
| FCSB 5.11 FCOR 26-32 EQ   | 2032-07-15      | 5.1100%  |  | $5327555.56        | $5320358.62        | Agency Debentures and Agency Strips |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $14713065.19       | $14239304.49       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  |  | $13542020.63       | $12359350.84       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSL0422 | 2055-02-01      | 6.0000%  |  | $9930177.52        | $10334862.05       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY6124 | 2055-06-01      | 6.0000%  |  | $7104817.61        | $7244164.40        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $7019863.95        | $7016931.98        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFA2008 | 2054-09-01      | 6.0000%  |  | $10194341.07       | $10394282.68       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFA0397 | 2054-12-01      | 5.0000%  |  | $14637842.62       | $14367359.68       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  |  | $13017699.96       | $13095784.45       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  |  | $11145625.31       | $11571228.44       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB0356 | 2051-05-01      | 3.0000%  |  | $7787543.40        | $6699763.76        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLCB8555 | 2054-05-01      | 6.5000%  |  | $12932594.50       | $13547573.86       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  |  | $5906376.68        | $5978105.69        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFA0549 | 2055-01-01      | 5.0000%  |  | $351237.05         | $343224.16         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLCC0218 | 2055-04-01      | 6.0000%  |  | $8840070.50        | $9024297.57        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFA1808 | 2054-12-01      | 5.0000%  |  | $8724277.69        | $8562727.33        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFA1017 | 2055-02-01      | 6.0000%  |  | $10479335.49       | $10765892.92       | Agency Mortgage-Backed Securities   |

### Security 184: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $74695055.56       | $73251648.30       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $61581111.11       | $64145133.04       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $66082944.44       | $65173246.63       | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $67736944.44       | $67660401.70       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $74028277.78       | $72329254.77       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  |  | $63888833.33       | $62850648.48       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $12027888.89       | $11441474.33       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $71461833.33       | $69844629.18       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $23839500.00       | $23365366.98       | U.S. Treasuries (including strips) |

### Security 185: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FWZ000, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLCB7478 | 2053-11-01      | 6.0000%  |  | $41466535.00       | $42635476.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $25778070.33       | $25934629.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0830 | 2055-01-01      | 6.0000%  |  | $40675042.51       | $41795273.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7501 | 2045-10-01      | 3.5000%  |  | $46141375.86       | $42291647.08       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  |  | $20525130.33       | $20030372.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6044 | 2053-04-01      | 4.5000%  |  | $42989564.35       | $41349641.44       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7116 | 2054-11-01      | 6.0000%  |  | $40169239.63       | $40993914.12       | Agency Mortgage-Backed Securities |

### Security 186: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 965TNUII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 785218 C | 2050-12-20      | 2.0000%  |  | $244004.22         | $195312.12         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CQ2806 C | 2039-09-20      | 6.0000%  |  | $1579635.29        | $1648790.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AQ1571 C | 2045-11-20      | 4.0000%  |  | $490373.61         | $461706.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AK2626 C | 2044-12-20      | 4.5000%  |  | $544241.20         | $524177.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AJ2596 C | 2045-03-20      | 2.5000%  |  | $414459.22         | $348809.02         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CY1385   | 2059-04-15      | 5.5000%  |  | $466027.09         | $478915.22         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE3318 X | 2046-07-15      | 2.5000%  |  | $693800.40         | $589430.16         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE3305 X | 2046-10-15      | 2.5000%  |  | $593866.26         | $504526.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AD8811 C | 2043-03-20      | 3.0000%  |  | $1033434.97        | $933853.17         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD7472 X | 2043-04-15      | 3.5000%  |  | $5869.84           | $5428.99           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD6012 X | 2043-04-15      | 3.5000%  |  | $7162.19           | $6624.49           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN0964 C | 2045-07-20      | 3.0000%  |  | $356082.93         | $314606.39         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN0928 C | 2039-02-20      | 6.0000%  |  | $1307022.36        | $1354522.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM9476 C | 2052-06-20      | 2.5000%  |  | $3617796.19        | $3006208.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM4442 C | 2052-06-20      | 2.5000%  |  | $1496543.30        | $1243550.16        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CM1224   | 2064-06-15      | 2.7800%  |  | $615432.23         | $522985.49         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL6201 X | 2052-03-15      | 4.0000%  |  | $24465.03          | $22740.08          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CL3180 C | 2044-12-20      | 2.5000%  |  | $547725.28         | $458084.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5528 M | 2048-10-20      | 4.0000%  |  | $24576722.50       | $23048132.27       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783976 M | 2043-04-20      | 3.5000%  |  | $1507186.94        | $1379942.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3287 C | 2053-11-20      | 7.0000%  |  | $78099.77          | $80833.13          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO3938 C | 2052-08-20      | 4.5000%  |  | $6585272.83        | $6247362.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784825 C | 2049-10-20      | 3.5000%  |  | $94674.58          | $85423.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784670 C | 2048-01-20      | 3.5000%  |  | $2784359.80        | $2532844.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785393 C | 2050-05-20      | 4.5000%  |  | $1016073.93        | $969470.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784504 C | 2048-02-20      | 3.5000%  |  | $1779297.52        | $1623193.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783703 M | 2042-06-20      | 4.0000%  |  | $21008.75          | $19988.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783604 M | 2042-06-20      | 3.5000%  |  | $83982.74          | $77996.17          | Agency Mortgage-Backed Securities |
| GNMA GNAR AT 081224 M | 2035-01-20      | 5.6250%  |  | $15812.53          | $16085.25          | Agency Mortgage-Backed Securities |
| GNMA GNAR AT 081039 M | 2034-08-20      | 4.6250%  |  | $215774.04         | $219026.22         | Agency Mortgage-Backed Securities |
| GNMA GNAR AT 080945 M | 2034-06-20      | 4.8750%  |  | $13726.26          | $13737.21          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 548529 X | 2031-09-15      | 6.5000%  |  | $452533.21         | $467892.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 530000 C | 2030-08-20      | 7.5000%  |  | $43262.65          | $43639.43          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487861 X | 2039-04-15      | 5.5000%  |  | $5073.46           | $5166.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C | 2035-09-20      | 5.5000%  |  | $728997.25         | $737552.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9104 M | 2053-08-20      | 4.5000%  |  | $2524643.35        | $2413192.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 673398 C | 2046-07-20      | 3.0000%  |  | $481725.97         | $424256.06         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ8013 C | 2063-12-20      | 7.5000%  |  | $386521.68         | $400833.03         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE6179 X | 2047-12-15      | 4.0000%  |  | $6958.38           | $6518.96           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785283 C | 2051-01-20      | 2.5000%  |  | $99003.19          | $83829.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 729578 C | 2040-02-20      | 4.0000%  |  | $235497.44         | $222920.54         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726376 X | 2039-10-15      | 5.0000%  |  | $6989.46           | $7001.23           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723437 X | 2039-11-15      | 5.0000%  |  | $11457.61          | $11575.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005258 M | 2041-12-20      | 3.5000%  |  | $11819725.85       | $10985863.90       | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004853 M | 2040-11-20      | 4.0000%  |  | $151398.71         | $144051.83         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CK9733 C | 2047-12-20      | 3.0000%  |  | $124146.77         | $108450.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK4917 C | 2052-01-20      | 3.5000%  |  | $565985.22         | $513728.75         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CJ7802 C | 2047-05-20      | 3.0000%  |  | $47601.39          | $41583.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ6920 C | 2055-07-20      | 6.0000%  |  | $1294220.00        | $1320188.52        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CJ2152 X | 2052-02-15      | 3.0000%  |  | $1858224.50        | $1639730.75        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI6753 C | 2043-08-20      | 3.0000%  |  | $349118.57         | $308463.71         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4556 C | 2050-07-20      | 3.0000%  |  | $131460.59         | $114830.30         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4365 C | 2049-04-20      | 4.0000%  |  | $352903.43         | $328617.44         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4484 C | 2043-05-20      | 3.0000%  |  | $253700.62         | $224224.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI4372 C | 2039-07-20      | 6.0000%  |  | $1280148.21        | $1340344.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI1248 C | 2051-12-20      | 2.5000%  |  | $5832987.76        | $4886657.43        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CH5613 C | 2049-05-20      | 5.5000%  |  | $721385.68         | $727432.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CH0582 C | 2051-08-20      | 2.5000%  |  | $1867897.79        | $1572918.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG8222 C | 2052-03-20      | 2.0000%  |  | $1859046.33        | $1467288.87        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CF0263 C | 2038-12-20      | 6.0000%  |  | $365374.78         | $376285.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9957 C | 2051-10-20      | 2.5000%  |  | $514976.09         | $432388.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR3703 C | 2052-11-20      | 3.5000%  |  | $573926.62         | $507175.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784981 C | 2050-04-20      | 3.5000%  |  | $36194.58          | $32256.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8077 M | 2035-04-20      | 5.0000%  |  | $32054.81          | $32032.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7771 M | 2051-12-20      | 4.5000%  |  | $15508.49          | $15001.92          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA0244 X | 2047-04-15      | 4.0000%  |  | $90214.33          | $84603.29          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8415 M | 2052-11-20      | 3.0000%  |  | $3408904.21        | $2917633.39        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $405127.52         | $388868.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003461 M | 2033-10-20      | 6.5000%  |  | $131111.08         | $137184.89         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605301 X | 2034-07-15      | 5.5000%  |  | $32371.08          | $33350.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ7823 C | 2047-04-20      | 3.5000%  |  | $84016.15          | $76637.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ3074 C | 2047-02-20      | 4.0000%  |  | $579142.62         | $538001.68         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ1638 X | 2047-02-15      | 4.0000%  |  | $61597.80          | $57766.62          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX8707 X | 2047-01-15      | 3.0000%  |  | $138720.60         | $122648.85         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX6248 X | 2047-05-15      | 5.0000%  |  | $9254.74           | $9147.56           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX2595 X | 2047-08-15      | 3.0000%  |  | $54967.38          | $48417.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AV9455 C | 2046-12-20      | 3.0000%  |  | $440238.70         | $383085.59         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AS4933 X | 2046-05-15      | 4.5000%  |  | $33424.42          | $32433.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8366 C | 2055-05-20      | 6.5000%  |  | $1151758.00        | $1210348.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004696 M | 2040-05-20      | 4.5000%  |  | $7191.54           | $7106.96           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6415 C | 2055-05-20      | 6.5000%  |  | $3733743.34        | $3900808.44        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI6283 C | 2063-12-20      | 7.5000%  |  | $183361.03         | $190145.39         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CE3913 C | 2049-05-20      | 5.5000%  |  | $910717.45         | $909361.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC9791 C | 2051-04-20      | 3.0000%  |  | $60152.75          | $52920.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA9373 C | 2035-09-20      | 5.0000%  |  | $311558.45         | $311038.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C | 2051-01-20      | 2.0000%  |  | $32224.82          | $25814.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ8508 C | 2050-12-20      | 3.0000%  |  | $48965.68          | $43077.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI4299 C | 2042-04-20      | 4.0000%  |  | $943333.01         | $892889.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6997 M | 2050-11-20      | 3.5000%  |  | $4606812.54        | $4188622.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7647 M | 2051-10-20      | 1.5000%  |  | $775978.62         | $601138.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $4137550.99        | $3347955.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3045 C | 2055-07-20      | 5.5000%  |  | $1316486.00        | $1327695.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3006 C | 2055-07-20      | 5.5000%  |  | $1073438.00        | $1086666.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4583 C | 2034-02-20      | 6.5000%  |  | $447104.77         | $461773.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4350 C | 2051-03-20      | 2.5000%  |  | $5279306.99        | $4347896.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY9470 C | 2036-04-20      | 5.0000%  |  | $1136894.79        | $1135002.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6449 C | 2045-11-20      | 3.0000%  |  | $278756.60         | $244822.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6430 C | 2050-10-20      | 3.0000%  |  | $398052.37         | $349568.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6412 C | 2050-10-20      | 3.0000%  |  | $287799.06         | $252736.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6411 C | 2050-10-20      | 3.0000%  |  | $228031.36         | $200532.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4963 C | 2050-09-20      | 3.0000%  |  | $7594.91           | $6669.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C | 2050-05-20      | 3.0000%  |  | $907741.47         | $783686.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C | 2036-01-20      | 6.0000%  |  | $525646.47         | $548853.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV8400 C | 2050-07-20      | 4.0000%  |  | $72380.60          | $67412.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BU0165 C | 2050-06-20      | 2.5000%  |  | $1252885.81        | $1058147.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8692 M | 2038-07-20      | 3.5000%  |  | $255432.57         | $245849.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9168 M | 2053-09-20      | 4.0000%  |  | $7382839.88        | $6882204.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR5903 C | 2053-01-20      | 4.5000%  |  | $796782.40         | $763226.71         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7306 M | 2051-04-20      | 3.5000%  |  | $562164.57         | $498883.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2910 C | 2035-05-20      | 6.0000%  |  | $734338.64         | $754872.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0235 M | 2040-03-20      | 6.0000%  |  | $8232485.85        | $8535770.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0003 M | 2039-11-20      | 6.5000%  |  | $50827.56          | $53482.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6624 C | 2055-07-20      | 5.5000%  |  | $1414032.00        | $1429803.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4400 C | 2055-07-20      | 5.5000%  |  | $1479020.00        | $1492340.55        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL4392 C | 2065-06-20      | 4.5000%  |  | $747323.00         | $705233.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2801 C | 2055-07-20      | 5.5000%  |  | $26455120.00       | $26680367.70       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3512 C | 2055-07-20      | 6.5000%  |  | $5776728.00        | $6035211.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2577 C | 2052-07-20      | 6.5000%  |  | $1229850.00        | $1289376.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0417 C | 2055-07-20      | 5.5000%  |  | $3095564.00        | $3124202.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0416 C | 2055-07-20      | 5.0000%  |  | $1974286.00        | $1938296.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9982 C | 2055-07-20      | 5.5000%  |  | $1806724.00        | $1822994.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9235 C | 2055-07-20      | 5.5000%  |  | $3059810.00        | $3085862.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9220 C | 2055-07-20      | 6.5000%  |  | $16360384.00       | $17012192.61       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8397 C | 2055-07-20      | 7.0000%  |  | $1670482.00        | $1781755.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8345 C | 2055-07-20      | 6.5000%  |  | $1600286.00        | $1699355.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8336 C | 2055-06-20      | 7.5000%  |  | $8268247.99        | $8876427.24        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BP7268 X | 2049-09-15      | 2.5000%  |  | $340206.39         | $288162.75         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO9525 X | 2050-03-15      | 2.5000%  |  | $89282.17          | $75845.24          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO9503 X | 2049-10-15      | 2.5000%  |  | $718753.16         | $610581.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN5830 C | 2050-08-20      | 2.5000%  |  | $1208041.28        | $1019501.47        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN0298 X | 2049-08-15      | 2.5000%  |  | $499379.37         | $424224.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM7534 C | 2050-02-20      | 3.5000%  |  | $51585.79          | $46546.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BL1422 C | 2048-11-20      | 4.0000%  |  | $685773.76         | $637041.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH6397 C | 2036-02-20      | 3.0000%  |  | $311475.81         | $274523.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH0223 C | 2048-06-20      | 4.0000%  |  | $494127.81         | $459737.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0425 M | 2055-06-20      | 6.0000%  |  | $171110011.44      | $174615200.03      | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BG9698 X | 2048-06-15      | 4.0000%  |  | $414299.33         | $397418.01         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BF2343 X | 2048-03-15      | 5.0000%  |  | $36754.42          | $36243.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C | 2040-06-20      | 5.0000%  |  | $1532522.62        | $1521636.60        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CP1989 C | 2038-12-20      | 6.0000%  |  | $687565.84         | $717516.21         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CP0132 C | 2045-07-20      | 3.5000%  |  | $226212.32         | $203748.68         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO9606 C | 2039-01-20      | 6.0000%  |  | $702974.71         | $728842.78         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN9851 C | 2049-10-20      | 4.0000%  |  | $257935.28         | $240112.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CN9838 C | 2041-02-20      | 4.0000%  |  | $963497.02         | $911994.57         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CN3291 X | 2052-05-15      | 5.0000%  |  | $148591.81         | $145837.61         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE0143 X | 2048-01-15      | 4.0000%  |  | $51563.37          | $48379.97          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6428 C | 2050-10-20      | 3.0000%  |  | $432944.61         | $380756.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6460 C | 2055-07-20      | 5.5000%  |  | $1015762.00        | $1031275.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7088 C | 2055-07-20      | 5.5000%  |  | $1273888.00        | $1284734.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5655 C | 2055-06-20      | 6.5000%  |  | $1433470.87        | $1502881.91        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK5125 C | 2055-10-20      | 5.5000%  |  | $1085558.42        | $1077962.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5331 C | 2055-06-20      | 5.5000%  |  | $1574665.98        | $1588073.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2574 C | 2055-07-20      | 5.0000%  |  | $1113404.00        | $1083497.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0800 C | 2055-07-20      | 6.5000%  |  | $1286398.00        | $1359724.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0799 C | 2055-07-20      | 6.5000%  |  | $1773452.00        | $1861501.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9907 C | 2055-07-20      | 5.0000%  |  | $2496460.00        | $2472113.69        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ9553 C | 2065-05-20      | 4.5000%  |  | $701432.00         | $666437.56         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ9327 C | 2065-07-20      | 6.5000%  |  | $481608.00         | $495192.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8845 C | 2055-07-20      | 6.0000%  |  | $1023320.00        | $1067095.58        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ7424 C | 2065-03-20      | 4.5000%  |  | $214982.72         | $202874.25         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ8013 C | 2064-06-20      | 7.5000%  |  | $77201.00          | $81555.37          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ7179 C | 2065-05-20      | 6.5000%  |  | $14415315.01       | $14821908.58       | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC7516 C | 2047-10-20      | 3.5000%  |  | $855480.30         | $778779.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA3282 C | 2047-06-20      | 4.0000%  |  | $30524.98          | $28522.65          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2743 X | 2047-07-15      | 4.5000%  |  | $101210.64         | $97151.59          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AO9361 X | 2045-12-15      | 4.0000%  |  | $28303.08          | $26603.57          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9767 M | 2054-07-20      | 6.0000%  |  | $519489.40         | $526081.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9717 M | 2040-11-20      | 1.5000%  |  | $120252.37         | $94405.21          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9713 M | 2054-06-20      | 6.0000%  |  | $685452.23         | $694150.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9573 M | 2039-11-20      | 4.5000%  |  | $147957.02         | $147097.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9427 M | 2054-01-20      | 7.5000%  |  | $262017.54         | $273723.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9365 M | 2053-12-20      | 7.0000%  |  | $319963073.73      | $334080910.98      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9302 M | 2053-11-20      | 4.0000%  |  | $356070.75         | $331925.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9276 M | 2030-12-20      | 8.0000%  |  | $168966.40         | $176638.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9240 M | 2053-10-20      | 5.0000%  |  | $41627289.19       | $40984008.83       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M | 2053-10-20      | 4.0000%  |  | $1500076.21        | $1390949.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9234 M | 2053-10-20      | 2.0000%  |  | $1353272.16        | $1095130.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M | 2053-09-20      | 6.0000%  |  | $7142220.95        | $7321633.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9101 M | 2053-08-20      | 3.0000%  |  | $461738.94         | $405873.14         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ2150 C | 2065-05-20      | 6.0000%  |  | $2771434.75        | $2805789.45        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH9686 C | 2065-01-20      | 6.0000%  |  | $930348.88         | $941881.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9826 M | 2039-07-20      | 6.5000%  |  | $106239.58         | $112164.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9779 M | 2054-07-20      | 5.5000%  |  | $37186352.62       | $37296510.98       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8846 M | 2038-05-20      | 4.5000%  |  | $163953.82         | $162119.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8793 M | 2046-01-20      | 1.5000%  |  | $56091.69          | $44023.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8799 M | 2053-04-20      | 4.5000%  |  | $12461351.07       | $11927942.94       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ7172 C | 2065-03-20      | 4.5000%  |  | $121800.48         | $114940.56         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ5485 C | 2065-05-20      | 6.5000%  |  | $330001.73         | $339309.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8698 M | 2038-07-20      | 6.5000%  |  | $68393.45          | $72363.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M | 2038-10-20      | 4.5000%  |  | $483999.74         | $479100.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8564 M | 2053-01-20      | 2.5000%  |  | $708734.82         | $598131.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8538 M | 2038-01-20      | 5.0000%  |  | $41993.63          | $41922.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8492 M | 2052-12-20      | 6.0000%  |  | $254572.31         | $261493.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8464 M | 2037-04-20      | 7.0000%  |  | $68116.52          | $70765.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8463 M | 2037-11-20      | 6.5000%  |  | $23729.28          | $25021.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M | 2052-11-20      | 4.0000%  |  | $2702733.53        | $2519497.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8403 M | 2031-01-20      | 7.5000%  |  | $9397.33           | $9485.17           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8397 M | 2037-11-20      | 4.5000%  |  | $142426.31         | $140265.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M | 2052-10-20      | 4.0000%  |  | $34122766.23       | $31835801.55       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8316 M | 2037-12-20      | 3.0000%  |  | $723260.00         | $673977.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8967 C | 2055-03-20      | 5.0000%  |  | $1369023.17        | $1344068.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8929 C | 2055-02-20      | 6.5000%  |  | $885241.40         | $940015.41         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH7912 C | 2064-11-20      | 6.0000%  |  | $177150.52         | $179346.48         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH7812 C | 2065-01-20      | 4.5000%  |  | $84152.49          | $79412.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4699 C | 2055-05-20      | 6.0000%  |  | $1171219.76        | $1211975.86        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH4038 C | 2065-02-20      | 4.5000%  |  | $686659.44         | $647986.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3436 C | 2055-01-20      | 7.0000%  |  | $1110565.83        | $1153673.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3328 C | 2055-02-20      | 6.5000%  |  | $1147358.58        | $1198670.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3484 C | 2055-03-20      | 7.0000%  |  | $12151744.21       | $12623406.05       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH1814 C | 2055-03-20      | 6.5000%  |  | $1333266.83        | $1399463.08        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH2659 C | 2065-01-20      | 2.0000%  |  | $343649.30         | $262633.17         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG9561 C | 2064-11-20      | 4.5000%  |  | $475162.21         | $448399.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7709 C | 2055-01-20      | 6.5000%  |  | $248596.75         | $261243.28         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AS4907 X | 2046-04-15      | 4.0000%  |  | $90914.80          | $85261.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5690 M | 2032-02-20      | 7.0000%  |  | $12270.11          | $12747.25          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF3557 C | 2064-10-20      | 6.0000%  |  | $533913.07         | $540529.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4721 C | 2054-10-20      | 6.5000%  |  | $1758966.33        | $1863168.67        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO0390 C | 2050-11-20      | 2.5000%  |  | $2300140.07        | $1919403.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2896 C | 2051-11-20      | 2.5000%  |  | $897691.59         | $743157.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ9881 C | 2052-10-20      | 4.5000%  |  | $261253.80         | $259464.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD3893 C | 2048-01-20      | 3.5000%  |  | $32730.61          | $29816.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6745 M | 2035-04-20      | 5.0000%  |  | $621946.46         | $626555.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8642 M | 2053-02-20      | 2.5000%  |  | $9346377.28        | $7954265.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9304 M | 2053-11-20      | 5.0000%  |  | $28985941.90       | $28493519.06       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6921 M | 2050-10-20      | 2.0000%  |  | $638012.35         | $497799.99         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CZ0973 C | 2047-01-20      | 3.0000%  |  | $1137369.11        | $995820.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7289 M | 2035-08-20      | 5.0000%  |  | $332181.30         | $332579.15         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 635067 X | 2046-04-15      | 2.5000%  |  | $354304.49         | $301020.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV0625 C | 2053-09-20      | 7.0000%  |  | $1445851.28        | $1502023.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AS7206 C | 2046-04-20      | 3.5000%  |  | $88045.54          | $78957.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8542 M | 2038-10-20      | 7.0000%  |  | $131655.12         | $136774.70         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM2577 C | 2048-10-20      | 3.0000%  |  | $150664.68         | $131613.13         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8862 M | 2053-01-20      | 3.0000%  |  | $755782.96         | $646861.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7941 M | 2052-03-20      | 5.0000%  |  | $15625.28          | $15446.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI8200 C | 2048-09-20      | 4.5000%  |  | $181010.36         | $172848.24         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8336 M | 2052-10-20      | 3.0000%  |  | $1397907.07        | $1196451.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9941 M | 2039-10-20      | 6.5000%  |  | $114326.07         | $122550.19         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE3660 C | 2064-05-20      | 6.5000%  |  | $11382.24          | $11685.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9577 M | 2039-07-20      | 6.5000%  |  | $24873.56          | $26100.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4003 M | 2046-10-20      | 3.0000%  |  | $5799611.30        | $5165365.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8241 M | 2037-09-20      | 3.0000%  |  | $949535.95         | $893912.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9688 M | 2036-07-20      | 2.0000%  |  | $65951.57          | $60043.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5839 C | 2054-02-20      | 8.0000%  |  | $942824.70         | $1012927.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6540 M | 2050-03-20      | 2.5000%  |  | $16636.25          | $14040.20          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6532 M | 2050-03-20      | 3.5000%  |  | $457540.83         | $406632.85         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG7517 C | 2064-12-20      | 6.5000%  |  | $90225.13          | $92770.08          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG6459 C | 2064-10-20      | 6.5000%  |  | $78315.29          | $80524.14          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG1121 C | 2064-10-20      | 6.0000%  |  | $269983.25         | $273328.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0460 C | 2054-12-20      | 6.5000%  |  | $1253254.37        | $1310096.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8315 M | 2033-07-20      | 2.5000%  |  | $24994.65          | $23519.92          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8261 M | 2052-09-20      | 4.5000%  |  | $572517.10         | $540311.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8239 M | 2037-02-20      | 2.0000%  |  | $146759.92         | $133608.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8201 M | 2052-08-20      | 4.5000%  |  | $154179059.33      | $148219576.15      | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8191 M | 2052-08-20      | 3.5000%  |  | $8911659.39        | $7908265.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8153 M | 2052-07-20      | 5.5000%  |  | $207851.95         | $210059.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8132 M | 2034-08-20      | 7.0000%  |  | $15705.91          | $16316.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8986 M | 2038-07-20      | 5.0000%  |  | $256339.54         | $258343.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8985 M | 2038-07-20      | 4.5000%  |  | $45059.14          | $44638.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8940 M | 2051-04-20      | 1.5000%  |  | $121047.18         | $93978.73          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8936 M | 2053-06-20      | 5.5000%  |  | $399623.56         | $398789.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  |  | $1357979502.13     | $1192508341.81     | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7710 M | 2051-11-20      | 5.0000%  |  | $12376.38          | $12254.55          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7579 M | 2051-09-20      | 2.5000%  |  | $86874.67          | $71598.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7396 M | 2034-09-20      | 4.5000%  |  | $31525.28          | $31620.20          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC7982 C | 2064-05-20      | 6.5000%  |  | $5813.94           | $5977.93           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7912 M | 2037-04-20      | 3.5000%  |  | $312811.95         | $300910.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4690 C | 2038-11-20      | 6.5000%  |  | $781037.14         | $816884.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C | 2050-01-20      | 3.5000%  |  | $305359.33         | $275910.07         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE2216 C | 2064-10-20      | 6.5000%  |  | $2239153.87        | $2302308.46        | Agency Mortgage-Backed Securities |
| GNMA GNPL LM CH6568   | 2054-05-15      | 3.1900%  |  | $52764.69          | $47262.93          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM2645 C | 2046-10-20      | 3.5000%  |  | $487897.52         | $439135.42         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CK7590 C | 2046-12-20      | 3.0000%  |  | $93462.77          | $82676.89          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6925 M | 2050-10-20      | 4.0000%  |  | $129331.76         | $118102.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8270 M | 2052-09-20      | 5.5000%  |  | $82155722.01       | $83099965.08       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF3649 C | 2064-09-20      | 6.5000%  |  | $49815.42          | $51220.45          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AR0796 X | 2046-04-15      | 4.0000%  |  | $653898.92         | $614101.54         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD1258 C | 2064-05-20      | 6.5000%  |  | $31274.89          | $32108.17          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO7989 C | 2045-09-20      | 4.5000%  |  | $3051979.47        | $2918363.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ7065 C | 2050-04-20      | 2.7500%  |  | $322876.35         | $276011.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5333 M | 2048-07-20      | 5.5000%  |  | $254535.00         | $260213.76         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BK5544 X | 2049-09-15      | 3.0000%  |  | $6812.92           | $5995.45           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3873 M | 2046-08-20      | 3.0000%  |  | $56428923.67       | $50258195.15       | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL1773 C | 2045-01-20      | 3.5000%  |  | $2528942.90        | $2292908.23        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF6069 C | 2064-08-20      | 4.5000%  |  | $146636.61         | $138378.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4131 C | 2055-06-20      | 5.5000%  |  | $1435670.10        | $1447893.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4687 C | 2055-05-20      | 5.0000%  |  | $1350604.22        | $1325984.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO4003 C | 2052-07-20      | 4.5000%  |  | $711427.14         | $674923.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0296 C | 2055-05-20      | 6.5000%  |  | $4224028.76        | $4413027.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7043 C | 2055-04-20      | 6.0000%  |  | $11671513.45       | $12066197.35       | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BW3889 X | 2050-08-15      | 2.5000%  |  | $265105.40         | $224553.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7257 M | 2051-03-20      | 3.5000%  |  | $756223.02         | $687494.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8097 M | 2052-06-20      | 2.5000%  |  | $73860484.84       | $62333251.29       | Agency Mortgage-Backed Securities |
| GNMA GNII RG CF9622 C | 2049-11-20      | 3.0000%  |  | $104933.72         | $91661.70          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8847 M | 2038-08-20      | 5.0000%  |  | $37735.14          | $38225.95          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4389 C | 2039-08-20      | 6.0000%  |  | $1367262.64        | $1427128.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6408 M | 2050-01-20      | 2.5000%  |  | $491019.10         | $416422.66         | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MA6351 M | 2049-12-20      | 4.5000%  |  | $141292.04         | $141085.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6095 M | 2049-08-20      | 6.0000%  |  | $7689.92           | $8088.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M | 2034-08-20      | 4.5000%  |  | $317963.87         | $315052.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6037 M | 2049-07-20      | 2.5000%  |  | $61039.01          | $52120.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5907 M | 2034-05-20      | 4.5000%  |  | $68058.36          | $68332.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5798 M | 2034-08-20      | 7.0000%  |  | $21857.61          | $22707.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4961 M | 2048-01-20      | 3.0000%  |  | $80183.87          | $71226.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5300 M | 2033-07-20      | 3.5000%  |  | $126643.21         | $124036.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2963 M | 2045-07-20      | 4.5000%  |  | $218467.47         | $212664.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2863 M | 2030-06-20      | 2.5000%  |  | $112642.79         | $109182.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1375 M | 2043-10-20      | 3.5000%  |  | $4040289.59        | $3745981.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1224 M | 2043-08-20      | 3.5000%  |  | $728804.03         | $675868.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1090 M | 2043-06-20      | 3.5000%  |  | $170054.95         | $157337.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0625 M | 2042-12-20      | 3.5000%  |  | $1227529.47        | $1139386.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0623 M | 2042-12-20      | 2.5000%  |  | $780614.81         | $674418.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0534 M | 2042-11-20      | 3.5000%  |  | $5753287.85        | $5340176.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5989 C | 2051-10-20      | 4.5000%  |  | $2768515.01        | $2610942.21        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF5637 C | 2063-11-20      | 7.5000%  |  | $432118.01         | $448116.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5219 C | 2054-10-20      | 5.0000%  |  | $1617172.22        | $1605143.15        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF1338 C | 2064-10-20      | 6.5000%  |  | $133638.44         | $137407.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3063 C | 2055-07-20      | 6.0000%  |  | $1237798.00        | $1286570.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5272 C | 2055-07-20      | 6.0000%  |  | $1892378.00        | $1957648.01        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL1237 C | 2065-05-20      | 3.0000%  |  | $326648.00         | $280239.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2501 C | 2055-07-20      | 6.5000%  |  | $6576110.00        | $6870342.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4829 C | 2055-04-20      | 7.0000%  |  | $27943727.94       | $29805068.96       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1750 C | 2055-02-20      | 5.5000%  |  | $1525469.15        | $1524400.31        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8560 M | 2053-01-20      | 5.5000%  |  | $624557.79         | $623254.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW5751 C | 2053-08-20      | 7.5000%  |  | $496999.18         | $522090.68         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI6068 C | 2065-04-20      | 2.0000%  |  | $310002.04         | $236917.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6154 C | 2055-01-20      | 7.0000%  |  | $1135250.52        | $1197345.69        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7362 M | 2051-05-20      | 4.0000%  |  | $1092196.00        | $997418.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0944 C | 2054-10-20      | 5.5000%  |  | $2589034.47        | $2611080.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7937 C | 2055-07-20      | 6.5000%  |  | $1342030.00        | $1411949.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5751 C | 2055-07-20      | 6.0000%  |  | $13107680.00       | $13495405.17       | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU3366 X | 2046-07-15      | 4.5000%  |  | $23067.39          | $22205.76          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI8163 C | 2048-04-20      | 3.5000%  |  | $682693.79         | $614453.54         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC5166 C | 2064-02-20      | 6.5000%  |  | $19672.07          | $20226.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3732 C | 2053-10-20      | 7.0000%  |  | $697147.29         | $734775.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6623 C | 2055-07-20      | 5.5000%  |  | $1445492.00        | $1463305.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2210 C | 2054-11-20      | 7.5000%  |  | $1966032.35        | $2110757.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9942 C | 2054-12-20      | 5.5000%  |  | $1084919.74        | $1094158.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3024 C | 2055-02-20      | 6.5000%  |  | $3198403.86        | $3298352.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2200 C | 2055-02-20      | 5.0000%  |  | $1539199.20        | $1518116.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9136 C | 2055-04-20      | 6.0000%  |  | $1152590.72        | $1192698.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6463 C | 2055-07-20      | 5.0000%  |  | $1065806.00        | $1052947.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4245 C | 2054-10-20      | 7.0000%  |  | $1040108.57        | $1099576.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF1316 C | 2054-10-20      | 6.5000%  |  | $368478.25         | $391288.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF1312 C | 2054-10-20      | 6.5000%  |  | $367373.01         | $390114.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF1066 C | 2054-10-20      | 6.0000%  |  | $1414951.96        | $1464172.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0757 C | 2054-09-20      | 6.0000%  |  | $3220713.85        | $3316929.46        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF0206 C | 2064-10-20      | 6.5000%  |  | $9901.42           | $10180.69          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE9975 C | 2064-10-20      | 6.5000%  |  | $892868.65         | $918052.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6809 C | 2054-11-20      | 4.5000%  |  | $11941569.41       | $11274728.29       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE4991 C | 2064-10-20      | 6.5000%  |  | $1262030.13        | $1295304.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M | 2052-05-20      | 4.0000%  |  | $188020.42         | $175361.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8042 M | 2052-05-20      | 2.5000%  |  | $169358810.84      | $142927376.34      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8017 M | 2037-05-20      | 2.5000%  |  | $386146.76         | $355741.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7971 M | 2037-07-20      | 7.0000%  |  | $39260.18          | $40786.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6954 M | 2050-09-20      | 1.5000%  |  | $72835.89          | $56817.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M | 2050-07-20      | 3.0000%  |  | $63288506.58       | $55734390.44       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6744 M | 2035-03-20      | 4.5000%  |  | $52750.80          | $52133.77          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6702 M | 2050-06-20      | 4.0000%  |  | $1040302.60        | $949975.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6713 M | 2050-06-20      | 4.5000%  |  | $3339543.68        | $3252715.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6661 M | 2050-05-20      | 5.5000%  |  | $697613.49         | $713308.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6683 M | 2035-07-20      | 2.5000%  |  | $112769.44         | $105155.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6682 M | 2035-06-20      | 2.0000%  |  | $7335796.84        | $6752495.85        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6648 M | 2050-05-20      | 4.0000%  |  | $453935.90         | $414517.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6598 M | 2050-04-20      | 2.5000%  |  | $1219913.12        | $1031404.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9174 M | 2053-09-20      | 7.0000%  |  | $542072.10         | $564351.99         | Agency Mortgage-Backed Securities |
| GNMA GNAR AT MA0111 M | 2042-05-20      | 4.8750%  |  | $18885.04          | $19253.25          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE3009 C | 2064-08-20      | 6.5000%  |  | $26405.20          | $27149.95          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE2716 C | 2063-06-20      | 6.5000%  |  | $18297.86          | $18835.97          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5330 C | 2055-06-20      | 5.5000%  |  | $1593607.59        | $1607176.09        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ8770   | 2065-03-15      | 5.4700%  |  | $22198.78          | $22743.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1445 C | 2055-04-20      | 6.0000%  |  | $2274264.61        | $2353406.74        | Agency Mortgage-Backed Securities |
| GNMA GNII EP 787847 C | 2065-02-20      | 7.0000%  |  | $22578544.41       | $23400094.84       | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BM2477 X | 2049-09-15      | 2.5000%  |  | $17761.08          | $15043.69          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CC1884   | 2063-05-15      | 2.5800%  |  | $1516272.04        | $1242043.63        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7188 M | 2051-02-20      | 4.0000%  |  | $1532132.61        | $1399163.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7708 C | 2055-01-20      | 6.5000%  |  | $1247970.84        | $1303779.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3849 C | 2055-01-20      | 6.5000%  |  | $751621.01         | $791700.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0069 M | 2039-10-20      | 6.5000%  |  | $199178.44         | $213661.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1823 C | 2055-07-20      | 6.5000%  |  | $1042314.00        | $1091507.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2869 C | 2055-01-20      | 6.5000%  |  | $746980.06         | $780385.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2683 C | 2054-10-20      | 6.5000%  |  | $1020360.34        | $1077960.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1006 C | 2054-09-20      | 7.0000%  |  | $1009588.51        | $1068544.78        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD9931 C | 2064-08-20      | 6.5000%  |  | $5560.09           | $5716.92           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD9207 C | 2064-03-20      | 6.5000%  |  | $28740.85          | $29551.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6781 C | 2054-09-20      | 7.5000%  |  | $2602164.50        | $2714349.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD5982 C | 2054-08-20      | 6.5000%  |  | $90537.74          | $95390.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4243 C | 2054-11-20      | 7.0000%  |  | $1461825.76        | $1547191.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3994 C | 2054-09-20      | 5.5000%  |  | $1534023.03        | $1547085.74        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB9108 X | 2042-10-15      | 3.0000%  |  | $514106.25         | $462664.27         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB3754 X | 2027-09-15      | 3.0000%  |  | $80891.70          | $79871.57          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB1086 X | 2042-11-15      | 3.0000%  |  | $268809.52         | $241912.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6160 C | 2043-03-20      | 3.5000%  |  | $1605757.48        | $1473211.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6148 C | 2043-03-20      | 3.0000%  |  | $462312.46         | $409770.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6243 C | 2043-04-20      | 3.5000%  |  | $3722309.15        | $3375046.25        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD0875 C | 2062-09-20      | 4.5000%  |  | $175193.84         | $165329.20         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC9695 C | 2064-07-20      | 6.5000%  |  | $17498.65          | $17992.21          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC7073 C | 2064-06-20      | 6.5000%  |  | $17863.61          | $18367.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3571 C | 2054-06-20      | 6.0000%  |  | $1781600.23        | $1837941.56        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC0018 C | 2064-07-20      | 2.5000%  |  | $196334.66         | $157402.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7057 C | 2054-04-20      | 6.5000%  |  | $372788.50         | $378506.95         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DB4158 C | 2064-06-20      | 6.5000%  |  | $12164.05          | $12507.15          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA6457 C | 2063-12-20      | 7.5000%  |  | $174774.53         | $181245.73         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA2481 C | 2064-01-20      | 7.5000%  |  | $380330.63         | $394413.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6899 C | 2053-11-20      | 7.5000%  |  | $6630167.39        | $6916318.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6905 C | 2053-11-20      | 7.5000%  |  | $2277463.16        | $2382645.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6452 C | 2053-11-20      | 7.5000%  |  | $652121.35         | $682989.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX0561 C | 2053-09-20      | 6.5000%  |  | $2633522.83        | $2751277.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX0542 C | 2053-10-20      | 2.0000%  |  | $3923470.97        | $3096472.61        | Agency Mortgage-Backed Securities |
| GNMA GNII ET CW6228 C | 2063-07-20      | 6.5000%  |  | $296771.71         | $305139.68         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CV9960 C | 2063-04-20      | 6.5000%  |  | $272324.07         | $280002.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV9811 C | 2053-06-20      | 5.0000%  |  | $1487382.52        | $1487091.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV3842 C | 2053-07-20      | 6.0000%  |  | $537820.54         | $553722.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV1576 C | 2053-06-20      | 6.5000%  |  | $2890854.12        | $3035387.19        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 736553 X | 2040-02-15      | 5.0000%  |  | $8470.33           | $8483.39           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004715 M | 2040-06-20      | 5.0000%  |  | $61956.09          | $62734.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004832 M | 2040-10-20      | 3.5000%  |  | $30519.54          | $28369.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005181 M | 2041-09-20      | 3.5000%  |  | $126047.42         | $116894.57         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CU4629   | 2066-02-15      | 6.0500%  |  | $23294496.00       | $24719925.04       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT5313 C | 2051-12-20      | 2.5000%  |  | $1147835.76        | $950247.69         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 736749 X | 2042-08-15      | 3.0000%  |  | $271584.98         | $244412.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 711788 C | 2033-07-20      | 3.5000%  |  | $410417.75         | $397498.89         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 757379 X | 2046-07-15      | 2.5000%  |  | $1420385.50        | $1206755.73        | Agency Mortgage-Backed Securities |
| GNMA GNII EP 787495 C | 2064-04-20      | 2.5000%  |  | $75028443.71       | $60153929.67       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785359 C | 2051-03-20      | 2.0000%  |  | $13646289.10       | $10940170.85       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785229 C | 2050-11-20      | 3.0000%  |  | $241188.44         | $211806.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785220 C | 2050-12-20      | 2.0000%  |  | $19536.82          | $15783.32          | Agency Mortgage-Backed Securities |

### Security 187: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 965TNUII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3125000000.00
- **C.18.a - Value (excl. sponsor support):** $3125000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 10/21/25    | 2025-10-21      | 0.0000%  |  | $13369600.00       | $13241906.95       | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 4.4359%  |  | $28606000.00       | $28619530.64       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $2641667200.00     | $2720158626.92     | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25    | 2025-10-30      | 0.0000%  |  | $430038400.00      | $425479992.96      | U.S. Treasuries (including strips) |

### Security 188: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.500 CLCB7733 | 2053-12-01      | 6.5000%  |  | $24620.35          | $25724.18          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0143 | 2054-07-01      | 6.5000%  |  | $87921.73          | $91608.61          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD8207 | 2052-03-01      | 2.0000%  |  | $399891.16         | $315115.30         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G14265 G | 2026-10-01      | 3.5000%  |  | $152419.50         | $152187.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6205 | 2055-06-01      | 6.0000%  |  | $539574.97         | $551104.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY2552 | 2055-04-01      | 5.5000%  |  | $3235451.93        | $3269117.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX8656 | 2055-03-01      | 6.5000%  |  | $962375.69         | $1007484.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  |  | $292873.32         | $299490.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  |  | $130760.23         | $137228.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $14314.72          | $11799.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CKMA2858 | 2046-12-01      | 2.5000%  |  | $301544.35         | $251232.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  |  | $234255.58         | $221359.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0500 | 2055-03-01      | 6.5000%  |  | $20412030.37       | $21208051.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CICC0488 | 2040-05-01      | 6.5000%  |  | $3367812.60        | $3531022.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5724 | 2052-06-01      | 3.0000%  |  | $3054968.76        | $2632090.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4998 | 2049-04-01      | 4.5000%  |  | $2586068.47        | $2509262.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4273 | 2053-04-01      | 5.0000%  |  | $2396430.11        | $2350671.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3687 | 2052-11-01      | 5.0000%  |  | $126047.96         | $124136.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM9318 | 2036-11-01      | 2.0000%  |  | $10347.18          | $9515.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1104 | 2049-05-01      | 3.5000%  |  | $10990.39          | $10055.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFA0539 | 2038-02-01      | 2.0000%  |  | $2404919.86        | $2189743.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7148 | 2053-09-01      | 7.0000%  |  | $3779777.69        | $4030317.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS6474 | 2051-03-01      | 2.0000%  |  | $118663.91         | $93170.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8259 | 2054-06-01      | 6.0000%  |  | $507717.43         | $518096.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3148 | 2047-11-01      | 4.5000%  |  | $73842.44          | $71788.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS3056 | 2052-10-01      | 2.0000%  |  | $2633504.47        | $2075837.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ3283 | 2054-08-01      | 5.0000%  |  | $471205.09         | $464635.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY8461 | 2053-07-01      | 6.5000%  |  | $19959.58          | $20809.89          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8249 | 2052-11-01      | 5.5000%  |  | $838522.32         | $840386.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDA0530 | 2053-10-01      | 4.5000%  |  | $467166.94         | $450203.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8573 | 2053-06-01      | 5.0000%  |  | $2076797.47        | $2036286.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8530 | 2055-05-01      | 5.5000%  |  | $562069.41         | $563800.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6988 | 2055-04-01      | 6.5000%  |  | $495475.50         | $514782.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5566 | 2055-03-01      | 6.5000%  |  | $2552521.46        | $2654624.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY6734 | 2055-05-01      | 5.5000%  |  | $657584.41         | $661071.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY5424 | 2055-05-01      | 6.5000%  |  | $583054.40         | $604431.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC0674 | 2055-07-01      | 4.5000%  |  | $4786414.24        | $4619287.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIQO3421 | 2040-04-01      | 6.0000%  |  | $538707.77         | $558505.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0854 | 2051-07-01      | 3.5000%  |  | $7485462.29        | $6789266.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0276 | 2055-04-01      | 6.5000%  |  | $16785101.63       | $17691558.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4302 | 2052-08-01      | 4.5000%  |  | $5100531.36        | $4873894.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1704 | 2048-05-01      | 4.5000%  |  | $748899.14         | $729921.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY5407 | 2053-07-01      | 5.5000%  |  | $4968615.88        | $4976527.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY3414 | 2053-06-01      | 5.0000%  |  | $18009009.32       | $17649489.47       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6955 | 2053-02-01      | 6.0000%  |  | $1442648.41        | $1477504.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV1763 | 2055-06-01      | 6.5000%  |  | $2882993.67        | $2998052.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU7271 | 2053-02-01      | 6.5000%  |  | $285144.47         | $297370.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU4208 | 2053-10-01      | 5.5000%  |  | $1284956.46        | $1303294.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU1421 | 2052-01-01      | 3.0000%  |  | $460463.00         | $400579.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  |  | $337338.85         | $265487.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U4BF0357 | 2051-07-01      | 4.0000%  |  | $3709698.38        | $3474059.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7096 | 2055-06-01      | 6.0000%  |  | $551256.21         | $562397.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6125 | 2055-03-01      | 6.0000%  |  | $1462610.57        | $1494045.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2597 | 2055-02-01      | 6.5000%  |  | $1131155.61        | $1176874.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC2090 | 2054-11-01      | 5.0000%  |  | $539558.42         | $533112.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC0900 | 2054-08-01      | 5.5000%  |  | $62412.82          | $62425.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8383 | 2054-08-01      | 6.5000%  |  | $106866.28         | $111026.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4447 | 2054-08-01      | 6.5000%  |  | $3748016.70        | $3886369.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4433 | 2054-07-01      | 6.5000%  |  | $16335.98          | $16972.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS3651 | 2044-10-01      | 4.5000%  |  | $750288.22         | $732699.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ8483 | 2043-01-01      | 3.0000%  |  | $21712.76          | $19541.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL254725 | 2033-05-01      | 5.0000%  |  | $474314.25         | $479278.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI7860 | 2054-06-01      | 6.0000%  |  | $574047.75         | $587950.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  |  | $330386.40         | $293287.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTRB5356 | 2045-07-01      | 6.0000%  |  | $571149.64         | $583389.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTQK1753 | 2045-04-01      | 5.0000%  |  | $2398272.00        | $2385147.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1077 | 2054-08-01      | 7.0000%  |  | $754807.84         | $802737.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH3942 | 2053-10-01      | 6.5000%  |  | $294298.30         | $305782.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH1266 | 2053-08-01      | 5.5000%  |  | $799186.49         | $799347.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF4765 | 2052-12-01      | 5.0000%  |  | $854160.05         | $836935.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF0459 | 2052-09-01      | 6.0000%  |  | $148437.50         | $152685.79         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G61047 G | 2047-07-01      | 4.5000%  |  | $456119.52         | $444027.80         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q27337 G | 2044-07-01      | 5.0000%  |  | $79567.08          | $79117.42          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC V80972 G | 2044-02-01      | 4.5000%  |  | $37901.96          | $37124.02          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD3789 | 2053-06-01      | 4.5000%  |  | $972238.76         | $930811.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  |  | $2139248.59        | $2182927.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0507 | 2045-09-01      | 4.0000%  |  | $468889.63         | $450116.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0042 | 2055-08-01      | 6.5000%  |  | $234668544.00      | $243271884.02      | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1448 | 2054-05-01      | 5.5000%  |  | $1249119.51        | $1250142.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1748 | 2054-06-01      | 6.5000%  |  | $5952404.49        | $6170629.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0665 | 2055-03-01      | 6.0000%  |  | $982598.21         | $1007926.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZM1363 | 2046-07-01      | 3.0000%  |  | $25604.58          | $22654.16          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL2550 | 2042-01-01      | 4.0000%  |  | $2776311.30        | $2667378.10        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91981 G | 2038-02-01      | 3.0000%  |  | $16609.70          | $15582.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS6110 | 2035-11-01      | 3.0000%  |  | $3723128.23        | $3521122.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTFS1572 | 2041-11-01      | 2.5000%  |  | $392905.30         | $346751.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD8228 | 2052-03-01      | 2.5000%  |  | $2035224.80        | $1681377.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3391 | 2049-02-01      | 4.5000%  |  | $32991.14          | $31979.83          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1881 | 2054-04-01      | 6.5000%  |  | $2922726.68        | $3039386.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3269 | 2052-04-01      | 3.5000%  |  | $415967.03         | $376064.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  |  | $97740.12          | $97466.71          | Agency Mortgage-Backed Securities |

### Security 189: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $825000000.00
- **C.18.a - Value (excl. sponsor support):** $825000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $11605352.83       | $11610183.74       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $11862628.30       | $12055731.84       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $275850987.89      | $270527460.21      | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $51183090.76       | $50561730.27       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $15295064.15       | $14882684.12       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $7466592.45        | $6099749.23        | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  |  | $9235686.50        | $9355268.96        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  |  | $103233.96         | $104218.30         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $142413198.26      | $141022595.59      | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  |  | $15035049.06       | $14845532.26       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $3027345.28        | $2810771.02        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $77253689.52       | $76710391.22       | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $186701049.06      | $142739705.73      | U.S. Treasuries (including strips) |
| USTR 2 TRIB 26        | 2026-01-15      | 2.0000%  |  | $37746451.41       | $37835365.63       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $28134616.98       | $28187510.06       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  |  | $62.26             | $63.32             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $178324.53         | $181267.42         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  |  | $21997862.26       | $22071690.67       | U.S. Treasuries (including strips) |

### Security 190: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $925000000.00
- **C.18.a - Value (excl. sponsor support):** $925000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 05/14/26    | 2026-05-14      | 0.0000%  |  | $11714112.14       | $11337620.58       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $10712232.19       | $10530044.19       | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $21718170.18       | $16353367.46       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $14094168.87       | $13689490.04       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $9274406.33        | $9289581.58        | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  |  | $552240281.71      | $548206286.50      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $8106075.20        | $8001371.72        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $32244377.31       | $32453320.87       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $16189652.68       | $14696778.06       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $135839007.92      | $131251271.87      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $390501.32         | $361560.35         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  |  | $2401583.11        | $2318908.61        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $723794.20         | $674418.64         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $114448627.25      | $106268337.00      | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $18368205.80       | $18048098.00       | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $23176365.25       | $16683052.98       | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  |  | $3804947.23        | $3450766.47        | U.S. Treasuries (including strips) |

### Security 191: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.360%, 10/14/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.500 CLDE5153 | 2055-07-01      | 6.5000%  |  | $728933.60         | $762604.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  |  | $313725.53         | $306617.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB0514 | 2036-04-01      | 1.5000%  |  | $163755.83         | $145934.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 I4BF0136 | 2056-08-01      | 5.0000%  |  | $1628886.71        | $1607933.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6200 | 2055-07-01      | 6.5000%  |  | $1316952.00        | $1373783.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE1820 | 2055-06-01      | 5.0000%  |  | $1278365.25        | $1256174.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0691 | 2055-06-01      | 6.0000%  |  | $558888.40         | $575306.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0374 | 2054-08-01      | 6.0000%  |  | $11617118.45       | $11838656.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB0073 | 2054-04-01      | 6.5000%  |  | $1242898.00        | $1306489.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA6021 | 2054-04-01      | 6.5000%  |  | $475027.40         | $493546.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA2364 | 2053-10-01      | 5.5000%  |  | $366841.20         | $368616.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL745001 | 2035-09-01      | 6.5000%  |  | $2497.66           | $2600.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $232136.01         | $204059.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8348 | 2036-11-01      | 3.0000%  |  | $16106.88          | $15114.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL5540 | 2044-07-01      | 4.5000%  |  | $10893.24          | $10646.83          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PRE6077 | 2050-12-01      | 2.5000%  |  | $745607.01         | $602482.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8382 | 2053-01-01      | 5.0000%  |  | $71336.73          | $70151.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  |  | $178967.14         | $170845.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1584 | 2049-10-01      | 3.0000%  |  | $1826756.30        | $1604816.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1767 | 2054-08-01      | 7.0000%  |  | $518038.49         | $551356.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ0406 | 2054-07-01      | 7.5000%  |  | $1113011.03        | $1198075.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ0775 | 2054-08-01      | 6.0000%  |  | $303943.66         | $315593.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH4836 | 2053-11-01      | 6.5000%  |  | $69215.78          | $72159.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE4224 | 2052-06-01      | 3.0000%  |  | $89233.72          | $76656.05          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC U99091 G | 2044-03-01      | 4.5000%  |  | $24861.29          | $24217.88          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8395 | 2054-01-01      | 5.5000%  |  | $1033530.98        | $1033977.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM5146 | 2047-12-01      | 4.0000%  |  | $184314.27         | $173770.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  |  | $36963113.34       | $38318242.69       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0024 | 2055-07-01      | 4.0000%  |  | $209999.83         | $194636.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0610 | 2055-02-01      | 5.5000%  |  | $15452227.09       | $15469276.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLAE0758 | 2039-02-01      | 7.0000%  |  | $3130.95           | $3323.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CTMA5808 | 2045-07-01      | 6.5000%  |  | $86840.00          | $90179.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5702 | 2055-05-01      | 6.5000%  |  | $175026415.28      | $181443175.43      | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $615690.32         | $529419.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $2980923.77        | $2766217.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  |  | $7376568.30        | $5825030.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA1436 | 2043-05-01      | 3.5000%  |  | $6137.44           | $5677.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8138 | 2054-06-01      | 6.5000%  |  | $100527.46         | $105370.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6779 | 2053-12-01      | 6.5000%  |  | $95394.06          | $99318.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM7075 | 2049-07-01      | 4.0000%  |  | $145418.88         | $137086.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA2169 | 2052-03-01      | 2.0000%  |  | $23902803.73       | $19019811.51       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1163 | 2055-04-01      | 6.5000%  |  | $13301886.92       | $13794943.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7917 | 2054-02-01      | 6.5000%  |  | $4664637.13        | $4844462.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB5884 | 2053-03-01      | 4.0000%  |  | $1864336.01        | $1730070.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6223 | 2053-05-01      | 6.0000%  |  | $28106637.59       | $28929150.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3508 | 2052-05-01      | 4.0000%  |  | $947813.92         | $888597.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB1730 | 2036-09-01      | 2.5000%  |  | $77596.01          | $72411.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0361 | 2051-05-01      | 2.0000%  |  | $33445480.15       | $26700151.13       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6421 | 2050-07-01      | 3.0000%  |  | $31632.81          | $27303.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CICA2557 | 2033-11-01      | 4.0000%  |  | $58856.31          | $58536.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1194 | 2048-02-01      | 4.0000%  |  | $45526.77          | $43008.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4094 | 2053-06-01      | 6.0000%  |  | $132620.29         | $137664.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY3395 | 2053-06-01      | 6.0000%  |  | $8046433.57        | $8205994.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV1702 | 2055-06-01      | 5.5000%  |  | $679170.42         | $683323.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  |  | $7489.41           | $7259.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  |  | $136440630.89      | $141559019.28      | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH2488 | 2053-10-01      | 5.5000%  |  | $721509.03         | $733087.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1829 | 2051-10-01      | 2.5000%  |  | $65449235.63       | $54480227.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU6503 | 2051-11-01      | 2.0000%  |  | $39999.75          | $31538.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA3281 | 2053-10-01      | 6.5000%  |  | $992124.09         | $1032728.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM9966 | 2043-08-01      | 3.5000%  |  | $1404450.09        | $1313437.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5048 | 2040-05-01      | 2.5000%  |  | $95959.77          | $86567.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4780 | 2053-12-01      | 6.5000%  |  | $3362338.81        | $3504847.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6750 | 2053-07-01      | 5.5000%  |  | $310202.57         | $311298.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0273 | 2046-03-01      | 3.5000%  |  | $2175557.61        | $2035940.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY3201 | 2055-05-01      | 6.5000%  |  | $677385.98         | $708717.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CTFA2301 | 2045-05-01      | 6.5000%  |  | $25485824.00       | $26481036.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2970 | 2055-07-01      | 5.5000%  |  | $557772.00         | $559444.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU5416 | 2055-01-01      | 4.5000%  |  | $1596740.59        | $1528499.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0542 | 2055-06-01      | 6.5000%  |  | $25936505.64       | $27010372.08       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0009 | 2040-07-01      | 5.0000%  |  | $18215823.54       | $18348920.50       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  |  | $155733509.80      | $161442959.88      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7010 | 2050-09-01      | 2.0000%  |  | $395790.95         | $319542.48         | Agency Mortgage-Backed Securities |

### Security 192: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.340%, 10/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $1220000000.00
- **C.18.a - Value (excl. sponsor support):** $1220000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.500 CLAR2626 | 2043-02-01      | 2.5000%  |  | $575693.21         | $503393.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI5199 | 2054-05-01      | 6.5000%  |  | $3084787.02        | $3205792.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC2344 | 2051-04-01      | 2.5000%  |  | $229194.05         | $189621.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ5586 | 2054-09-01      | 5.0000%  |  | $3627250.32        | $3568647.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA5995 | 2054-02-01      | 6.5000%  |  | $4664751.31        | $4847920.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4092 | 2053-11-01      | 6.5000%  |  | $39280933.63       | $41187342.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7199 | 2053-08-01      | 6.5000%  |  | $4655639.66        | $4831514.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5167 | 2054-11-01      | 5.0000%  |  | $1875646.73        | $1836053.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9053 | 2053-05-01      | 6.0000%  |  | $1125326.72        | $1148820.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4693 | 2054-01-01      | 6.5000%  |  | $36841.97          | $38331.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS4198 | 2029-12-01      | 3.5000%  |  | $49679.08          | $49074.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $233.30            | $226.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA5982 | 2054-01-01      | 6.5000%  |  | $741640.15         | $770372.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  |  | $92832.66          | $93274.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI7015 | 2054-06-01      | 6.5000%  |  | $902418.90         | $937669.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS6774 | 2053-12-01      | 7.0000%  |  | $10253706.01       | $11011950.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4511 | 2051-08-01      | 4.0000%  |  | $113892.88         | $107026.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4009 | 2053-03-01      | 5.5000%  |  | $26492342.42       | $26540646.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2172 | 2052-06-01      | 4.5000%  |  | $242010.72         | $230938.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1656 | 2052-04-01      | 4.0000%  |  | $2267818.08        | $2104719.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1463 | 2051-05-01      | 4.0000%  |  | $519609.44         | $489520.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  |  | $38314.22          | $35183.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM8076 | 2051-07-01      | 3.0000%  |  | $3738866.67        | $3215855.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM4530 | 2050-10-01      | 2.5000%  |  | $855414.52         | $710313.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2715 | 2050-03-01      | 3.0000%  |  | $92971.65          | $80827.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9171 | 2054-09-01      | 6.5000%  |  | $306388.87         | $323619.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8472 | 2054-05-01      | 6.0000%  |  | $133838.51         | $136493.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8423 | 2054-04-01      | 6.5000%  |  | $8648352.32        | $8983438.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7427 | 2053-11-01      | 6.5000%  |  | $6269423.97        | $6537972.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7063 | 2053-09-01      | 7.0000%  |  | $1292599.80        | $1390627.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB1343 | 2041-08-01      | 2.5000%  |  | $267052.42         | $235362.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7734 | 2050-11-01      | 2.5000%  |  | $450274.69         | $372378.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6603 | 2050-08-01      | 2.5000%  |  | $967066.58         | $797010.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $2311.66           | $2006.82           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI4985 | 2054-05-01      | 6.0000%  |  | $2044159.82        | $2099043.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI4859 | 2054-04-01      | 5.0000%  |  | $1813711.58        | $1782502.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI5312 | 2054-05-01      | 6.0000%  |  | $471684.04         | $484904.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PRE6073 | 2050-11-01      | 2.5000%  |  | $841650.57         | $680095.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  |  | $450750.94         | $384933.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CTRB5361 | 2045-08-01      | 6.5000%  |  | $85400.00          | $90394.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7394 | 2052-05-01      | 4.0000%  |  | $803436.45         | $745653.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  |  | $392127.96         | $353929.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5925 | 2051-09-01      | 2.5000%  |  | $31470745.38       | $26207368.11       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5715 | 2051-10-01      | 2.0000%  |  | $24649.12          | $19368.21          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA3808 | 2050-10-01      | 2.0000%  |  | $35147548.59       | $27597281.08       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQN6714 | 2036-06-01      | 2.5000%  |  | $146343.86         | $136530.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTQK1204 | 2041-11-01      | 2.0000%  |  | $106430.20         | $90989.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTQK1752 | 2045-04-01      | 5.5000%  |  | $853651.08         | $863597.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ6546 | 2054-10-01      | 6.5000%  |  | $2051603.56        | $2126818.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ5450 | 2054-09-01      | 6.5000%  |  | $736848.67         | $765736.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1286 | 2054-08-01      | 5.5000%  |  | $11942430.44       | $11937442.48       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG7338 | 2053-07-01      | 6.0000%  |  | $104666.19         | $107455.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7144 | 2053-02-01      | 5.5000%  |  | $2835629.66        | $2838610.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF2846 | 2052-11-01      | 4.5000%  |  | $710737.67         | $678370.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC5295 | 2051-08-01      | 3.0000%  |  | $288740.91         | $250190.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB8296 | 2051-02-01      | 2.0000%  |  | $162110.05         | $127388.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7061 | 2050-12-01      | 2.0000%  |  | $377089.05         | $297951.88         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G61645 G | 2048-10-01      | 4.0000%  |  | $1078895.41        | $1017272.50        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q45872 G | 2047-01-01      | 3.0000%  |  | $122263.49         | $107886.16         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q41729 G | 2046-07-01      | 3.0000%  |  | $53180.20          | $47117.13          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37291 G | 2045-11-01      | 3.5000%  |  | $4740.63           | $4393.77           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q04022 G | 2041-10-01      | 4.0000%  |  | $55084.58          | $53013.58          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q02849 G | 2041-08-01      | 4.5000%  |  | $554.62            | $545.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  |  | $584693.54         | $596159.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  |  | $25422703.68       | $25913794.04       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $144346.25         | $147442.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7289 | 2055-01-01      | 5.0000%  |  | $40703532.06       | $40178809.28       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2724 | 2053-04-01      | 5.0000%  |  | $4040216.86        | $3963903.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2387 | 2052-06-01      | 3.5000%  |  | $1796000.04        | $1628816.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0451 | 2047-09-01      | 3.5000%  |  | $1156783.72        | $1059106.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4148 | 2053-07-01      | 6.0000%  |  | $191003.59         | $196292.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY1181 | 2053-04-01      | 6.5000%  |  | $1035125.40        | $1102868.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY1724 | 2053-05-01      | 6.5000%  |  | $55361.39          | $57730.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0205 | 2053-05-01      | 5.5000%  |  | $193031.62         | $192986.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX8205 | 2053-04-01      | 4.5000%  |  | $474976.04         | $454154.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3965 | 2053-01-01      | 6.5000%  |  | $820078.98         | $856098.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0141 | 2054-07-01      | 6.5000%  |  | $75591.42          | $78637.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  |  | $35777.37          | $34470.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV1667 | 2055-06-01      | 5.0000%  |  | $1721311.26        | $1696961.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1514 | 2055-04-01      | 6.0000%  |  | $3124497.29        | $3191642.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV1795 | 2055-06-01      | 6.5000%  |  | $5840780.15        | $6068556.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU5770 | 2055-02-01      | 6.0000%  |  | $1081659.47        | $1112194.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4189 | 2053-10-01      | 6.5000%  |  | $6164372.00        | $6469734.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBT9452 | 2036-11-01      | 1.5000%  |  | $78249.21          | $69466.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBN6570 | 2034-04-01      | 3.5000%  |  | $65477.30          | $64178.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBK8267 | 2050-12-01      | 2.5000%  |  | $1748420.38        | $1466381.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD8951 | 2046-11-01      | 3.0000%  |  | $142416.92         | $125704.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC9468 | 2046-06-01      | 3.0000%  |  | $638510.01         | $565073.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $38855866.31       | $39726082.30       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1608 | 2052-09-01      | 4.5000%  |  | $192460.00         | $183694.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0686 | 2051-08-01      | 3.5000%  |  | $121899.69         | $110940.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  |  | $152405.07         | $146731.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0035 | 2047-04-01      | 3.0000%  |  | $427762.49         | $378681.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB8254 | 2038-08-01      | 6.0000%  |  | $2914828.59        | $3010464.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8153 | 2037-05-01      | 2.0000%  |  | $18283786.07       | $16647874.79       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4557 | 2044-03-01      | 4.0000%  |  | $43104.99          | $41058.12          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  |  | $439.86            | $413.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRQ0043 | 2055-08-01      | 7.0000%  |  | $181018.11         | $191287.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM5716 | 2048-02-01      | 4.0000%  |  | $117331.44         | $110323.62         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A97046 G | 2041-02-01      | 4.5000%  |  | $960.68            | $952.82            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A93503 G | 2040-08-01      | 4.5000%  |  | $145.16            | $143.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3595 | 2054-12-01      | 6.5000%  |  | $2216713.12        | $2297981.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ2525 | 2054-07-01      | 6.5000%  |  | $17433600.42       | $18072745.27       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ0205 | 2053-11-01      | 7.0000%  |  | $7518946.86        | $8009101.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1880 | 2053-11-01      | 6.5000%  |  | $34394942.72       | $35700700.87       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY8447 | 2055-07-01      | 6.0000%  |  | $735805.18         | $762595.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7829 | 2055-07-01      | 6.5000%  |  | $6126605.76        | $6365535.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7051 | 2055-06-01      | 6.5000%  |  | $2742844.14        | $2843779.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5422 | 2055-06-01      | 6.0000%  |  | $8960319.69        | $9131192.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY5427 | 2055-06-01      | 6.5000%  |  | $2313893.53        | $2403743.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY5002 | 2055-06-01      | 6.5000%  |  | $24937483.20       | $25851732.91       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4960 | 2055-05-01      | 5.0000%  |  | $1595554.87        | $1567798.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY2643 | 2055-05-01      | 5.5000%  |  | $3261355.70        | $3264833.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9932 | 2055-04-01      | 6.5000%  |  | $4416781.75        | $4592775.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5745 | 2055-07-01      | 6.5000%  |  | $1528940.60        | $1588987.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5120 | 2055-07-01      | 6.5000%  |  | $841190.00         | $873968.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3414 | 2055-07-01      | 6.5000%  |  | $10937279.84       | $11364814.47       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2193 | 2055-07-01      | 6.5000%  |  | $13001901.12       | $13508164.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE1558 | 2055-07-01      | 7.0000%  |  | $773266.50         | $818451.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0581 | 2055-06-01      | 5.5000%  |  | $1094575.39        | $1098348.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD9461 | 2055-05-01      | 5.0000%  |  | $614508.64         | $605363.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8805 | 2055-07-01      | 6.5000%  |  | $795016.66         | $828232.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6425 | 2055-04-01      | 6.5000%  |  | $24601043.72       | $25555162.40       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6258 | 2055-03-01      | 6.5000%  |  | $713387.48         | $744171.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5334 | 2055-04-01      | 6.5000%  |  | $5349063.45        | $5558563.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4040 | 2055-02-01      | 6.5000%  |  | $765455.52         | $795517.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4403 | 2055-03-01      | 6.5000%  |  | $20554029.66       | $21328231.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2897 | 2055-01-01      | 6.5000%  |  | $930311.00         | $965123.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1803 | 2055-02-01      | 6.5000%  |  | $831750.18         | $865019.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9215 | 2054-12-01      | 5.0000%  |  | $913589.61         | $899818.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5784 | 2040-07-01      | 6.5000%  |  | $510437.95         | $533312.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5755 | 2040-05-01      | 6.5000%  |  | $3063921.06        | $3200313.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  |  | $623516.01         | $637258.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $9451106.04        | $9653832.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA4820 | 2052-10-01      | 6.5000%  |  | $12100.79          | $12643.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $31937704.52       | $31357577.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $362953.90         | $312134.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  |  | $122404.97         | $124805.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  |  | $430070.43         | $356041.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  |  | $121725.45         | $108780.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  |  | $285320.68         | $269072.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKMA2935 | 2047-03-01      | 3.0000%  |  | $2805102.06        | $2420800.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA0806 | 2026-07-01      | 3.5000%  |  | $2202.88           | $2192.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL995974 | 2039-07-01      | 5.0000%  |  | $129434.22         | $130668.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL888801 | 2037-09-01      | 6.0000%  |  | $107286.20         | $112379.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA8273 | 2054-01-01      | 7.0000%  |  | $433620.08         | $458934.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTFS8412 | 2033-10-01      | 3.0000%  |  | $171301.70         | $164273.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5343 | 2054-10-01      | 5.5000%  |  | $759695.20         | $764861.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC3280 | 2054-09-01      | 6.5000%  |  | $860678.55         | $892232.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2758 | 2055-04-01      | 6.5000%  |  | $999562.81         | $1038445.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC1292 | 2054-08-01      | 5.0000%  |  | $1881746.19        | $1852215.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1763 | 2054-09-01      | 6.5000%  |  | $749939.75         | $778994.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC0287 | 2054-07-01      | 5.5000%  |  | $717729.32         | $721124.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4441 | 2054-08-01      | 6.5000%  |  | $1132008.53        | $1174078.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4401 | 2054-06-01      | 6.5000%  |  | $837902.11         | $873309.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB2733 | 2054-04-01      | 5.0000%  |  | $698004.64         | $688434.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1377 | 2054-04-01      | 6.5000%  |  | $1214130.13        | $1258793.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8311 | 2046-11-01      | 3.0000%  |  | $5420063.81        | $4782637.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS8984 | 2047-03-01      | 4.5000%  |  | $51458.84          | $49934.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS8960 | 2047-03-01      | 4.0000%  |  | $116824.08         | $109676.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS5012 | 2045-05-01      | 4.0000%  |  | $44060.49          | $41846.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS1756 | 2029-02-01      | 3.5000%  |  | $192.40            | $189.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  |  | $40963.23          | $41403.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL254148 | 2032-01-01      | 7.0000%  |  | $1381.66           | $1460.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL190370 | 2036-06-01      | 6.0000%  |  | $126.37            | $132.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA0898 | 2046-02-01      | 3.5000%  |  | $213769.63         | $197036.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  |  | $680487.91         | $699601.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  |  | $282423.08         | $293521.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  |  | $301943332.96      | $313013078.89      | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 3PRE6081 | 2051-01-01      | 2.0000%  |  | $6363232.54        | $4877752.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8876 | 2054-08-01      | 6.5000%  |  | $8216991.75        | $8600278.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  |  | $46793847.42       | $37031839.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3032 | 2049-04-01      | 4.0000%  |  | $6103690.18        | $5724720.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  |  | $11637.90          | $10460.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  |  | $1823321.92        | $1699249.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ2036 | 2054-08-01      | 7.5000%  |  | $611895.95         | $660252.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ3143 | 2054-09-01      | 6.5000%  |  | $1468666.91        | $1525879.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2774 | 2048-12-01      | 4.0000%  |  | $162362.59         | $152973.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $210900.76         | $212464.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTMA4519 | 2042-01-01      | 1.5000%  |  | $47320.66          | $38769.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0447 | 2042-05-01      | 2.0000%  |  | $53067.78          | $45318.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI0944 | 2054-03-01      | 6.5000%  |  | $7829405.62        | $8279022.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  |  | $845386.81         | $769747.23         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08750 G | 2047-03-01      | 3.0000%  |  | $2181.51           | $1924.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3230 | 2054-09-01      | 5.0000%  |  | $23479.83          | $23092.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX9201 | 2053-04-01      | 6.5000%  |  | $502307.85         | $535541.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS7024 | 2052-04-01      | 2.5000%  |  | $1153757.30        | $954825.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CTZA2219 | 2031-09-01      | 4.0000%  |  | $21989.50          | $21789.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8385 | 2053-12-01      | 6.5000%  |  | $61923530.14       | $64193749.98       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1014 | 2049-08-01      | 4.5000%  |  | $104194.04         | $101225.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1072 | 2048-01-01      | 3.5000%  |  | $570593.34         | $519734.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1210 | 2054-04-01      | 6.5000%  |  | $54761.66          | $57124.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA7485 | 2054-02-01      | 6.0000%  |  | $2337120.34        | $2403001.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW8593 | 2052-10-01      | 4.5000%  |  | $461381.61         | $440293.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA5379 | 2050-03-01      | 4.5000%  |  | $20858.83          | $20153.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4031 | 2053-08-01      | 6.5000%  |  | $2938240.00        | $3093457.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8124 | 2052-06-01      | 3.0000%  |  | $10452.77          | $9070.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB2775 | 2054-04-01      | 6.5000%  |  | $1151518.27        | $1193734.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH7548 | 2053-12-01      | 6.5000%  |  | $814216.21         | $844993.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  |  | $233071.70         | $192081.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  |  | $3664.19           | $3147.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9776 | 2055-01-01      | 5.0000%  |  | $59932568.04       | $59022891.56       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9677 | 2055-03-01      | 6.5000%  |  | $56518.41          | $58719.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0072 | 2053-09-01      | 4.5000%  |  | $316472.92         | $304471.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  |  | $757179.99         | $658608.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX1072 | 2054-12-01      | 5.5000%  |  | $1151058.60        | $1157344.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD5021 | 2055-03-01      | 5.5000%  |  | $791297.57         | $795494.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9007 | 2055-02-01      | 5.0000%  |  | $2640231.33        | $2590295.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4812 | 2054-11-01      | 5.5000%  |  | $1113838.17        | $1114061.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA9934 | 2054-02-01      | 6.5000%  |  | $935778.08         | $971270.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX0067 | 2054-11-01      | 6.0000%  |  | $676152.53         | $696403.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV1519 | 2055-04-01      | 6.5000%  |  | $2023707.62        | $2104266.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0785 | 2055-03-01      | 5.5000%  |  | $503211.09         | $503778.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL1288 | 2053-09-01      | 4.0000%  |  | $17681979.32       | $16449957.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9715 | 2055-01-01      | 6.5000%  |  | $13302179.04       | $13820986.20       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX2604 | 2055-01-01      | 6.5000%  |  | $17661789.67       | $18316594.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3366 | 2055-07-01      | 6.5000%  |  | $699084.40         | $730403.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD5988 | 2055-05-01      | 5.5000%  |  | $2642247.29        | $2645228.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL1306 | 2052-08-01      | 3.0000%  |  | $5588027.22        | $4876581.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9243 | 2054-12-01      | 6.5000%  |  | $6160268.60        | $6400529.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5762 | 2055-07-01      | 5.5000%  |  | $764065.26         | $763887.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7357 | 2055-04-01      | 6.5000%  |  | $7959557.14        | $8276734.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0018 | 2040-08-01      | 5.5000%  |  | $703635.00         | $719531.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ9488 | 2054-11-01      | 4.0000%  |  | $592839.77         | $549468.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX6496 | 2055-02-01      | 6.5000%  |  | $3758358.17        | $3904925.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3526 | 2055-07-01      | 6.0000%  |  | $718115.18         | $732053.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD2331 | 2055-03-01      | 5.5000%  |  | $1507843.06        | $1507213.28        | Agency Mortgage-Backed Securities |

### Security 193: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.390%, 8/26/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $695000000.00
- **C.18.a - Value (excl. sponsor support):** $695000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB FCFR 03SF EX 26/10   | 2026-10-16      | 4.4750%  |  | $3564.10           | $3572.80           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BE 26/09   | 2026-09-14      | 4.4800%  |  | $712.82            | $717.50            | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/26 7434 | 2026-10-29      | 4.5000%  |  | $14256.41          | $14274.80          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CA 26/11   | 2026-11-13      | 4.5200%  |  | $49897.44          | $50447.50          | Agency Debentures and Agency Strips |
| FHLB 0.83 FHOR 21-27 5383 | 2027-02-10      | 0.8300%  |  | $3460743.59        | $3299446.98        | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6200%  |  | $166099297.44      | $168366183.73      | Agency Debentures and Agency Strips |
| GNMA GNMI SF AD1624 X     | 2043-01-15      | 3.5000%  |  | $85938.31          | $79726.40          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD1608 X     | 2028-01-15      | 3.5000%  |  | $66410.45          | $65770.10          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD1586 X     | 2043-01-15      | 3.0000%  |  | $80339.03          | $72300.55          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD1718 X     | 2043-02-15      | 3.0000%  |  | $294352.33         | $264899.44         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BV9159 C     | 2035-07-20      | 3.5000%  |  | $233701.97         | $227591.29         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CY2487 C     | 2041-09-20      | 4.5000%  |  | $1289710.95        | $1241302.94        | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783934 M     | 2044-05-20      | 4.5000%  |  | $91488.58          | $89396.88          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6061 M     | 2034-08-20      | 3.5000%  |  | $170456.70         | $159971.69         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9824 M     | 2039-10-20      | 5.5000%  |  | $3879972.70        | $3963754.24        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9693 M     | 2039-12-20      | 4.5000%  |  | $4637811.48        | $4593984.17        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AN9611 X     | 2030-08-15      | 2.5000%  |  | $243693.06         | $232675.54         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2825 M     | 2045-05-20      | 3.0000%  |  | $668407.85         | $596316.72         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AX4341 C     | 2046-10-20      | 3.5000%  |  | $98005.36          | $89643.22          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CE9233 C     | 2045-08-20      | 4.5000%  |  | $370554.31         | $356607.76         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6570 M     | 2035-04-20      | 2.0000%  |  | $541596.76         | $497081.11         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2571 M     | 2030-02-20      | 4.0000%  |  | $37167.33          | $36631.13          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AL5265 X     | 2045-02-15      | 3.5000%  |  | $59451.03          | $54984.87          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9300 M     | 2053-11-20      | 3.0000%  |  | $5299400.23        | $4668003.19        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3522 M     | 2046-03-20      | 4.0000%  |  | $17566293.38       | $16583166.49       | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 786993 X     | 2040-08-15      | 5.5000%  |  | $2739726.51        | $2845291.83        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7961 M     | 2037-04-20      | 2.0000%  |  | $167219.32         | $153066.82         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784439 X     | 2045-02-15      | 3.0000%  |  | $135814.41         | $122710.90         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AP6502 X     | 2045-10-15      | 3.5000%  |  | $109703.23         | $101460.42         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AT7580 X     | 2046-07-15      | 4.5000%  |  | $96443.76          | $93583.82          | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  |  | $5605661.86        | $5586165.37        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2755 M     | 2045-04-20      | 4.0000%  |  | $57585.14          | $54433.06          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD1699 X     | 2043-02-15      | 3.0000%  |  | $149792.38         | $134804.15         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9901 M     | 2054-09-20      | 3.0000%  |  | $14438882.40       | $12682825.52       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF CL8535 C     | 2044-01-20      | 3.5000%  |  | $542673.35         | $494069.72         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CK7793 C     | 2043-07-20      | 3.5000%  |  | $1172141.63        | $1055106.42        | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CH2301 C     | 2042-08-20      | 4.0000%  |  | $214017.61         | $198267.91         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CF9661 C     | 2045-07-20      | 4.0000%  |  | $486210.01         | $450042.47         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CE9861 C     | 2039-01-20      | 6.0000%  |  | $279530.39         | $291656.41         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CD4626 C     | 2043-08-20      | 2.5000%  |  | $103716.54         | $86570.98          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BV9173 C     | 2035-08-20      | 2.0000%  |  | $1219729.22        | $1110530.12        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BV9157 C     | 2035-07-20      | 3.0000%  |  | $528065.45         | $500085.37         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 743547 X     | 2040-06-15      | 5.1250%  |  | $167310.06         | $169997.20         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 743503 X     | 2040-06-15      | 4.7500%  |  | $46915.38          | $46683.02          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 743282 X     | 2040-05-15      | 5.1250%  |  | $227044.65         | $230858.74         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 741974 C     | 2040-02-20      | 4.5000%  |  | $37572.37          | $36252.08          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 742510 X     | 2040-08-15      | 4.5000%  |  | $40336.44          | $39492.44          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 739174 C     | 2038-10-20      | 6.5000%  |  | $42140.44          | $43479.91          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 738108 X     | 2041-03-15      | 4.5000%  |  | $159605.29         | $154706.20         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 737812 X     | 2040-12-15      | 4.0000%  |  | $104652.94         | $98616.91          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 737031 X     | 2040-02-15      | 4.5000%  |  | $72042.43          | $70444.53          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 737111 X     | 2040-04-15      | 4.5000%  |  | $101420.50         | $98475.75          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 735669 X     | 2040-04-15      | 5.1250%  |  | $58744.54          | $59670.06          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 735565 X     | 2040-04-15      | 5.1250%  |  | $173396.93         | $176195.00         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 735418 X     | 2040-03-15      | 5.1250%  |  | $95521.52          | $95740.34          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 735337 X     | 2040-02-15      | 5.1250%  |  | $137302.63         | $139861.51         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 733882 X     | 2040-09-15      | 4.5000%  |  | $250096.54         | $243700.07         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 733792 X     | 2040-07-15      | 5.0000%  |  | $47020.65          | $47305.91          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 728870 C     | 2040-04-20      | 4.6250%  |  | $57876.54          | $56202.65          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 728319 X     | 2039-11-15      | 5.0000%  |  | $197478.11         | $199516.61         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AX8664 X     | 2046-10-15      | 3.5000%  |  | $90322.83          | $82030.26          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AV8344 C     | 2046-09-20      | 3.0000%  |  | $119632.79         | $103388.57         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AV7487 X     | 2046-11-15      | 3.0000%  |  | $220391.07         | $194949.12         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AU5856 C     | 2046-07-20      | 3.5000%  |  | $61000.88          | $55042.42          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AU1961 X     | 2046-11-15      | 2.5000%  |  | $103800.01         | $87926.75          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AS8159 X     | 2046-06-15      | 5.0000%  |  | $136408.80         | $136824.39         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AR0708 X     | 2046-04-15      | 4.5000%  |  | $46749.27          | $45363.06          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DC4701 C     | 2045-11-20      | 7.0000%  |  | $593739.62         | $616822.04         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DA2704 C     | 2044-05-20      | 7.0000%  |  | $145464.21         | $151109.00         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CQ2127 C     | 2039-06-20      | 5.5000%  |  | $598889.59         | $612372.58         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AN7728 X     | 2045-07-15      | 3.0000%  |  | $57003.26          | $50449.99          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AN7455 X     | 2045-06-15      | 3.5000%  |  | $131973.14         | $122060.59         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM8641 X     | 2045-05-15      | 3.0000%  |  | $47543.00          | $42077.50          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM8565 X     | 2045-05-15      | 3.5000%  |  | $395770.64         | $366033.48         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM8968 X     | 2045-07-15      | 4.5000%  |  | $69937.19          | $67866.07          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM7539 X     | 2045-05-15      | 3.0000%  |  | $80875.92          | $71577.86          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM6443 X     | 2045-05-15      | 3.0000%  |  | $681778.02         | $603411.72         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782429 X     | 2038-10-15      | 5.0000%  |  | $75029.68          | $75842.00          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782435 X     | 2038-09-15      | 4.5000%  |  | $282777.84         | $276856.47         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782251 X     | 2038-01-15      | 6.0000%  |  | $280812.32         | $296217.68         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781950 X     | 2035-07-15      | 4.5000%  |  | $758134.81         | $752356.30         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781932 X     | 2035-03-15      | 6.5000%  |  | $166084.91         | $172392.76         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781918 X     | 2035-04-15      | 5.0000%  |  | $54763.21          | $55297.40          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 730972 X     | 2040-01-15      | 5.0000%  |  | $154831.45         | $156524.48         | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 781900 M     | 2034-11-20      | 6.0000%  |  | $1135549.43        | $1180342.31        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781802 X     | 2033-12-15      | 4.5000%  |  | $326225.01         | $324006.68         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 759468 C     | 2041-01-20      | 4.0000%  |  | $131743.49         | $124561.41         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 759183 X     | 2041-02-15      | 3.5000%  |  | $127881.96         | $118759.71         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 758871 X     | 2043-03-15      | 3.5000%  |  | $437975.23         | $405090.59         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 757404 X     | 2031-12-15      | 2.5000%  |  | $278754.68         | $264524.35         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 787483 X     | 2032-11-15      | 7.0000%  |  | $3214748.54        | $3340198.75        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 785336 X     | 2039-11-15      | 6.0000%  |  | $1067839.52        | $1126760.77        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 785002 X     | 2046-03-15      | 3.0000%  |  | $896969.72         | $807234.18         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784315 X     | 2036-06-15      | 6.0000%  |  | $93864.26          | $96148.92          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784285 X     | 2038-01-15      | 6.0000%  |  | $60292.27          | $63255.64          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784156 M     | 2045-08-20      | 4.0000%  |  | $1265503.88        | $1185399.17        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 728313 X     | 2039-11-15      | 4.5000%  |  | $123365.08         | $120781.82         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 726139 X     | 2040-01-15      | 4.5000%  |  | $42830.50          | $41774.95          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 725058 X     | 2039-12-15      | 4.5000%  |  | $126818.55         | $123810.41         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 724227 X     | 2039-08-15      | 5.0000%  |  | $160374.39         | $162078.63         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 723434 X     | 2039-11-15      | 5.0000%  |  | $37912.14          | $38315.01          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 723351 X     | 2039-09-15      | 5.0000%  |  | $115315.24         | $116517.36         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 720903 X     | 2039-07-15      | 4.5000%  |  | $225162.25         | $220376.88         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 719231 X     | 2040-07-15      | 4.5000%  |  | $43502.16          | $42456.89          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 717787 X     | 2039-06-15      | 4.5000%  |  | $123113.99         | $119158.33         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 716784 X     | 2039-04-15      | 5.0000%  |  | $54966.03          | $55086.28          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 473426       | 2036-01-15      | 5.9700%  |  | $179484.79         | $180024.32         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 450825       | 2033-09-15      | 6.0500%  |  | $99300.11          | $99613.37          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 428124 X     | 2039-02-15      | 5.0000%  |  | $62616.46          | $63030.52          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PL 427475       | 2029-06-15      | 7.8750%  |  | $1686329.13        | $1696839.18        | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 424916       | 2035-01-15      | 5.3900%  |  | $358163.13         | $358863.21         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 612800 X     | 2033-05-15      | 5.5000%  |  | $114946.08         | $116868.02         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 612725 X     | 2033-05-15      | 5.5000%  |  | $176496.40         | $181778.12         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 611522 X     | 2033-05-15      | 5.7500%  |  | $70373.20          | $71676.13          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610156       | 2032-08-15      | 5.0000%  |  | $116836.71         | $116971.27         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610155       | 2029-08-15      | 5.0000%  |  | $94669.61          | $94775.99          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM6442 X     | 2045-04-15      | 3.0000%  |  | $469515.70         | $415552.85         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM1088 X     | 2041-10-15      | 4.5000%  |  | $125496.42         | $122377.58         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM0475 X     | 2045-04-15      | 3.5000%  |  | $63278.14          | $58523.85          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AL9337 X     | 2045-03-15      | 3.0000%  |  | $143486.92         | $126995.82         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AL2604 X     | 2045-03-15      | 3.5000%  |  | $270603.69         | $250276.12         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AK8998 X     | 2045-07-15      | 3.0000%  |  | $200468.93         | $177420.41         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AJ9008 X     | 2044-10-15      | 4.0000%  |  | $119209.43         | $112212.59         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AJ3916 X     | 2044-11-15      | 3.0000%  |  | $44000.04          | $38943.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AJ0709 X     | 2045-04-15      | 3.5000%  |  | $145027.75         | $134130.89         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AH5883 C     | 2044-07-20      | 3.7500%  |  | $247382.10         | $225922.94         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5949 X     | 2043-10-15      | 4.3750%  |  | $73864.00          | $71474.12          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5947 X     | 2043-10-15      | 4.1250%  |  | $133608.25         | $127546.65         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5712 X     | 2043-10-15      | 3.2500%  |  | $379622.06         | $343542.53         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5711 X     | 2043-10-15      | 3.1250%  |  | $73139.70          | $65460.85          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5716 X     | 2043-10-15      | 3.7500%  |  | $76087.29          | $71271.65          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5713 X     | 2043-10-15      | 3.3750%  |  | $55225.98          | $50528.16          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784125 M     | 2045-11-20      | 4.0000%  |  | $18921641.47       | $17856794.55       | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784118 M     | 2045-12-20      | 4.0000%  |  | $40117098.15       | $37871998.23       | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784115 M     | 2046-02-20      | 3.0000%  |  | $67187.37          | $59895.19          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784114 M     | 2046-02-20      | 3.5000%  |  | $515549.01         | $474853.46         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 778375 X     | 2042-04-15      | 3.5000%  |  | $49655.20          | $45926.93          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 766637 X     | 2042-04-15      | 3.5000%  |  | $83964.43          | $77895.12          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 799109 X     | 2042-05-15      | 3.5000%  |  | $95486.04          | $88554.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779240 X     | 2042-05-15      | 3.5000%  |  | $66528.16          | $61739.84          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783584 M     | 2041-07-20      | 4.5000%  |  | $44537.93          | $44013.99          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0221 M     | 2042-07-20      | 4.0000%  |  | $61253.76          | $58279.49          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783609 X     | 2040-10-15      | 4.5000%  |  | $99400.18          | $97089.13          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AC3752 X     | 2042-12-15      | 3.0000%  |  | $40537.92          | $36481.29          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5938 X     | 2042-12-15      | 3.0000%  |  | $50610.16          | $45544.90          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784111 M     | 2046-01-20      | 3.0000%  |  | $75793.69          | $67567.50          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5658 X     | 2043-09-15      | 3.6250%  |  | $41796.85          | $38901.32          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5644 X     | 2043-09-15      | 2.7500%  |  | $66722.95          | $58627.70          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784106 M     | 2046-01-20      | 3.5000%  |  | $108188.26         | $99894.08          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784064 M     | 2039-03-20      | 7.0000%  |  | $433000.94         | $454295.64         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784015 X     | 2043-07-15      | 3.0000%  |  | $47647.11          | $42879.54          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783972 X     | 2039-12-15      | 5.0000%  |  | $253073.12         | $255865.19         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783781 X     | 2043-06-15      | 3.5000%  |  | $144550.44         | $133105.32         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783711X      | 2042-01-15      | 4.5000%  |  | $46931.02          | $45757.75          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783710 X     | 2041-06-15      | 6.0000%  |  | $53847.00          | $56622.17          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783681 X     | 2042-10-15      | 3.0000%  |  | $345541.74         | $310968.22         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783669 X     | 2042-09-15      | 3.0000%  |  | $171816.47         | $154627.09         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783610 X     | 2041-11-15      | 4.5000%  |  | $83424.49          | $81408.95          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781526 X     | 2032-11-15      | 5.5000%  |  | $66662.90          | $68387.69          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781482 X     | 2032-08-15      | 6.0000%  |  | $138181.59         | $142499.07         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781746 X     | 2034-05-15      | 5.0000%  |  | $193825.40         | $197377.19         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781703 X     | 2034-02-15      | 5.0000%  |  | $147174.59         | $149646.49         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 566324 X     | 2031-12-15      | 6.0000%  |  | $72376.38          | $75184.58          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610147       | 2030-12-15      | 5.6000%  |  | $157146.99         | $157516.39         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610060       | 2038-11-15      | 5.3500%  |  | $190696.89         | $191044.40         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610059       | 2038-11-15      | 5.3500%  |  | $147825.98         | $148095.37         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 610019       | 2033-07-15      | 4.7500%  |  | $98874.38          | $98931.46          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610017       | 2038-08-15      | 4.4500%  |  | $258861.07         | $258798.78         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610010       | 2038-07-15      | 4.6800%  |  | $640845.69         | $641011.02         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 609642 X     | 2033-05-15      | 5.5000%  |  | $78535.85          | $78945.13          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 609267       | 2033-08-15      | 5.7300%  |  | $84224.10          | $84440.30          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 740320 X     | 2042-12-15      | 3.0000%  |  | $69962.80          | $62961.20          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0699 M     | 2043-01-20      | 3.5000%  |  | $162742.26         | $151041.68         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0700 M     | 2043-01-20      | 4.0000%  |  | $156051.12         | $148472.24         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD1625 X     | 2043-01-15      | 3.5000%  |  | $41978.60          | $38619.55          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0783 M     | 2043-02-20      | 3.5000%  |  | $678607.08         | $629745.11         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 580588       | 2033-07-15      | 4.3750%  |  | $252106.65         | $252051.40         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 602358       | 2033-06-15      | 5.4500%  |  | $194398.13         | $194802.41         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 610028       | 2032-11-15      | 6.0000%  |  | $136585.51         | $137003.45         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610154       | 2033-10-15      | 5.8500%  |  | $208602.19         | $209182.94         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003486 M     | 2033-12-20      | 4.5000%  |  | $219684.66         | $217856.00         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 562352 X     | 2034-01-15      | 5.5000%  |  | $115886.91         | $117034.58         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 605427 X     | 2034-05-15      | 5.5000%  |  | $82466.21          | $84110.86          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783626 M     | 2041-07-20      | 5.0000%  |  | $322213.75         | $324776.86         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM8642 X     | 2045-05-15      | 3.0000%  |  | $119604.78         | $105856.56         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AD1755 C     | 2043-02-20      | 3.5000%  |  | $58062.41          | $52647.03          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0852 M     | 2043-03-20      | 3.5000%  |  | $2122730.27        | $1966736.48        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AD8811 C     | 2043-03-20      | 3.0000%  |  | $112152.83         | $101345.78         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 758861 X     | 2028-03-15      | 2.5000%  |  | $64464.04          | $63051.14          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0937 M     | 2043-04-20      | 5.0000%  |  | $78754.10          | $79549.26          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD9019 X     | 2043-04-15      | 3.5000%  |  | $43738.07          | $40453.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD7354 X     | 2043-04-15      | 3.0000%  |  | $210338.33         | $189293.14         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD9472 X     | 2043-04-15      | 3.5000%  |  | $47869.91          | $44365.19          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 605730 X     | 2034-10-15      | 6.0000%  |  | $167198.66         | $174724.10         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 487134 X     | 2035-03-15      | 5.0000%  |  | $62951.32          | $62910.82          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 633127       | 2030-02-15      | 5.3500%  |  | $197504.01         | $197863.53         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5948 X     | 2042-12-15      | 3.0000%  |  | $216690.59         | $195007.66         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 608863       | 2033-07-15      | 5.4500%  |  | $81016.69          | $81185.18          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005260 M     | 2041-12-20      | 4.5000%  |  | $42693.76          | $42296.71          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005259 M     | 2041-12-20      | 4.0000%  |  | $206478.00         | $196454.18         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005233 M     | 2041-11-20      | 4.0000%  |  | $481909.06         | $458513.98         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005232 M     | 2041-11-20      | 3.5000%  |  | $1276301.93        | $1186260.96        | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 005178 M     | 2041-09-20      | 4.0000%  |  | $142728.52         | $134039.69         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005175 M     | 2041-09-20      | 4.5000%  |  | $7610687.58        | $7521155.46        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005202 M     | 2041-10-20      | 3.5000%  |  | $128696.65         | $119616.67         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005141 M     | 2041-08-20      | 5.0000%  |  | $92424.27          | $93216.04          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005124 M     | 2041-07-20      | 6.0000%  |  | $97140.45          | $101865.36         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005116 M     | 2041-07-20      | 5.0000%  |  | $93937.76          | $94685.00          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005115 M     | 2041-07-20      | 4.5000%  |  | $2511463.95        | $2481919.09        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005114 M     | 2041-07-20      | 4.0000%  |  | $3510189.33        | $3339809.41        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5653 X     | 2043-09-15      | 3.2500%  |  | $209797.86         | $191028.58         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5651 X     | 2043-10-15      | 3.2500%  |  | $96995.43          | $87776.73          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5650 X     | 2043-09-15      | 3.2500%  |  | $57578.11          | $52646.63          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF5077 X     | 2043-08-15      | 3.5000%  |  | $95979.36          | $88062.66          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AF5105 C     | 2043-08-20      | 4.5000%  |  | $85255.51          | $82402.18          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF0707 X     | 2043-08-15      | 3.2500%  |  | $399187.02         | $361248.82         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF0701 X     | 2043-09-15      | 2.7500%  |  | $111478.91         | $96923.18          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF0698 X     | 2043-08-15      | 2.7500%  |  | $93703.24          | $81855.46          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE8507 X     | 2044-07-15      | 4.0000%  |  | $169853.37         | $160419.94         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE7017 X     | 2043-06-15      | 3.5000%  |  | $2055796.35        | $1892590.11        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AE5546 C     | 2044-01-20      | 4.5000%  |  | $184850.29         | $178346.71         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE0550 X     | 2043-05-15      | 3.0000%  |  | $74427.26          | $66979.17          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 609234 C     | 2030-01-20      | 3.0000%  |  | $91849.62          | $88508.41          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783745 X     | 2043-03-15      | 3.5000%  |  | $325966.82         | $297153.52         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1014 M     | 2043-05-20      | 4.5000%  |  | $441521.41         | $436328.23         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD2413 X     | 2043-05-15      | 3.5000%  |  | $60262.45          | $55737.50          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE9881 X     | 2043-05-15      | 3.0000%  |  | $85695.76          | $77119.33          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB2504 X     | 2043-05-15      | 3.0000%  |  | $78479.00          | $70041.72          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 589187       | 2044-06-15      | 5.4000%  |  | $121149.71         | $121378.68         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE7454 X     | 2043-05-15      | 3.0000%  |  | $403222.71         | $362873.43         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE7028 X     | 2043-06-15      | 3.5000%  |  | $54736.62          | $50626.81          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA2654 X     | 2043-06-15      | 3.0000%  |  | $63392.99          | $56656.21          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 758926 X     | 2028-06-15      | 4.0000%  |  | $99737.23          | $99665.85          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1157 M     | 2043-07-20      | 3.5000%  |  | $186190.46         | $172726.03         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 609076 C     | 2036-09-20      | 5.4900%  |  | $45166.78          | $45885.38          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 658217 X     | 2036-12-15      | 5.5000%  |  | $45235.81          | $46194.88          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784695 X     | 2041-06-15      | 6.0000%  |  | $457364.62         | $481609.52         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3106 M     | 2045-09-20      | 4.0000%  |  | $3076024.95        | $2904762.13        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5394 M     | 2043-05-20      | 2.0000%  |  | $76326.44          | $62061.23          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1225 M     | 2043-08-20      | 4.0000%  |  | $590669.63         | $561367.30         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE7700 X     | 2043-08-15      | 3.5000%  |  | $576412.62         | $533318.09         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AD2592 C     | 2043-08-20      | 4.5000%  |  | $42959.43          | $41474.97          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1287 M     | 2043-09-20      | 4.5000%  |  | $11691690.95       | $11417053.13       | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF0700 X     | 2043-08-15      | 2.7500%  |  | $106239.73         | $93070.12          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF0709 X     | 2043-09-15      | 3.2500%  |  | $172348.04         | $156288.71         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782214 X     | 2032-07-15      | 6.5000%  |  | $35282.52          | $36640.42          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782298 X     | 2038-03-15      | 5.0000%  |  | $283631.20         | $284515.75         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 400607 X     | 2038-04-15      | 6.0000%  |  | $68139.57          | $70729.34          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM0240 X     | 2045-04-15      | 3.5000%  |  | $583967.27         | $540097.70         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD8798 X     | 2043-03-15      | 4.0000%  |  | $235335.48         | $221759.29         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD8911 X     | 2028-04-15      | 3.0000%  |  | $197486.35         | $194446.84         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD7472 X     | 2043-04-15      | 3.5000%  |  | $39116.85          | $36179.04          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD7471 X     | 2043-04-15      | 3.5000%  |  | $54787.36          | $50672.64          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 565450       | 2031-11-15      | 6.8700%  |  | $279510.65         | $280810.65         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 562442 X     | 2034-01-15      | 5.5000%  |  | $55661.16          | $55786.09          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 555650 X     | 2031-12-15      | 6.0000%  |  | $94160.68          | $98601.02          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 553592 X     | 2031-12-15      | 6.0000%  |  | $94036.42          | $98274.26          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 552236 X     | 2031-12-15      | 6.0000%  |  | $87056.87          | $90190.04          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 551937 X     | 2031-12-15      | 6.0000%  |  | $40532.18          | $41604.87          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 551896 X     | 2031-12-15      | 6.0000%  |  | $47915.04          | $49001.86          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 551076 X     | 2031-11-15      | 6.0000%  |  | $56106.53          | $57506.17          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 530764 X     | 2032-11-15      | 7.0000%  |  | $48264.14          | $48582.18          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 528137 X     | 2032-08-15      | 6.5000%  |  | $57030.67          | $58529.76          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 521287 X     | 2035-04-15      | 4.5000%  |  | $43170.46          | $42463.37          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 514571       | 2033-03-15      | 8.3750%  |  | $139055.89         | $140051.69         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 491596 X     | 2034-01-15      | 6.0000%  |  | $93970.76          | $96104.37          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 487824 X     | 2039-04-15      | 4.5000%  |  | $204624.47         | $198905.02         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 576503 X     | 2031-12-15      | 6.0000%  |  | $41066.74          | $42660.54          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 575891 X     | 2031-12-15      | 6.0000%  |  | $89859.75          | $93929.24          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 575483 X     | 2031-12-15      | 6.0000%  |  | $49970.26          | $51507.04          | Agency Mortgage-Backed Securities   |
| GNMA GNII BD 605661 C     | 2034-09-20      | 6.0000%  |  | $141367.84         | $142443.51         | Agency Mortgage-Backed Securities   |
| GNMA GNII BD 605467 C     | 2034-07-20      | 6.5000%  |  | $45457.14          | $45532.85          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 604580 X     | 2033-08-15      | 5.0000%  |  | $82884.83          | $83436.57          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 602347       | 2033-06-15      | 6.0000%  |  | $232454.11         | $233165.41         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD9677 X     | 2043-05-15      | 3.5000%  |  | $130107.61         | $120339.21         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 693524 X     | 2038-07-15      | 5.5000%  |  | $88025.32          | $90064.19          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004187 M     | 2038-07-20      | 5.5000%  |  | $42312.67          | $42640.14          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004216 M     | 2038-08-20      | 6.0000%  |  | $89525.03          | $90657.97          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5643 X     | 2043-09-15      | 2.7500%  |  | $116984.79         | $102193.31         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5652 X     | 2043-09-15      | 3.2500%  |  | $297298.36         | $270332.60         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5670 X     | 2043-09-15      | 4.3750%  |  | $74208.27          | $71807.77          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1376 M     | 2043-10-20      | 4.0000%  |  | $1602584.80        | $1521419.23        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5948 X     | 2043-10-15      | 4.2500%  |  | $89015.42          | $85551.80          | Agency Mortgage-Backed Securities   |
| GNMA GNMI JP 783817 X     | 2028-09-15      | 2.5000%  |  | $355446.81         | $348061.81         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 711818 X     | 2030-10-15      | 4.5000%  |  | $127014.55         | $126930.34         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1523 M     | 2043-12-20      | 4.5000%  |  | $15387715.94       | $15016795.04       | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 668881 X     | 2038-10-15      | 5.5000%  |  | $54377.98          | $56871.39          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004285 M     | 2038-11-20      | 6.0000%  |  | $40138.10          | $40625.77          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 704182 X     | 2039-01-15      | 5.0000%  |  | $63368.15          | $63506.78          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004337 M     | 2039-01-20      | 6.0000%  |  | $43153.38          | $44077.30          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782557 X     | 2039-01-15      | 5.0000%  |  | $99213.01          | $100914.97         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3598 M     | 2046-04-20      | 4.0000%  |  | $9127039.18        | $8607741.07        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1679 M     | 2044-02-20      | 4.5000%  |  | $50894.96          | $49647.52          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1838 M     | 2044-04-20      | 3.5000%  |  | $149741.63         | $138600.35         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 697914 X     | 2039-03-15      | 5.0000%  |  | $99854.28          | $100956.13         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782619 X     | 2039-04-15      | 5.0000%  |  | $85751.85          | $86698.10          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 717106 X     | 2039-05-15      | 5.0000%  |  | $53224.08          | $53325.24          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 701960 X     | 2039-06-15      | 4.5000%  |  | $139462.03         | $136541.13         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 714555 X     | 2039-06-15      | 4.5000%  |  | $99352.87          | $98377.83          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004468 M     | 2039-06-20      | 4.5000%  |  | $102603.94         | $101398.03         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 720157 X     | 2039-07-15      | 4.5000%  |  | $40053.56          | $39021.74          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 602354       | 2033-06-15      | 5.4500%  |  | $181357.28         | $181734.45         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 601937 X     | 2033-03-15      | 5.2500%  |  | $72460.23          | $73786.03          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 601858 X     | 2033-02-15      | 5.7000%  |  | $49017.07          | $49224.36          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  |  | $226038.12         | $227532.61         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 748672 X     | 2030-10-15      | 4.0000%  |  | $318751.40         | $315420.24         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 748501 X     | 2040-06-15      | 5.0000%  |  | $59951.89          | $60404.99          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 745719 X     | 2040-06-15      | 5.0000%  |  | $38449.49          | $38693.71          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 745142 X     | 2040-06-15      | 5.0000%  |  | $45221.43          | $45720.53          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 745134 X     | 2040-06-15      | 5.0000%  |  | $79842.86          | $80294.43          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 745034 X     | 2040-02-15      | 4.5000%  |  | $38706.33          | $37896.33          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005140 M     | 2041-08-20      | 4.5000%  |  | $266249.94         | $263117.78         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 005137 M     | 2041-08-20      | 4.0000%  |  | $57792.99          | $53775.71          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 601872 X     | 2033-03-15      | 5.2500%  |  | $196674.49         | $202164.85         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 601738 X     | 2033-01-15      | 5.2500%  |  | $113210.30         | $114041.72         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 596072 X     | 2032-07-15      | 5.7500%  |  | $35051.95          | $36236.06          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 595357       | 2032-11-15      | 7.2000%  |  | $223823.09         | $224964.36         | Agency Mortgage-Backed Securities   |
| GNMA GNII MH AY5141 C     | 2038-03-20      | 3.5000%  |  | $706538.01         | $680099.13         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AX8693 X     | 2046-11-15      | 3.5000%  |  | $50485.44          | $45850.46          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 005092 M     | 2041-06-20      | 4.0000%  |  | $124118.20         | $115488.68         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005055 M     | 2041-05-20      | 4.5000%  |  | $250245.24         | $247301.60         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005021 M     | 2032-05-20      | 8.0000%  |  | $61790.12          | $64799.09          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005018 M     | 2041-04-20      | 5.0000%  |  | $72480.56          | $72659.71          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004979 M     | 2041-03-20      | 5.0000%  |  | $141605.01         | $142774.90         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004978 M     | 2041-03-20      | 4.5000%  |  | $6267785.30        | $6194063.61        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004922 M     | 2041-01-20      | 4.0000%  |  | $355957.77         | $338684.32         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 602341       | 2033-06-15      | 5.7500%  |  | $336971.82         | $337847.84         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 710686 X     | 2039-07-15      | 4.5000%  |  | $212380.23         | $207735.48         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782716 X     | 2039-07-15      | 5.0000%  |  | $82861.52          | $82472.54          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 669957 X     | 2045-01-15      | 3.0000%  |  | $361056.67         | $319552.85         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1920 M     | 2044-05-20      | 4.0000%  |  | $46673.99          | $44214.70          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE8361 X     | 2044-05-15      | 3.5000%  |  | $202061.26         | $186881.54         | Agency Mortgage-Backed Securities   |
| GNMA GNII FS MA2036 M     | 2044-03-20      | 4.5000%  |  | $47431.03          | $45505.71          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 712054 X     | 2039-08-15      | 5.0000%  |  | $167669.21         | $169519.72         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 698439 X     | 2039-08-15      | 5.0000%  |  | $226445.48         | $228736.58         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004513 M     | 2039-08-20      | 5.0000%  |  | $54489.20          | $53767.42          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 724273 X     | 2039-09-15      | 5.0000%  |  | $40115.07          | $40191.15          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 710907 X     | 2039-10-15      | 4.5000%  |  | $73956.64          | $72407.92          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004561 M     | 2039-10-20      | 6.0000%  |  | $71500.80          | $75204.54          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 723430 X     | 2039-11-15      | 4.5000%  |  | $80341.14          | $78608.83          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 721222 X     | 2039-12-15      | 5.0000%  |  | $166782.32         | $167740.10         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CF4626 C     | 2040-08-20      | 5.5000%  |  | $1098467.02        | $1123199.37        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 729038 X     | 2040-02-15      | 5.0000%  |  | $55289.37          | $55769.54          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 737377 X     | 2040-03-15      | 5.0000%  |  | $110291.19         | $110159.13         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004658 M     | 2040-03-20      | 5.0000%  |  | $81500.15          | $82323.52          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 735642 X     | 2040-04-15      | 5.1250%  |  | $321166.08         | $326201.59         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 743219 X     | 2040-05-15      | 5.1250%  |  | $207276.50         | $209517.96         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 737274 X     | 2040-05-15      | 4.5000%  |  | $60154.11          | $58342.27          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 743362 X     | 2040-06-15      | 4.7500%  |  | $96780.41          | $95645.59          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7852 M     | 2037-02-20      | 2.0000%  |  | $1416124.84        | $1296294.72        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AJ3033 X     | 2045-06-15      | 3.5000%  |  | $177560.97         | $164221.64         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AK6897 X     | 2045-02-15      | 3.5000%  |  | $553806.69         | $512201.22         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 743590 X     | 2040-06-15      | 5.1250%  |  | $100628.08         | $102236.50         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004853 M     | 2040-11-20      | 4.0000%  |  | $4146958.89        | $3945720.79        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004882 M     | 2040-12-20      | 4.0000%  |  | $248554.23         | $236492.73         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  |  | $163114.31         | $155198.92         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004827 M     | 2040-10-20      | 4.0000%  |  | $68665.08          | $63894.32          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004801 M     | 2040-09-20      | 4.5000%  |  | $4241605.36        | $4189132.46        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004800 M     | 2040-09-20      | 4.0000%  |  | $397804.77         | $378500.63         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004774 M     | 2040-08-20      | 6.0000%  |  | $140556.27         | $147578.18         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004772 M     | 2040-08-20      | 5.0000%  |  | $472479.10         | $475812.75         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004771 M     | 2040-08-20      | 4.5000%  |  | $907001.12         | $896334.79         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1918 M     | 2044-05-20      | 3.0000%  |  | $40175.54          | $36246.57          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2647 M     | 2030-03-20      | 4.0000%  |  | $53291.07          | $52871.00          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1602 M     | 2044-01-20      | 4.5000%  |  | $13787453.50       | $13459449.99       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1600 M     | 2044-01-20      | 3.5000%  |  | $77200.92          | $71521.00          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1450 M     | 2043-11-20      | 4.5000%  |  | $14092596.08       | $13749990.98       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1351 M     | 2028-10-20      | 3.5000%  |  | $227549.99         | $225432.79         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1375 M     | 2043-10-20      | 3.5000%  |  | $274948.46         | $254920.29         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1228 M     | 2043-08-20      | 5.5000%  |  | $272072.79         | $279512.17         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1227 M     | 2043-08-20      | 5.0000%  |  | $105495.62         | $106431.96         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1223 M     | 2043-08-20      | 3.0000%  |  | $44465.48          | $40078.96          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1161 M     | 2043-07-20      | 5.5000%  |  | $154506.81         | $158728.46         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1090 M     | 2043-06-20      | 3.5000%  |  | $161008.83         | $148967.89         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1012 M     | 2043-05-20      | 3.5000%  |  | $155713.26         | $144468.69         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1011 M     | 2043-05-20      | 3.0000%  |  | $410543.17         | $370554.62         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0934 M     | 2043-04-20      | 3.5000%  |  | $472684.97         | $438550.82         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0933 M     | 2043-04-20      | 3.0000%  |  | $66692.41          | $60223.91          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004855 M     | 2040-11-20      | 5.0000%  |  | $107100.86         | $108182.86         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004747 M     | 2040-07-20      | 5.0000%  |  | $573560.44         | $579355.50         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 731660 X     | 2040-08-15      | 4.5000%  |  | $93485.64          | $91104.28          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 721760 X     | 2040-08-15      | 4.5000%  |  | $46880.62          | $45754.08          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783050 M     | 2040-07-20      | 5.0000%  |  | $281128.52         | $280859.10         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004802 M     | 2040-09-20      | 5.0000%  |  | $389139.63         | $393071.37         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004834 M     | 2040-10-20      | 4.5000%  |  | $1172483.91        | $1158695.50        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM6441 X     | 2045-04-15      | 3.0000%  |  | $452037.98         | $400086.17         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AW6085 X     | 2046-10-15      | 3.0000%  |  | $142158.89         | $125807.92         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004854 M     | 2040-11-20      | 4.5000%  |  | $365116.36         | $360822.22         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004905 M     | 2040-12-20      | 6.0000%  |  | $72574.51          | $76100.62          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004946 M     | 2041-02-20      | 4.5000%  |  | $1207161.84        | $1192963.20        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 738019 X     | 2041-02-15      | 4.5000%  |  | $57289.89          | $55866.12          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005017 M     | 2041-04-20      | 4.5000%  |  | $1037115.20        | $1024916.66        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 749368 X     | 2041-04-15      | 5.0000%  |  | $53202.69          | $52786.46          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 762892 X     | 2041-04-15      | 4.5000%  |  | $99660.52          | $96822.18          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783294 C     | 2041-03-20      | 4.5000%  |  | $1121157.32        | $1084630.02        | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 005051 M     | 2041-05-20      | 4.0000%  |  | $529434.62         | $492629.56         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005056 M     | 2041-05-20      | 5.0000%  |  | $157574.47         | $158973.05         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $16811022.88       | $15513441.67       | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784551 C     | 2046-11-20      | 3.0000%  |  | $2588123.67        | $2304025.34        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2445 M     | 2044-12-20      | 3.5000%  |  | $44784.91          | $41383.17          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CP8770 C     | 2043-08-20      | 3.0000%  |  | $1123455.83        | $992603.56         | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783356 C     | 2041-06-20      | 6.0000%  |  | $35860.44          | $37957.16          | Agency Mortgage-Backed Securities   |
| GNMA GNII MH 770219 C     | 2031-07-20      | 4.0000%  |  | $244111.39         | $241985.01         | Agency Mortgage-Backed Securities   |
| GNMA GNII MH 770222 C     | 2031-08-20      | 4.0000%  |  | $96432.75          | $95462.00          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 745793 X     | 2040-07-15      | 4.5000%  |  | $57296.15          | $55866.04          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1761 M     | 2044-03-20      | 4.0000%  |  | $66832.35          | $63365.97          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1760 M     | 2044-03-20      | 3.5000%  |  | $84347.82          | $78107.32          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779386 X     | 2042-06-15      | 4.0000%  |  | $474233.28         | $449672.89         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779382 X     | 2042-06-15      | 3.5000%  |  | $98612.51          | $91331.23          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779220 X     | 2042-05-15      | 3.0000%  |  | $40148.87          | $36131.97          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 778875 X     | 2042-02-15      | 3.5000%  |  | $155639.82         | $143761.95         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779691 X     | 2042-01-15      | 3.0000%  |  | $418948.36         | $377039.70         | Agency Mortgage-Backed Securities   |
| GNMA GNII MH 778207 C     | 2032-04-20      | 3.5000%  |  | $165574.14         | $160886.35         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 778793 X     | 2042-01-15      | 3.5000%  |  | $603310.18         | $560074.96         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 775610 X     | 2041-11-15      | 4.2500%  |  | $299323.99         | $287846.91         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 775336 X     | 2041-10-15      | 4.5000%  |  | $101379.20         | $98753.78          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  |  | $51938.02          | $46710.25          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 767359 X     | 2042-10-15      | 3.0000%  |  | $407953.83         | $367125.40         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AC0071 C     | 2042-10-20      | 3.5000%  |  | $229460.93         | $211451.61         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0535 M     | 2042-11-20      | 4.0000%  |  | $111146.52         | $105737.95         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 596135 X     | 2032-08-15      | 5.7500%  |  | $53675.21          | $54708.07          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 528138 X     | 2032-09-15      | 6.5000%  |  | $37675.41          | $38716.67          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 601786 X     | 2033-02-15      | 5.2500%  |  | $48181.56          | $48184.35          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 592739 X     | 2033-04-15      | 5.5000%  |  | $90584.08          | $93122.55          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 601449       | 2033-04-15      | 5.7500%  |  | $312990.37         | $313804.05         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 586417       | 2033-05-15      | 5.7500%  |  | $158807.82         | $159220.67         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 589280       | 2033-05-15      | 6.0000%  |  | $347536.05         | $348599.51         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 602338       | 2033-06-15      | 5.8000%  |  | $91622.81          | $91869.49          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 602345       | 2033-06-15      | 5.5000%  |  | $239018.07         | $239539.68         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779727 X     | 2041-12-15      | 3.0000%  |  | $372817.30         | $335525.51         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005288 M     | 2042-01-20      | 5.5000%  |  | $79647.73          | $81826.04          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 796075 X     | 2042-01-15      | 3.5000%  |  | $206935.37         | $191784.32         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 774680 X     | 2042-01-15      | 4.5000%  |  | $196436.64         | $191634.55         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 796079 X     | 2042-01-15      | 3.0000%  |  | $121122.62         | $109002.61         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 793194 X     | 2042-03-15      | 3.0000%  |  | $93730.93          | $84350.90          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 799880 X     | 2042-03-15      | 3.0000%  |  | $463950.43         | $417537.30         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5822 X     | 2042-11-15      | 3.0000%  |  | $440939.62         | $396810.39         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB9203 X     | 2042-11-15      | 3.0000%  |  | $758123.05         | $682265.26         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 774906 X     | 2041-09-15      | 4.5000%  |  | $251543.89         | $245030.16         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 775156 X     | 2041-10-15      | 4.5000%  |  | $63708.67          | $62374.43          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 771610 X     | 2041-11-15      | 4.0000%  |  | $348968.46         | $330894.80         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 768476 X     | 2041-05-15      | 4.2500%  |  | $92858.94          | $89248.46          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 767556 X     | 2041-08-15      | 4.5000%  |  | $72898.63          | $71214.45          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 766902 X     | 2041-11-15      | 3.5000%  |  | $643285.51         | $595987.09         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 766766 X     | 2042-05-15      | 3.0000%  |  | $63968.76          | $57569.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 763874 X     | 2043-08-15      | 4.5000%  |  | $80705.63          | $81099.31          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 763216 X     | 2041-04-15      | 4.2500%  |  | $49838.85          | $47236.85          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BN0268 C     | 2035-08-20      | 2.5000%  |  | $588289.26         | $548834.07         | Agency Mortgage-Backed Securities   |
| GNMA GNII MH BI4343 C     | 2038-12-20      | 4.0000%  |  | $774390.28         | $756798.72         | Agency Mortgage-Backed Securities   |
| GNMA GNII MH BI4342 C     | 2043-11-20      | 4.0000%  |  | $444073.97         | $416498.45         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AO8837 X     | 2045-11-15      | 4.5000%  |  | $495603.16         | $480923.90         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AO3593 X     | 2045-08-15      | 3.0000%  |  | $43718.48          | $38693.17          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AO0095 X     | 2045-07-15      | 3.0000%  |  | $440183.11         | $389584.06         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 552237 X     | 2031-12-15      | 6.0000%  |  | $152643.17         | $156013.37         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 570116 X     | 2031-12-15      | 6.0000%  |  | $69395.79          | $72727.48          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003173 M     | 2031-12-20      | 6.5000%  |  | $41134.82          | $43059.34          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 570137 X     | 2031-12-15      | 6.0000%  |  | $72468.97          | $75668.54          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 554031 X     | 2031-12-15      | 6.0000%  |  | $34849.07          | $36377.38          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003200 M     | 2032-02-20      | 6.0000%  |  | $1253704.82        | $1306372.96        | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 576390       | 2032-02-15      | 6.4500%  |  | $53718.91          | $53928.96          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 594846 X     | 2032-08-15      | 6.5000%  |  | $97193.41          | $100416.02         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783388 X     | 2041-08-15      | 4.7500%  |  | $157303.34         | $154755.71         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005174 M     | 2041-09-20      | 4.0000%  |  | $246848.57         | $234864.89         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005189 M     | 2041-09-20      | 6.0000%  |  | $52720.08          | $55133.08          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 775057 X     | 2041-09-15      | 4.5000%  |  | $268785.31         | $261910.86         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005203 M     | 2041-10-20      | 4.0000%  |  | $180302.32         | $171550.15         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 705928 X     | 2041-10-15      | 3.5000%  |  | $272133.99         | $251786.71         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 775447 X     | 2041-10-15      | 4.5000%  |  | $44783.76          | $43156.36          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005240 M     | 2041-11-20      | 6.0000%  |  | $66225.49          | $69653.32          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 775611 X     | 2041-11-15      | 4.5000%  |  | $86497.96          | $84321.50          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783479 X     | 2041-10-15      | 3.8750%  |  | $1039600.73        | $982219.11         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 792345 X     | 2041-10-15      | 4.5000%  |  | $68982.53          | $67196.85          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM8511 X     | 2045-05-15      | 3.5000%  |  | $51921.25          | $48020.44          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AU6356 C     | 2046-09-20      | 3.0000%  |  | $283141.06         | $248658.16         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7623 M     | 2036-10-20      | 3.5000%  |  | $43203.13          | $41368.40          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB1436 X     | 2042-08-15      | 4.0000%  |  | $61351.35          | $58173.06          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0391 M     | 2042-09-20      | 3.0000%  |  | $1750446.84        | $1585012.11        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5649 X     | 2042-09-15      | 3.0000%  |  | $61092.69          | $55055.26          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0465 M     | 2042-10-20      | 5.0000%  |  | $247738.80         | $250163.33         | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783689 C     | 2040-02-20      | 5.5000%  |  | $336349.49         | $345542.71         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0625 M     | 2042-12-20      | 3.5000%  |  | $365393.02         | $339155.85         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 586416       | 2033-05-15      | 5.7500%  |  | $217084.52         | $217648.87         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 583863       | 2032-04-15      | 7.2500%  |  | $83331.54          | $83760.67          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0022 M     | 2042-04-20      | 3.5000%  |  | $163381.23         | $151786.67         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0006 M     | 2027-04-20      | 2.5000%  |  | $44153.93          | $43526.03          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0784 M     | 2043-02-20      | 4.0000%  |  | $250875.38         | $238691.20         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AC8113 X     | 2043-01-15      | 3.5000%  |  | $288573.18         | $266906.15         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AC3938 X     | 2043-01-15      | 3.5000%  |  | $55218.49          | $51124.41          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 763173 X     | 2041-04-15      | 4.6250%  |  | $117693.63         | $115105.34         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 762045 X     | 2041-03-15      | 4.5000%  |  | $36992.05          | $35931.86          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6574 M     | 2035-04-20      | 4.0000%  |  | $61352.61          | $59674.40          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6566 M     | 2035-04-20      | 2.5000%  |  | $56190.61          | $50999.63          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6511 M     | 2035-03-20      | 2.0000%  |  | $51293.28          | $47337.22          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6433 M     | 2034-11-20      | 2.0000%  |  | $121074.50         | $110243.62         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7200 M     | 2042-06-20      | 6.0000%  |  | $269754.06         | $281801.28         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4691 M     | 2032-09-20      | 3.5000%  |  | $77639.79          | $76170.43          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5374 M     | 2032-04-20      | 7.0000%  |  | $45166.10          | $46922.44          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  |  | $5236215.51        | $4660179.44        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4069 M     | 2046-11-20      | 3.5000%  |  | $3562877.75        | $3278683.62        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4003 M     | 2046-10-20      | 3.0000%  |  | $27810849.90       | $24769455.36       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $6616529.76        | $5895255.23        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $6067544.09        | $5559227.50        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  |  | $2272154.66        | $2024694.30        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3460 M     | 2039-03-20      | 6.5000%  |  | $47481.49          | $50527.41          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3454 M     | 2046-02-20      | 3.5000%  |  | $8204430.74        | $7575443.53        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3312 M     | 2045-12-20      | 4.5000%  |  | $43476.07          | $42321.17          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 581589 X     | 2032-10-15      | 6.0000%  |  | $101841.88         | $104431.72         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 579853       | 2044-02-15      | 5.7500%  |  | $1716876.94        | $1721273.29        | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 580587       | 2033-07-15      | 4.6250%  |  | $86660.33          | $86685.48          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 579090 X     | 2031-12-15      | 6.0000%  |  | $132364.54         | $134991.71         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 579077 X     | 2031-12-15      | 6.0000%  |  | $56335.88          | $57801.62          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 713606 X     | 2039-07-15      | 5.0000%  |  | $282173.32         | $285287.29         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 713472 X     | 2039-06-15      | 4.5000%  |  | $182885.81         | $179055.63         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 713743 X     | 2039-08-15      | 4.5000%  |  | $210370.67         | $205964.67         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 711816 X     | 2028-10-15      | 4.5000%  |  | $98148.13          | $98264.24          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 710854 X     | 2039-09-15      | 5.0000%  |  | $399612.62         | $408368.80         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 710485 X     | 2039-10-15      | 4.5000%  |  | $217161.99         | $218221.09         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 710994 X     | 2039-11-15      | 5.0000%  |  | $84784.02          | $85300.07          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 704628 X     | 2039-07-15      | 5.0000%  |  | $306714.94         | $310100.05         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 704506 X     | 2039-05-15      | 5.0000%  |  | $69908.99          | $70680.56          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9846 M     | 2054-08-20      | 3.0000%  |  | $7605390.77        | $6678871.64        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7918 M     | 2037-08-20      | 6.5000%  |  | $62818.31          | $65106.07          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7917 M     | 2037-12-20      | 6.0000%  |  | $52258.09          | $53328.60          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7886 M     | 2052-02-20      | 5.0000%  |  | $55893.00          | $55127.64          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7861 M     | 2037-11-20      | 6.5000%  |  | $184220.67         | $191096.09         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7857 M     | 2037-12-20      | 4.5000%  |  | $49041.15          | $48908.74          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7507 M     | 2036-08-20      | 2.0000%  |  | $234124.33         | $215486.79         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8070 M     | 2037-06-20      | 1.5000%  |  | $135889.99         | $121337.67         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7023 M     | 2035-12-20      | 2.0000%  |  | $808194.25         | $743898.09         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6827 M     | 2038-12-20      | 6.5000%  |  | $537634.41         | $566254.12         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6686 M     | 2035-06-20      | 4.0000%  |  | $69151.63          | $67258.90          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1678 M     | 2044-02-20      | 4.0000%  |  | $312040.98         | $295856.45         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1676 M     | 2044-02-20      | 3.0000%  |  | $60175.79          | $54191.31          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0698 M     | 2043-01-20      | 3.0000%  |  | $1249963.97        | $1130279.93        | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA0667 M     | 2042-12-20      | 2.5000%  |  | $293993.25         | $247117.00         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0601 M     | 2027-12-20      | 2.5000%  |  | $81085.67          | $79581.56          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0534 M     | 2042-11-20      | 3.5000%  |  | $460855.93         | $427764.47         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0533 M     | 2042-11-20      | 3.0000%  |  | $124580.39         | $112806.17         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0463 M     | 2042-10-20      | 4.0000%  |  | $260190.32         | $247556.34         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0462 M     | 2042-10-20      | 3.5000%  |  | $1758782.55        | $1632671.98        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0317 M     | 2042-08-20      | 3.0000%  |  | $57351.12          | $52131.42          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0155 M     | 2042-06-20      | 4.0000%  |  | $43171.13          | $41075.10          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0154 M     | 2042-06-20      | 3.5000%  |  | $100063.82         | $92930.93          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0088 M     | 2042-05-20      | 3.5000%  |  | $2249814.22        | $2089912.43        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0023 M     | 2042-04-20      | 4.0000%  |  | $291567.73         | $277412.22         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9358 M     | 2053-12-20      | 3.5000%  |  | $7142493.37        | $6460504.30        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 704099 X     | 2038-12-15      | 6.5000%  |  | $66224.62          | $69537.55          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 702991 X     | 2039-03-15      | 5.0000%  |  | $368958.68         | $378473.63         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 701659 X     | 2039-02-15      | 5.0000%  |  | $979536.24         | $986013.59         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 701603 X     | 2039-02-15      | 5.0000%  |  | $75973.62          | $76812.04          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 701087 X     | 2038-11-15      | 5.0000%  |  | $114717.45         | $115475.92         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 698342 X     | 2039-05-15      | 5.0000%  |  | $351896.15         | $353487.66         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 698368 X     | 2039-07-15      | 5.0000%  |  | $675118.30         | $676594.55         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 698330 X     | 2039-05-15      | 5.0000%  |  | $144229.44         | $145821.25         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 698386 X     | 2039-07-15      | 4.5000%  |  | $123296.63         | $120714.43         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 697577 X     | 2038-11-15      | 5.5000%  |  | $98968.77          | $103235.35         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 685380 X     | 2038-11-15      | 5.5000%  |  | $38471.42          | $39638.96          | Agency Mortgage-Backed Securities   |
| GNMA GNII BD 682826 C     | 2037-12-20      | 5.0000%  |  | $37762.44          | $37270.28          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3311 M     | 2045-12-20      | 4.0000%  |  | $4826089.21        | $4551597.34        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3250 M     | 2039-07-20      | 6.5000%  |  | $157673.43         | $166989.67         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AC3740 X     | 2042-12-15      | 3.5000%  |  | $1434874.68        | $1321844.82        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AC1740 X     | 2043-06-15      | 3.0000%  |  | $155235.49         | $139699.52         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB9376 X     | 2042-10-15      | 3.5000%  |  | $62033.42          | $57472.33          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB9207 X     | 2042-11-15      | 3.0000%  |  | $44653.54          | $39661.98          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB9170 X     | 2042-11-15      | 3.0000%  |  | $790284.22         | $711232.09         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB9110 X     | 2042-10-15      | 3.0000%  |  | $188862.06         | $169964.52         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AB9891 C     | 2043-04-20      | 3.5000%  |  | $132285.26         | $118639.60         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB6663 X     | 2042-12-15      | 4.0000%  |  | $261763.90         | $248198.33         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB1610 X     | 2042-09-15      | 4.0000%  |  | $116668.09         | $110622.97         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB1435 X     | 2042-08-15      | 4.0000%  |  | $169189.12         | $160423.66         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB0632 X     | 2042-11-15      | 3.0000%  |  | $184121.32         | $165009.53         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA8273 X     | 2042-07-15      | 3.5000%  |  | $192757.07         | $178404.70         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA6407 X     | 2043-05-15      | 3.0000%  |  | $257410.14         | $231648.02         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA6091 X     | 2043-02-15      | 3.0000%  |  | $73357.25          | $66015.66          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AA5927 C     | 2042-12-20      | 3.0000%  |  | $1096681.24        | $972043.42         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5821 X     | 2042-11-15      | 3.0000%  |  | $271479.36         | $244314.04         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5819 X     | 2042-11-15      | 3.0000%  |  | $2568519.00        | $2311513.00        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5844 X     | 2042-11-15      | 3.0000%  |  | $166882.36         | $149559.97         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5734 X     | 2042-10-15      | 3.5000%  |  | $328910.73         | $304210.74         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3110 M     | 2039-08-20      | 6.0000%  |  | $70501.63          | $72717.99          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3038 M     | 2045-08-20      | 5.5000%  |  | $122986.13         | $126350.82         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3035 M     | 2045-08-20      | 4.0000%  |  | $21964113.37       | $20680296.29       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2893 M     | 2045-06-20      | 4.0000%  |  | $12446608.81       | $11765198.46       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2798 M     | 2030-05-20      | 3.5000%  |  | $410975.25         | $405662.43         | Agency Mortgage-Backed Securities   |
| GNMA GNII BD 676561 C     | 2037-11-20      | 5.0000%  |  | $85162.66          | $84549.80          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 676515 X     | 2038-02-15      | 5.5000%  |  | $40011.38          | $41736.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 676897 X     | 2038-03-15      | 5.0000%  |  | $176046.52         | $177880.16         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 675181 X     | 2038-03-15      | 5.0000%  |  | $40514.69          | $40961.72          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 670030 X     | 2045-07-15      | 3.0000%  |  | $103336.40         | $91457.78          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 670008 X     | 2045-05-15      | 3.0000%  |  | $475550.93         | $420886.35         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 670007 X     | 2045-05-15      | 3.0000%  |  | $59822.39          | $52947.01          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 668415 X     | 2037-04-15      | 6.0000%  |  | $48617.61          | $50374.51          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 657123 X     | 2037-02-15      | 6.5000%  |  | $150537.52         | $156858.69         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 644673 X     | 2035-10-15      | 5.0000%  |  | $50503.85          | $50608.08          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 638926       | 2040-03-15      | 5.3200%  |  | $314647.43         | $315197.85         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 633104       | 2034-12-15      | 5.5500%  |  | $160439.15         | $160802.71         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 631032 X     | 2034-11-15      | 6.5000%  |  | $43159.87          | $45286.26          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 630620       | 2031-08-15      | 5.8600%  |  | $87236.84          | $87481.23          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 626978 X     | 2040-03-15      | 3.5000%  |  | $169453.74         | $157367.74         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 626922 C     | 2045-03-20      | 3.0000%  |  | $259780.32         | $229189.63         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 622094 X     | 2033-09-15      | 4.5000%  |  | $99084.97          | $98107.01          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004746 M     | 2040-07-20      | 4.5000%  |  | $1518793.05        | $1500932.04        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004715 M     | 2040-06-20      | 5.0000%  |  | $648101.82         | $656243.06         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004559 M     | 2039-10-20      | 5.0000%  |  | $106987.45         | $108462.46         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004558 M     | 2039-10-20      | 4.5000%  |  | $41202.00          | $40717.67          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 005343 M     | 2027-03-20      | 3.0000%  |  | $54955.90          | $54425.96          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005280 M     | 2042-01-20      | 4.0000%  |  | $236733.70         | $224073.74         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004344 M     | 2039-01-20      | 6.0000%  |  | $40420.26          | $42514.03          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004364 M     | 2039-02-20      | 6.0000%  |  | $56762.00          | $57394.04          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004291 M     | 2038-11-20      | 6.0000%  |  | $49526.88          | $52092.27          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2827 M     | 2045-05-20      | 4.0000%  |  | $143194.17         | $135355.48         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2523 M     | 2045-01-20      | 4.5000%  |  | $4417425.70        | $4302815.59        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2522 M     | 2045-01-20      | 4.0000%  |  | $670581.52         | $633876.13         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2449 M     | 2044-12-20      | 5.5000%  |  | $173527.79         | $178270.02         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2446 M     | 2044-12-20      | 4.0000%  |  | $44513.20          | $42075.81          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2374 M     | 2044-11-20      | 5.0000%  |  | $45342.10          | $45633.04          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2307 M     | 2044-10-20      | 5.5000%  |  | $246350.49         | $253089.24         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2224 M     | 2044-09-20      | 4.0000%  |  | $170847.03         | $161563.26         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2223 M     | 2044-09-20      | 3.5000%  |  | $30376537.26       | $28081792.40       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2149 M     | 2044-08-20      | 4.0000%  |  | $1627362.82        | $1539602.94        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2147 M     | 2044-08-20      | 3.0000%  |  | $52368.74          | $47117.20          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1997 M     | 2044-06-20      | 4.5000%  |  | $122490.97         | $119576.91         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1995 M     | 2044-06-20      | 3.5000%  |  | $108101.15         | $99446.21          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5085 X     | 2042-07-15      | 3.5000%  |  | $249053.71         | $230352.93         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA4533 X     | 2042-11-15      | 3.0000%  |  | $86256.17          | $77625.03          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA0360 X     | 2042-05-15      | 3.0000%  |  | $167960.99         | $151151.62         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA0107 X     | 2042-04-15      | 3.0000%  |  | $241264.87         | $217132.60         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA0015 X     | 2042-04-15      | 3.0000%  |  | $169421.75         | $152478.72         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 799862 X     | 2042-04-15      | 3.2500%  |  | $100525.64         | $91915.35          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 796727 C     | 2038-12-20      | 6.5000%  |  | $73055.75          | $76794.50          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 796149 X     | 2042-02-15      | 3.5000%  |  | $120705.38         | $111980.27         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 796091 X     | 2042-01-15      | 3.0000%  |  | $151922.58         | $136727.14         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 796050 X     | 2042-01-15      | 3.0000%  |  | $119828.62         | $107838.45         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 792833 X     | 2042-01-15      | 3.7500%  |  | $589530.23         | $540770.18         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 792488 X     | 2041-12-15      | 4.2500%  |  | $148844.25         | $143056.39         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 792487 X     | 2041-12-15      | 3.7500%  |  | $215969.18         | $202264.21         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004284 M     | 2038-11-20      | 5.5000%  |  | $46333.55          | $46620.97          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004245 M     | 2038-09-20      | 6.0000%  |  | $49768.41          | $52939.55          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004215 M     | 2038-08-20      | 5.5000%  |  | $81405.75          | $82035.94          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004164 M     | 2038-06-20      | 6.0000%  |  | $62769.00          | $63871.04          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004113 M     | 2038-04-20      | 5.0000%  |  | $136059.20         | $137056.88         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004040 M     | 2037-10-20      | 6.5000%  |  | $150914.56         | $163699.39         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003773 M     | 2035-07-20      | 5.4500%  |  | $127137.93         | $132821.21         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003723 M     | 2035-06-20      | 5.0000%  |  | $67554.62          | $67861.09          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004469 M     | 2039-06-20      | 5.0000%  |  | $295405.29         | $298387.91         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003442 M     | 2033-09-20      | 5.0000%  |  | $144784.28         | $147502.84         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 622027       | 2034-11-15      | 5.7300%  |  | $256768.38         | $257427.51         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 620563 X     | 2033-09-15      | 5.0000%  |  | $257159.53         | $258871.35         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 619880       | 2032-12-15      | 5.1500%  |  | $104668.05         | $104820.94         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 617861 X     | 2037-09-15      | 4.5000%  |  | $123823.86         | $121231.86         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 617262 X     | 2036-10-15      | 6.5000%  |  | $36000.20          | $37917.42          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 616552 C     | 2034-08-20      | 6.5000%  |  | $68967.65          | $71546.26          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 615412 X     | 2033-08-15      | 5.5000%  |  | $63414.42          | $64178.14          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 615278 X     | 2033-07-15      | 5.0000%  |  | $83571.61          | $83968.30          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783393 M     | 2041-02-20      | 6.5000%  |  | $39423.12          | $42449.90          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783376 X     | 2041-06-15      | 5.0000%  |  | $45148.74          | $45451.45          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783368 M     | 2041-07-20      | 4.5000%  |  | $587336.78         | $580427.35         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783320 X     | 2041-03-15      | 4.5000%  |  | $4252302.16        | $4073258.97        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783262 X     | 2041-03-15      | 4.5000%  |  | $202135.83         | $197372.50         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783201 X     | 2040-08-15      | 5.5000%  |  | $58246.32          | $60169.75          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782831 X     | 2039-12-15      | 6.0000%  |  | $260665.86         | $274958.17         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782818 X     | 2039-11-15      | 4.5000%  |  | $115994.21         | $113564.95         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 792628 X     | 2042-01-15      | 3.7500%  |  | $160103.14         | $149944.28         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779974 X     | 2041-10-15      | 3.0000%  |  | $138253.78         | $124443.47         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779874 X     | 2041-10-15      | 3.0000%  |  | $188334.55         | $169489.60         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779761 X     | 2041-11-15      | 3.0000%  |  | $77379.87          | $69637.78          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779396 X     | 2042-06-15      | 3.5000%  |  | $51316.08          | $47606.73          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7740 M     | 2036-12-20      | 3.5000%  |  | $95502.21          | $91528.14          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM2784 X     | 2045-04-15      | 3.5000%  |  | $181989.24         | $168317.06         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3174 M     | 2045-10-20      | 4.0000%  |  | $2747781.41        | $2604960.89        | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CF4628 C     | 2039-02-20      | 6.0000%  |  | $742975.46         | $775186.42         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6448 M     | 2035-02-20      | 4.0000%  |  | $80510.61          | $78329.69          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CT8012 C     | 2038-12-20      | 6.5000%  |  | $375818.20         | $398234.50         | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784330 C     | 2041-02-20      | 4.0000%  |  | $327238.32         | $309990.35         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2924 M     | 2030-03-20      | 2.0000%  |  | $56370.55          | $53433.17          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784443 X     | 2042-03-15      | 4.5000%  |  | $89523.00          | $87249.11          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4004 M     | 2046-10-20      | 3.5000%  |  | $13750260.43       | $12660506.46       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3498 M     | 2031-03-20      | 4.0000%  |  | $52421.72          | $51771.24          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8127 M     | 2037-07-20      | 4.5000%  |  | $3018759.43        | $2990250.26        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4006 M     | 2046-10-20      | 4.5000%  |  | $41536.98          | $40536.77          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7342 M     | 2036-05-20      | 3.5000%  |  | $512287.61         | $501048.36         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AJ0683 X     | 2045-02-15      | 3.0000%  |  | $328681.76         | $290895.52         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4070 M     | 2046-11-20      | 4.0000%  |  | $72925.02          | $68685.84          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CE9079 C     | 2039-01-20      | 6.0000%  |  | $763404.27         | $787783.59         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  |  | $14997207.03       | $13347364.28       | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AN5753 X     | 2045-07-15      | 3.0000%  |  | $74129.30          | $65607.02          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 785275 X     | 2043-03-15      | 3.0000%  |  | $286279.38         | $257639.13         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 792344 X     | 2041-11-15      | 4.2500%  |  | $230899.51         | $221921.83         | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783590 M     | 2041-06-20      | 4.5000%  |  | $878054.53         | $867725.98         | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783576 M     | 2041-12-20      | 4.5000%  |  | $1933969.69        | $1911342.25        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782565 X     | 2039-02-15      | 5.0000%  |  | $433732.63         | $432134.18         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782562 X     | 2039-02-15      | 5.0000%  |  | $515841.32         | $520696.76         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003248 M     | 2032-06-20      | 5.5000%  |  | $80047.52          | $82523.49          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003228 M     | 2032-04-20      | 6.5000%  |  | $192861.61         | $202713.49         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003185 M     | 2032-01-20      | 5.5000%  |  | $60482.01          | $62271.21          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003133 M     | 2031-09-20      | 6.5000%  |  | $133092.38         | $139734.58         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003565 M     | 2034-05-20      | 3.5000%  |  | $61170.48          | $57106.78          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003515 M     | 2034-02-20      | 5.5000%  |  | $36947.62          | $37761.70          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 593515       | 2033-04-15      | 5.2500%  |  | $94220.31          | $94377.28          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 592751 X     | 2033-05-15      | 5.5000%  |  | $51466.84          | $53185.28          | Agency Mortgage-Backed Securities   |
| GNMA GNMI MH 589693 X     | 2029-07-15      | 4.5000%  |  | $152667.62         | $152488.85         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 589277       | 2033-05-15      | 5.7200%  |  | $521510.38         | $522840.06         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 588515       | 2033-05-15      | 5.2750%  |  | $101887.74         | $102062.77         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 588459       | 2032-10-15      | 5.7500%  |  | $173732.83         | $174184.49         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 586428       | 2033-07-15      | 4.4500%  |  | $391438.67         | $391405.52         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD7257 X     | 2043-03-15      | 3.5000%  |  | $40815.97          | $37751.37          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD7015 X     | 2043-05-15      | 3.5000%  |  | $47293.69          | $43860.67          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD2414 X     | 2043-05-15      | 3.5000%  |  | $50911.95          | $47088.80          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004770 M     | 2040-08-20      | 4.0000%  |  | $159088.74         | $151368.70         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD2334 X     | 2043-04-15      | 3.5000%  |  | $66398.77          | $61413.33          | Agency Mortgage-Backed Securities   |

### Security 194: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2023-089 B  | 2053-06-20      | 7.0000%  |  | $918869.51         | $983426.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-066 DF | 2053-05-20      | 5.1980%  |  | $252881.48         | $252022.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-152 FB | 2052-09-20      | 5.0000%  |  | $1260061.38        | $1225550.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-054 LQ | 2053-04-20      | 5.0000%  |  | $40614.54          | $38750.08          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-042 PA | 2053-03-20      | 6.0000%  |  | $362102.58         | $371598.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA | 2052-02-20      | 3.0000%  |  | $39.70             | $33.78             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 CG | 2052-03-20      | 5.0000%  |  | $125591.14         | $124862.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 DU | 2055-07-20      | 5.0000%  |  | $489084.00         | $483464.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FE | 2055-07-20      | 5.8346%  |  | $4644584.27        | $4818727.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 HY | 2052-03-20      | 5.5000%  |  | $3587.89           | $3636.79           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF | 2055-06-20      | 5.7480%  |  | $2700156.21        | $2707596.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-104 FG | 2055-06-20      | 5.6980%  |  | $9084118.26        | $9103740.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FT | 2055-05-20      | 5.7480%  |  | $2687071.16        | $2695195.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FC | 2055-05-20      | 6.0000%  |  | $5370964.73        | $5400877.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-084 NC | 2055-02-20      | 5.0000%  |  | $1791149.25        | $1786326.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-097 EM | 2054-05-20      | 5.0000%  |  | $153709.78         | $148211.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-100 FL | 2055-06-20      | 5.4980%  |  | $1911797.54        | $1915817.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-062 ML | 2055-03-20      | 5.0000%  |  | $537452.49         | $500331.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FG | 2055-04-20      | 5.6580%  |  | $5360821.30        | $5349187.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FC | 2055-04-20      | 5.1480%  |  | $5033889.63        | $5031725.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FX | 2055-04-20      | 5.7180%  |  | $3152770.47        | $3168906.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 BL | 2055-03-20      | 5.0000%  |  | $735853.51         | $691000.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 AY | 2055-03-20      | 5.0000%  |  | $780627.73         | $738700.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-089 C  | 2053-06-20      | 7.0000%  |  | $4139775.34        | $4388668.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET | 2055-03-20      | 4.5000%  |  | $3668482.20        | $3505682.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 CL | 2055-03-20      | 5.0000%  |  | $116533.19         | $111148.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 B  | 2055-03-20      | 5.5000%  |  | $148429.22         | $152030.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 YA | 2055-03-20      | 5.0000%  |  | $74433.41          | $68187.23          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 PL | 2055-03-20      | 4.5000%  |  | $179852.81         | $153937.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-039 YF | 2055-03-20      | 5.4980%  |  | $2136966.21        | $2132448.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-030 CT | 2055-02-20      | 5.0000%  |  | $43049.06          | $42403.87          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-030 FB | 2055-02-20      | 5.9980%  |  | $4699361.01        | $4724158.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-028 KF | 2055-02-20      | 5.5980%  |  | $1913589.36        | $1913844.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-002 YF | 2055-01-20      | 5.5980%  |  | $2123801.69        | $2127948.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-007 ML | 2055-01-20      | 5.5000%  |  | $169743.84         | $167788.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-006 FD | 2055-01-20      | 5.7680%  |  | $1864542.53        | $1870327.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FB | 2052-02-20      | 3.0000%  |  | $124.13            | $105.93            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 EL | 2055-03-20      | 5.0000%  |  | $532593.03         | $501988.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-084 DT | 2054-05-20      | 4.5000%  |  | $250760.28         | $247067.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-030 CL | 2055-02-20      | 5.0000%  |  | $252687.30         | $242011.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-020 FB | 2054-02-20      | 5.5280%  |  | $1119718.28        | $1122717.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-007 BL | 2055-01-20      | 5.5000%  |  | $116223.08         | $116609.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-097 FE | 2055-06-20      | 5.4480%  |  | $2622341.74        | $2626693.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FD | 2055-07-20      | 5.8256%  |  | $103230303.19      | $107105264.61      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FA | 2055-04-20      | 5.3480%  |  | $3215922.23        | $3212578.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-097 GU | 2055-06-20      | 5.2500%  |  | $657386.45         | $641187.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-149 QF | 2053-10-20      | 5.8980%  |  | $1004493.73        | $1017192.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-097 ED | 2054-05-20      | 5.0000%  |  | $886876.62         | $886127.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-007 AT | 2055-01-20      | 5.5000%  |  | $9880.28           | $9952.45           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-081 BP | 2055-05-20      | 5.0000%  |  | $2726112.07        | $2725170.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB | 2054-11-20      | 5.4980%  |  | $279552.44         | $279104.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-142 WG | 2054-09-20      | 4.0000%  |  | $89638.63          | $81033.98          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-144 FB | 2054-09-20      | 5.5280%  |  | $4886140.32        | $4885241.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-173 B  | 2053-06-20      | 5.5000%  |  | $237186.39         | $242080.58         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-109 LT | 2054-07-20      | 4.5000%  |  | $490517.49         | $480716.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-096 CL | 2054-06-20      | 5.0000%  |  | $81000.11          | $75820.12          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-084 FL | 2054-05-20      | 5.0480%  |  | $486874.00         | $485792.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FM | 2054-04-20      | 5.4480%  |  | $2366716.24        | $2375058.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FC | 2054-04-20      | 5.4480%  |  | $2296987.86        | $2293197.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-044 F  | 2054-03-20      | 5.1480%  |  | $74019.97          | $73874.45          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF | 2054-02-20      | 5.3480%  |  | $965785.35         | $970774.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 DF | 2053-09-20      | 5.6980%  |  | $913079.60         | $920699.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-147 FJ | 2053-10-20      | 5.8980%  |  | $644376.13         | $649040.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FD | 2054-04-20      | 5.4980%  |  | $2058310.78        | $2056427.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-062 MP | 2055-03-20      | 5.0000%  |  | $1011083.91        | $1011116.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-099 FE | 2055-06-20      | 5.4480%  |  | $3858124.62        | $3856302.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FH | 2054-04-20      | 5.3980%  |  | $2339686.92        | $2344643.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-062 AT | 2055-04-20      | 4.0000%  |  | $2399323.48        | $2297257.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-148 FH | 2054-09-20      | 5.3780%  |  | $2480535.73        | $2465340.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 JH | 2055-01-20      | 4.5000%  |  | $134287.84         | $128959.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-081 CT | 2055-05-20      | 7.5000%  |  | $1164350.70        | $1258046.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-084 DA | 2053-04-20      | 4.5000%  |  | $14606.82          | $14517.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-172 FD | 2052-10-20      | 5.4480%  |  | $705394.18         | $696072.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 PA | 2053-04-20      | 4.5000%  |  | $801276.65         | $786158.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-088 FC | 2052-06-20      | 4.5000%  |  | $4530523.04        | $4286934.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-187 FD | 2054-11-20      | 5.3980%  |  | $2233666.33        | $2232887.64        | Agency Collateralized Mortgage Obligation |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $9232.43           | $9564.21           | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  |  | $17648.65          | $17648.17          | U.S. Treasuries (including strips)        |

### Security 195: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $1834544000.00
- **C.18.a - Value (excl. sponsor support):** $1834544000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $8405.70           | $5851.31           | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $1239.84           | $882.03            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $21.01             | $16.50             | U.S. Treasuries (including strips) |
| USTR 6 BOND 26        | 2026-02-15      | 6.0000%  |  | $52745.77          | $54665.91          | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  |  | $16670184.01       | $14242888.53       | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  |  | $2202041.20        | $1925702.64        | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  |  | $2097348.21        | $1846006.19        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  |  | $111606.68         | $102200.69         | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27    | 2027-02-15      | 0.0000%  |  | $4772945.52        | $4501088.09        | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  |  | $141320.83         | $134712.39         | U.S. Treasuries (including strips) |
| USTR 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  |  | $1428947.97        | $1370712.62        | U.S. Treasuries (including strips) |
| USTR 6 TPRN 26        | 2026-02-15      | 0.0000%  |  | $9263795.76        | $9056101.46        | U.S. Treasuries (including strips) |
| USTR BILL 11/04/25    | 2025-11-04      | 0.0000%  |  | $21266.42          | $21026.32          | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26    | 2026-01-29      | 0.0000%  |  | $22275.10          | $21809.75          | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26    | 2026-01-29      | 0.0000%  |  | $84.06             | $82.30             | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26    | 2026-01-15      | 0.0000%  |  | $861.58            | $844.93            | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26    | 2026-07-09      | 0.0000%  |  | $66875958.43       | $64346709.68       | U.S. Treasuries (including strips) |
| USTR BILL 10/28/25    | 2025-10-28      | 0.0000%  |  | $95257.59          | $94258.34          | U.S. Treasuries (including strips) |
| USTR BILL 10/21/25    | 2025-10-21      | 0.0000%  |  | $2038.38           | $2018.75           | U.S. Treasuries (including strips) |
| USTR BILL 10/07/25    | 2025-10-07      | 0.0000%  |  | $992839.24         | $984869.72         | U.S. Treasuries (including strips) |
| USTR BILL 12/18/25    | 2025-12-18      | 0.0000%  |  | $15016551.69       | $14772382.56       | U.S. Treasuries (including strips) |
| USTR BILL 12/11/25    | 2025-12-11      | 0.0000%  |  | $21371.49          | $21041.09          | U.S. Treasuries (including strips) |
| USTR BILL 09/23/25    | 2025-09-23      | 0.0000%  |  | $255701.39         | $254067.46         | U.S. Treasuries (including strips) |
| USTR BILL 09/16/25    | 2025-09-16      | 0.0000%  |  | $21140.34          | $21022.79          | U.S. Treasuries (including strips) |
| USTR BILL 12/04/25    | 2025-12-04      | 0.0000%  |  | $21.01             | $20.71             | U.S. Treasuries (including strips) |
| USTR BILL 12/04/25    | 2025-12-04      | 0.0000%  |  | $448296.99         | $441756.34         | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25    | 2025-11-13      | 0.0000%  |  | $37258.26          | $36801.85          | U.S. Treasuries (including strips) |
| USTR 1 1/4 TPRN E 31  | 2031-08-15      | 0.0000%  |  | $8825.98           | $6905.19           | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26    | 2026-01-22      | 0.0000%  |  | $20550885.51       | $20137812.71       | U.S. Treasuries (including strips) |
| USTR BILL 09/11/25    | 2025-09-11      | 0.0000%  |  | $21434.53          | $21327.58          | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 4.4679%  |  | $3656.48           | $3659.48           | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $2872395.76        | $2776864.19        | U.S. Treasuries (including strips) |
| USTR 2 5/8 TPRN B 29  | 2029-02-15      | 0.0000%  |  | $14709.97          | $12823.44          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/34    | 2034-02-15      | 0.0000%  |  | $8863157.43        | $6070208.12        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/31    | 2031-08-15      | 0.0000%  |  | $825696.96         | $641182.59         | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26    | 2026-05-14      | 0.0000%  |  | $22254.09          | $21538.84          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 28  | 2028-05-15      | 0.0000%  |  | $17925.16          | $16085.59          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/26    | 2026-02-15      | 0.0000%  |  | $9144262.50        | $8942384.62        | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  |  | $17021.54          | $16646.95          | U.S. Treasuries (including strips) |
| USTR 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  |  | $6325.29           | $5066.20           | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30    | 2030-02-15      | 0.0000%  |  | $8691588.25        | $7234069.74        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/31    | 2031-02-15      | 0.0000%  |  | $4258680.57        | $3385408.30        | U.S. Treasuries (including strips) |
| USTR BILL 10/09/25    | 2025-10-09      | 0.0000%  |  | $21203.38          | $21028.45          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  |  | $35934.37          | $29420.98          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  |  | $258895.56         | $214356.98         | U.S. Treasuries (including strips) |
| USTR BILL 09/02/25    | 2025-09-02      | 0.0000%  |  | $116292.86         | $115839.32         | U.S. Treasuries (including strips) |
| USTR BILL 08/26/25    | 2025-08-26      | 0.0000%  |  | $798.54            | $796.08            | U.S. Treasuries (including strips) |
| USTR BILL 08/19/25    | 2025-08-19      | 0.0000%  |  | $16804086.81       | $16766277.62       | U.S. Treasuries (including strips) |
| USTR BILL 08/05/25    | 2025-08-05      | 0.0000%  |  | $78005630.44       | $77959607.11       | U.S. Treasuries (including strips) |
| USTR BILL 10/23/25    | 2025-10-23      | 0.0000%  |  | $21.01             | $20.81             | U.S. Treasuries (including strips) |
| USTR BILL 10/16/25    | 2025-10-16      | 0.0000%  |  | $21623.66          | $21427.97          | U.S. Treasuries (including strips) |
| USTR BILL 09/25/25    | 2025-09-25      | 0.0000%  |  | $189.13            | $187.87            | U.S. Treasuries (including strips) |
| USTR BILL 09/18/25    | 2025-09-18      | 0.0000%  |  | $1244085.61        | $1236857.47        | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26    | 2026-03-19      | 0.0000%  |  | $43289.35          | $42162.10          | U.S. Treasuries (including strips) |
| USTR BILL 08/28/25    | 2025-08-28      | 0.0000%  |  | $128559884.16      | $128133065.34      | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26    | 2026-02-19      | 0.0000%  |  | $105.07            | $102.67            | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25    | 2025-11-28      | 0.0000%  |  | $22139751.91       | $21828887.66       | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25    | 2025-10-30      | 0.0000%  |  | $117011040.91      | $115756682.56      | U.S. Treasuries (including strips) |
| USTR BILL 10/02/25    | 2025-10-02      | 0.0000%  |  | $21392.51          | $21233.88          | U.S. Treasuries (including strips) |
| USTR BILL 10/02/25    | 2025-10-02      | 0.0000%  |  | $5295.59           | $5256.32           | U.S. Treasuries (including strips) |
| USTR BILL 09/04/25    | 2025-09-04      | 0.0000%  |  | $21413.52          | $21324.87          | U.S. Treasuries (including strips) |
| USTR BILL 08/07/25    | 2025-08-07      | 0.0000%  |  | $4290500.38        | $4286939.26        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/30    | 2030-08-15      | 0.0000%  |  | $4973303.58        | $4048124.88        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29    | 2029-11-15      | 0.0000%  |  | $10998336.53       | $9253516.43        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/29    | 2029-08-15      | 0.0000%  |  | $6301904.30        | $5359769.60        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29    | 2029-02-15      | 0.0000%  |  | $40992966.58       | $35609114.32       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/35    | 2035-05-15      | 0.0000%  |  | $8145326.61        | $5217594.85        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28    | 2028-11-15      | 0.0000%  |  | $6388415.97        | $5608313.72        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28    | 2028-08-15      | 0.0000%  |  | $64903202.24       | $57558366.45       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/27    | 2027-11-15      | 0.0000%  |  | $2563363.93        | $2340241.04        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/27    | 2027-08-15      | 0.0000%  |  | $18104487.46       | $16681999.78       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/27    | 2027-05-15      | 0.0000%  |  | $19106996.90       | $17788098.23       | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  |  | $1339027.99        | $1236056.74        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $21.01             | $20.41             | U.S. Treasuries (including strips) |
| USTR 6 7/8 TPRN 25    | 2025-08-15      | 0.0000%  |  | $17715.01          | $17685.61          | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/25 | 2025-10-31      | 4.4559%  |  | $20324919.28       | $20331220.01       | U.S. Treasuries (including strips) |
| USTR BILL 08/14/25    | 2025-08-14      | 0.0000%  |  | $21098.31          | $21063.41          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28    | 2028-05-15      | 0.0000%  |  | $23145234.90       | $20732274.73       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/34    | 2034-05-15      | 0.0000%  |  | $4683615.00        | $3168044.02        | U.S. Treasuries (including strips) |
| USTR 2 TPRN E 25      | 2025-08-15      | 0.0000%  |  | $1108606.74        | $1106620.12        | U.S. Treasuries (including strips) |
| USTR BILL 10/14/25    | 2025-10-14      | 0.0000%  |  | $4488097.37        | $4448467.47        | U.S. Treasuries (including strips) |
| USTR BILL 08/21/25    | 2025-08-21      | 0.0000%  |  | $11034561.51       | $11007085.45       | U.S. Treasuries (including strips) |
| USTR BILL 08/12/25    | 2025-08-12      | 0.0000%  |  | $42259.66          | $42199.65          | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  |  | $1129452.88        | $1043117.50        | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26    | 2026-04-16      | 0.0000%  |  | $945010.81         | $917586.60         | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26    | 2026-07-09      | 0.0000%  |  | $37258.26          | $35849.16          | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26    | 2026-01-08      | 0.0000%  |  | $42.03             | $41.25             | U.S. Treasuries (including strips) |
| USTR TINT 05/15/32    | 2032-05-15      | 0.0000%  |  | $13151748.81       | $9851448.96        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/32    | 2032-11-15      | 0.0000%  |  | $7044717.05        | $5148518.74        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28    | 2028-02-15      | 0.0000%  |  | $35850437.99       | $32421917.20       | U.S. Treasuries (including strips) |
| USTR 5 NOTE BG 25     | 2025-08-31      | 5.0000%  |  | $8573.81           | $8753.68           | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  |  | $2140805.68        | $1906584.41        | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN F 34  | 2034-11-15      | 0.0000%  |  | $857171.25         | $571119.49         | U.S. Treasuries (including strips) |
| USTR 4 TPRN B 34      | 2034-02-15      | 0.0000%  |  | $691999.24         | $480549.19         | U.S. Treasuries (including strips) |
| USTR 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  |  | $1315344.93        | $1089325.27        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29    | 2029-05-15      | 0.0000%  |  | $36842277.48       | $31682369.15       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30    | 2030-05-15      | 0.0000%  |  | $12397372.80       | $10203794.05       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/26    | 2026-05-15      | 0.0000%  |  | $2483515.25        | $2404494.76        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $21.01             | $14.39             | U.S. Treasuries (including strips) |
| USTR TINT 11/15/26    | 2026-11-15      | 0.0000%  |  | $5966601.78        | $5664214.40        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/26    | 2026-08-15      | 0.0000%  |  | $5907447.89        | $5662938.63        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/25    | 2025-11-15      | 0.0000%  |  | $15319315.24       | $15130887.67       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/25    | 2025-08-15      | 0.0000%  |  | $979707.01         | $978039.55         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/34    | 2034-11-15      | 0.0000%  |  | $6230209.82        | $4100998.23        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/33    | 2033-11-15      | 0.0000%  |  | $3629389.56        | $2519881.54        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/33    | 2033-05-15      | 0.0000%  |  | $404295.46         | $288112.27         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/31    | 2031-11-15      | 0.0000%  |  | $11296526.46       | $8664209.87        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27    | 2027-02-15      | 0.0000%  |  | $10506474.37       | $9882883.60        | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 4.4359%  |  | $14827570.54       | $14834272.60       | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 25  | 2025-11-15      | 0.0000%  |  | $6924216.29        | $6837497.41        | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26    | 2026-06-11      | 0.0000%  |  | $4772357.12        | $4605420.07        | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 34  | 2034-08-15      | 0.0000%  |  | $88049.71          | $59633.25          | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 4.4449%  |  | $10133638.60       | $10133111.65       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/31    | 2031-05-15      | 0.0000%  |  | $6577287.57        | $5167077.65        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30    | 2030-11-15      | 0.0000%  |  | $4707138.31        | $3787711.81        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/35    | 2035-02-15      | 0.0000%  |  | $11341785.85       | $7366489.91        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/34    | 2034-08-15      | 0.0000%  |  | $2474550.61        | $1651039.96        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/33    | 2033-08-15      | 0.0000%  |  | $3080859.37        | $2167575.58        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/33    | 2033-02-15      | 0.0000%  |  | $8335497.37        | $6014553.15        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/32    | 2032-08-15      | 0.0000%  |  | $23958406.41       | $17731329.08       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/32    | 2032-02-15      | 0.0000%  |  | $5555208.74        | $4208903.90        | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 4.4459%  |  | $52970808.38       | $52945912.10       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 4.4909%  |  | $818063.73         | $818636.37         | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26 | 2026-01-31      | 4.5309%  |  | $14707179.90       | $14720857.58       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $21280353.16       | $21485934.86       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  |  | $180302.26         | $182021.44         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $21.01             | $20.63             | U.S. Treasuries (including strips) |
| USTR 4  NOTE AV 25    | 2025-12-15      | 4.0000%  |  | $7565.13           | $7597.50           | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $19921.51          | $17534.59          | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $1260.85           | $1108.27           | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 25 | 2025-10-15      | 0.1250%  |  | $775785900.13      | $774223806.58      | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $2174197.32        | $2162100.08        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $8405.70           | $8270.11           | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34  | 2034-05-15      | 0.0000%  |  | $1692487.67        | $1160144.45        | U.S. Treasuries (including strips) |
| USTR 4 1/2 TPRN F 33  | 2033-11-15      | 0.0000%  |  | $609623.38         | $428721.91         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  |  | $59848.58          | $47383.68          | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33  | 2033-08-15      | 0.0000%  |  | $28579.38          | $20345.12          | U.S. Treasuries (including strips) |
| USTR 3 3/8 TPRN C 33  | 2033-05-15      | 0.0000%  |  | $150272.90         | $108270.12         | U.S. Treasuries (including strips) |
| USTR 3 1/2 TPRN B 33  | 2033-02-15      | 0.0000%  |  | $179671.84         | $130985.62         | U.S. Treasuries (including strips) |
| USTR 4 1/8 TPRN F 32  | 2032-11-15      | 0.0000%  |  | $305126.91         | $225428.98         | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN E 32  | 2032-08-15      | 0.0000%  |  | $82586.00          | $61713.88          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 32  | 2032-05-15      | 0.0000%  |  | $3417862.64        | $2582246.50        | U.S. Treasuries (including strips) |
| USTR 1 7/8 TPRN B 32  | 2032-02-15      | 0.0000%  |  | $73760.02          | $56363.20          | U.S. Treasuries (including strips) |
| USTR 1 3/8 TPRN F 31  | 2031-11-15      | 0.0000%  |  | $340430.85         | $263164.62         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  |  | $384350.63         | $311350.14         | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  |  | $45180.64          | $37812.31          | U.S. Treasuries (including strips) |
| USTR 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  |  | $2933589.26        | $2484046.04        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN E 29  | 2029-08-15      | 0.0000%  |  | $250910.14         | $214676.71         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29  | 2029-05-15      | 0.0000%  |  | $40977.79          | $35349.78          | U.S. Treasuries (including strips) |
| USTR 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  |  | $229055.32         | $201604.64         | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  |  | $92252.56          | $81977.65          | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  |  | $3359758.24        | $3129789.51        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  |  | $1927006.70        | $1811575.14        | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26      | 2026-11-15      | 0.0000%  |  | $30890.95          | $29307.48          | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  |  | $210.14            | $201.30            | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  |  | $5025011.45        | $4550801.12        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  |  | $6094.13           | $5573.15           | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  |  | $5715.88           | $5531.70           | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  |  | $94332.97          | $92192.46          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $21.01             | $20.65             | U.S. Treasuries (including strips) |

### Security 196: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $108883862.70      | $110875422.90      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $87336983.18       | $79283495.68       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  |  | $421727484.63      | $418051470.51      | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  |  | $456784491.24      | $453447779.83      | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $489335024.98      | $495536702.13      | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $106866986.01      | $110486830.66      | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $130435042.26      | $124686786.91      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  |  | $45044561.39       | $41548893.85       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $83017880.47       | $82120215.34       | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  |  | $125932300.03      | $124209475.00      | U.S. Treasuries (including strips) |

### Security 197: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2022-001 FA | 2052-01-20      | 3.0000%  |  | $89214159.90       | $75556958.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-167 AC | 2050-11-20      | 1.2500%  |  | $4906716.64        | $3560625.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-151 MA | 2050-10-20      | 1.0000%  |  | $238093588.93      | $178382415.14      | Agency Collateralized Mortgage Obligation |

### Security 198: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $332210000.00
- **C.18.a - Value (excl. sponsor support):** $332210000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2019-23 BF      | 2049-10-20      | 4.8651%  |  | $113.99            | $111.00            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-67 F       | 2046-08-20      | 4.8651%  |  | $65.72             | $64.48             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-113 FA     | 2043-08-20      | 4.7651%  |  | $16.87             | $16.65             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-009 DF     | 2040-01-16      | 4.8545%  |  | $309.46            | $307.03            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-078 FH     | 2049-06-20      | 4.7651%  |  | $2968.59           | $2890.41           | Agency Collateralized Mortgage Obligation |
| FHLB FHOR 24-27 M7        | 2027-01-19      | 2.2500%  |  | $8838114.84        | $8620370.20        | Agency Debentures and Agency Strips       |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  |  | $15336756.50       | $14297098.22       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $23739668.74       | $19211366.50       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2467 | 2054-09-01      | 6.5000%  |  | $2799158.37        | $2933234.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $3268462.46        | $2887784.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7303 | 2042-12-01      | 3.5000%  |  | $1909577.81        | $1778687.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4586 | 2042-03-01      | 3.5000%  |  | $2033726.66        | $1903189.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4042 | 2041-12-01      | 3.5000%  |  | $1710075.66        | $1601206.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4430 | 2042-02-01      | 3.5000%  |  | $2023028.42        | $1893386.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6764 | 2054-01-01      | 6.5000%  |  | $7568656.73        | $8026807.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5973 | 2053-10-01      | 6.5000%  |  | $1401812.57        | $1463371.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4452 | 2053-04-01      | 6.5000%  |  | $1853109.04        | $1963865.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1356 | 2052-09-01      | 3.5000%  |  | $2513860.06        | $2290268.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $2537300.52        | $2552814.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  |  | $3730041.51        | $3920384.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  |  | $2842525.67        | $3033859.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4152 | 2049-09-01      | 3.5000%  |  | $2136145.65        | $1958603.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  |  | $9427351.40        | $8625014.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  |  | $3993850.03        | $3472792.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5396 | 2052-04-01      | 3.5000%  |  | $3895392.06        | $3538518.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN6630 | 2049-05-01      | 3.5000%  |  | $6311399.96        | $5774278.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5126 | 2048-01-01      | 3.5000%  |  | $2346952.53        | $2156536.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0518 | 2046-11-01      | 3.0000%  |  | $2354170.84        | $2077320.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6306 | 2054-06-01      | 6.0000%  |  | $1380554.31        | $1408386.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  |  | $3509013.57        | $2774768.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5965 | 2053-12-01      | 6.5000%  |  | $2703910.36        | $2830290.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE0809 | 2052-04-01      | 3.0000%  |  | $2159492.64        | $1886245.56        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q54812 G | 2048-03-01      | 3.5000%  |  | $2490025.48        | $2281101.55        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q10443 G | 2042-08-01      | 4.0000%  |  | $490907.17         | $471585.22         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09898 G | 2042-08-01      | 3.5000%  |  | $389509.04         | $364974.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8522 | 2055-04-01      | 4.5000%  |  | $2750734.04        | $2621229.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  |  | $2242661.30        | $2098764.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0520 | 2047-04-01      | 3.0000%  |  | $4459471.14        | $3935215.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3504 | 2042-06-01      | 3.5000%  |  | $1786051.02        | $1674724.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  |  | $3553375.37        | $3143529.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5388 | 2047-01-01      | 3.5000%  |  | $2143246.63        | $1973097.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  |  | $2706267.56        | $2556592.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  |  | $7278244.07        | $6087765.94        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q59065 G | 2048-10-01      | 4.0000%  |  | $2273322.56        | $2145128.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0452 | 2042-09-01      | 4.0000%  |  | $170995.07         | $163511.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $1469597.41        | $1286880.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ4342 | 2050-12-01      | 2.5000%  |  | $2827419.14        | $2343662.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  |  | $3661510.83        | $3224619.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7944 | 2046-01-01      | 3.5000%  |  | $1524382.31        | $1414301.59        | Agency Mortgage-Backed Securities         |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $30442010.20       | $25016325.27       | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 41        | 2041-02-15      | 2.1250%  |  | $3198778.79        | $3154803.50        | U.S. Treasuries (including strips)        |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $26.58             | $25.58             | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  |  | $26.58             | $26.30             | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $2447364.49        | $2515102.54        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $677655.25         | $691580.89         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $12857377.46       | $12885856.55       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $5289314.74        | $5439033.81        | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  |  | $632036.17         | $671056.75         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $14359817.12       | $13945781.83       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 TRIB 32        | 2032-04-15      | 3.3750%  |  | $1202983.23        | $1350704.52        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  |  | $4681539.09        | $3947409.39        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 TRIB 29        | 2029-04-15      | 3.8750%  |  | $1452884.34        | $1601746.22        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  |  | $3321967.12        | $3353183.64        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $19580351.09       | $19576199.41       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $41232403.61       | $41800235.66       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $775045.93         | $785840.87         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $3376157.21        | $3409993.65        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $1202892.54        | $1220910.87        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $868343.79         | $893344.27         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $4128931.78        | $4218714.32        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $2568435.11        | $2624008.34        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $4823689.20        | $4827367.46        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  |  | $701470.78         | $671538.42         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $615970.49         | $627215.04         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $1598781.63        | $1566488.54        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  |  | $8410207.84        | $8320155.01        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $17270587.98       | $15989818.45       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $1111441.78        | $947328.53         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $1621426.91        | $1603868.62        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIN A 29      | 2029-01-15      | 0.8750%  |  | $1037645.60        | $1023459.36        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  |  | $1574483.37        | $1545718.17        | U.S. Treasuries (including strips)        |

### Security 199: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $864000000.00
- **C.18.a - Value (excl. sponsor support):** $864000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $23684283.15       | $17138644.33       | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $7532047.06        | $5637196.23        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $9793338.35        | $9436694.35        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $3031877.65        | $2090725.15        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $22979858.82       | $22929601.87       | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $4197007.06        | $3193503.40        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $10095331.76       | $7608404.35        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $5428715.29        | $3847369.01        | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $5386735.06        | $4143789.97        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $6535346.82        | $5649506.23        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $26281711.06       | $22946600.48       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $4390339.76        | $3814836.15        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $2155883.29        | $1659729.66        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $1949692.24        | $1597571.43        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $25303104.00       | $24289807.37       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $6042663.53        | $4395354.33        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $22743936.00       | $13978984.39       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $4743512.47        | $2627812.15        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $6920131.76        | $4009034.89        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $6698846.12        | $4866308.97        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $24520370.82       | $15503284.70       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $4083670.59        | $2831008.99        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $9611136.00        | $6126619.01        | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $9683407.06        | $5080052.23        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $21894827.29       | $20271128.79       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $6389025.88        | $5957127.73        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $3365584.94        | $3175176.97        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $8729296.94        | $8073051.59        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $34520764.24       | $33751587.38       | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  |  | $11434735.06       | $11183945.97       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $3799160.47        | $3617216.50        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $14741263.06       | $14443262.90       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $21148992.00       | $19599273.09       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $4065831.53        | $3631954.51        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $5945641.41        | $5191469.88        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $9071644.24        | $8417492.50        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $16178603.29       | $15425845.24       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $7349234.82        | $6804976.18        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $14738671.06       | $13693588.70       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $6419113.41        | $5075033.36        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $2909647.06        | $2140681.53        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $14526177.88       | $12682827.22       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $10753801.41       | $8863002.75        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $5919772.24        | $4338772.06        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $31002352.94       | $21649410.82       | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $7971975.53        | $3813733.22        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $5727710.12        | $4914895.04        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $2612126.12        | $2214175.29        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $7129575.53        | $5454418.83        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $23623945.41       | $22461547.15       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $13281814.59       | $13461678.43       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $4236344.47        | $3962075.06        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $4053176.47        | $3864905.70        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $14738976.00       | $11055159.17       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $7520001.88        | $4165932.40        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $35576013.18       | $17593628.11       | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $47773711.06       | $22854584.54       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $2081833.41        | $1313902.69        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $20243113.41       | $14506996.96       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $12983164.42       | $9399806.30        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $2484914.82        | $1847374.91        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $6221359.06        | $4643298.30        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $5081387.29        | $3350604.18        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $25411713.88       | $25559457.59       | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $24359412.71       | $24451783.60       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $26400739.76       | $26529536.36       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $17204679.53       | $16588293.20       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $5082302.12        | $4742299.28        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $12782473.41       | $12226418.78       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $22872875.29       | $20176439.28       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $2541176.47        | $2365637.08        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $10157946.35       | $9781330.22        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $101646550.59      | $94411654.06       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $20329056.00       | $19642069.44       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $9282765.18        | $7955163.08        | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $9802283.29        | $9013483.76        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $33228169.41       | $29262724.19       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $2791990.59        | $1734814.35        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $4333163.29        | $2677655.90        | U.S. Treasuries (including strips) |

### Security 200: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  4.390%, 8/4/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 09/11/25    | 2025-09-11      | 0.0000%  |  | $5130142.86        | $5104543.45        | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26    | 2026-03-19      | 0.0000%  |  | $226885.71         | $220977.61         | U.S. Treasuries (including strips) |
| USTR BILL 08/21/25    | 2025-08-21      | 0.0000%  |  | $624771.43         | $623215.75         | U.S. Treasuries (including strips) |
| USTR BILL 08/14/25    | 2025-08-14      | 0.0000%  |  | $392371.43         | $391722.45         | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26    | 2026-02-19      | 0.0000%  |  | $1063171.43        | $1038876.90        | U.S. Treasuries (including strips) |
| USTR BILL 12/26/25    | 2025-12-26      | 0.0000%  |  | $77514.29          | $76187.24          | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25    | 2025-11-28      | 0.0000%  |  | $206714.29         | $203811.81         | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25    | 2025-10-30      | 0.0000%  |  | $9496000.00        | $9394202.88        | U.S. Treasuries (including strips) |
| USTR BILL 10/02/25    | 2025-10-02      | 0.0000%  |  | $160600.00         | $159409.15         | U.S. Treasuries (including strips) |
| USTR BILL 09/04/25    | 2025-09-04      | 0.0000%  |  | $175628.57         | $174901.47         | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26    | 2026-01-22      | 0.0000%  |  | $2847571.43        | $2790335.24        | U.S. Treasuries (including strips) |
| USTR BILL 10/09/25    | 2025-10-09      | 0.0000%  |  | $3371514.29        | $3343699.29        | U.S. Treasuries (including strips) |
| USTR BILL 08/07/25    | 2025-08-07      | 0.0000%  |  | $36857.14          | $36826.55          | U.S. Treasuries (including strips) |
| USTR BILL 09/09/25    | 2025-09-09      | 0.0000%  |  | $200285.71         | $199336.36         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $126050828.57      | $126264077.33      | U.S. Treasuries (including strips) |
| USTR BILL 09/18/25    | 2025-09-18      | 0.0000%  |  | $718971.43         | $714794.21         | U.S. Treasuries (including strips) |
| USTR BILL 10/07/25    | 2025-10-07      | 0.0000%  |  | $64571.43          | $64053.11          | U.S. Treasuries (including strips) |
| USTR BILL 12/04/25    | 2025-12-04      | 0.0000%  |  | $304571.43         | $300127.73         | U.S. Treasuries (including strips) |
| USTR BILL 08/28/25    | 2025-08-28      | 0.0000%  |  | $138114.29         | $137655.75         | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26    | 2026-06-11      | 0.0000%  |  | $102685.71         | $99093.77          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $48228114.29       | $47479076.64       | U.S. Treasuries (including strips) |
| USTR BILL 09/23/25    | 2025-09-23      | 0.0000%  |  | $4449714.29        | $4421280.61        | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26    | 2026-01-29      | 0.0000%  |  | $26160285.71       | $25613771.19       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $12003257.14       | $12047685.18       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $116057.14         | $115870.06         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $597727685.71      | $588444292.75      | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $10719342.86       | $5883335.27        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $10495800.00       | $5872001.95        | U.S. Treasuries (including strips) |
| USTR BILL 11/25/25    | 2025-11-25      | 0.0000%  |  | $25359714.29       | $25011779.01       | U.S. Treasuries (including strips) |
| USTR BILL 11/18/25    | 2025-11-18      | 0.0000%  |  | $13126571.43       | $12956923.62       | U.S. Treasuries (including strips) |
| USTR BILL 11/12/25    | 2025-11-12      | 0.0000%  |  | $6414285.71        | $6335967.29        | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26    | 2026-01-15      | 0.0000%  |  | $18078571.43       | $17729094.57       | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26    | 2026-01-08      | 0.0000%  |  | $237142.86         | $232760.22         | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26    | 2026-07-09      | 0.0000%  |  | $691771.43         | $665608.63         | U.S. Treasuries (including strips) |
| USTR BILL 10/28/25    | 2025-10-28      | 0.0000%  |  | $213714.29         | $211472.42         | U.S. Treasuries (including strips) |
| USTR BILL 10/21/25    | 2025-10-21      | 0.0000%  |  | $119142.86         | $117995.51         | U.S. Treasuries (including strips) |
| USTR BILL 10/14/25    | 2025-10-14      | 0.0000%  |  | $120571.43         | $119506.78         | U.S. Treasuries (including strips) |
| USTR BILL 01/02/26    | 2026-01-02      | 0.0000%  |  | $3280571.43        | $3222144.45        | U.S. Treasuries (including strips) |
| USTR BILL 12/18/25    | 2025-12-18      | 0.0000%  |  | $6571.43           | $6464.58           | U.S. Treasuries (including strips) |
| USTR BILL 12/11/25    | 2025-12-11      | 0.0000%  |  | $84914.29          | $83601.51          | U.S. Treasuries (including strips) |
| USTR BILL 09/30/25    | 2025-09-30      | 0.0000%  |  | $6105771.43        | $6061993.05        | U.S. Treasuries (including strips) |
| USTR BILL 09/16/25    | 2025-09-16      | 0.0000%  |  | $244485.71         | $243126.37         | U.S. Treasuries (including strips) |
| USTR BILL 11/20/25    | 2025-11-20      | 0.0000%  |  | $28857.14          | $28479.69          | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25    | 2025-11-13      | 0.0000%  |  | $7142.86           | $7055.36           | U.S. Treasuries (including strips) |
| USTR BILL 11/06/25    | 2025-11-06      | 0.0000%  |  | $449857.14         | $444710.78         | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26    | 2026-05-14      | 0.0000%  |  | $7057.14           | $6830.33           | U.S. Treasuries (including strips) |
| USTR BILL 09/02/25    | 2025-09-02      | 0.0000%  |  | $7280971.43        | $7252575.64        | U.S. Treasuries (including strips) |
| USTR BILL 08/26/25    | 2025-08-26      | 0.0000%  |  | $88598600.00       | $88325539.11       | U.S. Treasuries (including strips) |
| USTR BILL 08/19/25    | 2025-08-19      | 0.0000%  |  | $142342.86         | $142022.59         | U.S. Treasuries (including strips) |
| USTR BILL 08/12/25    | 2025-08-12      | 0.0000%  |  | $112314.29         | $112154.80         | U.S. Treasuries (including strips) |
| USTR BILL 08/05/25    | 2025-08-05      | 0.0000%  |  | $61428.57          | $61392.33          | U.S. Treasuries (including strips) |
| USTR BILL 10/23/25    | 2025-10-23      | 0.0000%  |  | $3414714.29        | $3380942.76        | U.S. Treasuries (including strips) |
| USTR BILL 10/16/25    | 2025-10-16      | 0.0000%  |  | $6255028.57        | $6198420.56        | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26    | 2026-04-16      | 0.0000%  |  | $57714.29          | $56039.42          | U.S. Treasuries (including strips) |
| USTR BILL 09/25/25    | 2025-09-25      | 0.0000%  |  | $269571.43         | $267784.17         | U.S. Treasuries (including strips) |

### Security 201: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  4.350%, 8/4/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $128192400.00      | $130887704.43      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $497839900.00      | $499682570.75      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $384688700.00      | $389922825.62      | U.S. Treasuries (including strips) |

### Security 202: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450001437.00
- **C.18.a - Value (excl. sponsor support):** $450001437.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $52500000.00       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $52500000.00       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49570310.00       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49570310.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $51326258.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $51326258.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $51326258.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $51326258.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $51326258.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $1430000.00        | $1467930.98        | U.S. Treasuries (including strips) |

### Security 203: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO, REPO,  4.370%, 8/7/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $1700.00           | $1091.42           | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  |  | $6616700.00        | $6471581.10        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $10900.00          | $10044.33          | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $216800.00         | $155779.80         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $29600.00          | $18681.38          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $1100.00           | $1021.84           | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $200.00            | $190.71            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $200.00            | $153.97            | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $49710700.00       | $52889249.73       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $43996900.00       | $41022709.56       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $23003500.00       | $22662346.52       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $3112400.00        | $3213803.67        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $2999900.00        | $2944480.48        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $700.00            | $729.90            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $145000.00         | $130789.53         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $900.00            | $919.92            | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $1174000.00        | $1071832.14        | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32      | 2032-06-30      | 4.0000%  |  | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $200975000.00      | $209947642.22      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $400.00            | $400.83            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $100.00            | $98.69             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $200.00            | $204.35            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $400.00            | $412.20            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $200.00            | $204.53            | U.S. Treasuries (including strips) |
| USTR 5 NOTE BG 25     | 2025-08-31      | 5.0000%  |  | $1800.00           | $1837.61           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $2853200.00        | $2875132.87        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AR 25 | 2025-08-15      | 3.1250%  |  | $6821200.00        | $6914501.12        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $12000000.00       | $11570080.00       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $465600.00         | $434451.65         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $7571800.00        | $6679176.14        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $29998800.00       | $28978250.81       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $2528500.00        | $2340390.50        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $23979500.00       | $20519590.07       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $4806100.00        | $4491107.26        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $12880700.00       | $12151974.40       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $600.00            | $576.74            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $3161200.00        | $3070891.89        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE B 26  | 2026-02-15      | 1.6250%  |  | $1250000.00        | $1241592.07        | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  |  | $200.00            | $199.99            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $100.00            | $97.98             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $20783700.00       | $20934917.38       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $48807700.00       | $47910873.64       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $253027100.00      | $245387531.21      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $47933800.00       | $46887230.62       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $1631000.00        | $1327443.04        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $1138100.00        | $1030157.29        | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $54997900.00       | $40004752.32       | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $200.00            | $133.60            | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $100.00            | $57.93             | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $34032000.00       | $21517120.95       | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $100.00            | $52.46             | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $1600.00           | $994.17            | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $1100.00           | $679.74            | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $100.00            | $49.45             | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $19984800.00       | $15373470.76       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $2800.00           | $2227.30           | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $11473300.00       | $9307532.31        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $1104300.00        | $1071277.25        | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  |  | $30590800.00       | $32388561.33       | U.S. Treasuries (including strips) |
| USTR BILL 09/23/25    | 2025-09-23      | 0.0000%  |  | $323404100.00      | $321366977.57      | U.S. Treasuries (including strips) |
| USTR BILL 08/28/25    | 2025-08-28      | 0.0000%  |  | $28874700.00       | $28782156.59       | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $60800.00          | $46262.73          | U.S. Treasuries (including strips) |

### Security 204: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO, REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5350000000.00
- **C.18.a - Value (excl. sponsor support):** $5350000000.00
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $3389200.00        | $3405068.23        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $30418200.00       | $29410186.48       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $198698300.00      | $199294249.06      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $200.00            | $184.30            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $110553400.00      | $111676603.31      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $800.00            | $504.90            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $1427000.00        | $1315643.98        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $800.00            | $801.66            | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $190838900.00      | $120660075.62      | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $15748500.00       | $11983036.39       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $11699400.00       | $11483267.76       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $16942900.00       | $17666624.44       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $411523500.00      | $401451674.68      | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $152386200.00      | $137451856.54      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $100.00            | $102.16            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $80998600.00       | $75214003.98       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  |  | $10000000.00       | $9840178.97        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $196262600.00      | $167944623.49      | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $768100.00         | $717758.58         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $6471600.00        | $5997385.39        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $44719000.00       | $43368813.10       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $183900.00         | $179884.79         | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $53009300.00       | $48396142.61       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42382625.95       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $100.00            | $72.74             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $904953400.00      | $909740801.67      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $153843600.00      | $154584274.94      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $197999800.00      | $199542637.21      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $250000000.00      | $252813416.75      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $49999900.00       | $50741611.02       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $47848600.00       | $48638054.05       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $500000.00         | $506885.75         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $30359800.00       | $30350875.22       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $44711800.00       | $44124302.02       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $18618300.00       | $19186080.64       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $21999800.00       | $22458912.51       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  |  | $70614000.00       | $70834468.42       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $200000000.00      | $204528933.40      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $6247300.00        | $6450840.40        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $100.00            | $95.35             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $181994000.00      | $180202633.06      | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $59953600.00       | $61170504.30       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AR 25 | 2025-08-15      | 3.1250%  |  | $152200.00         | $154281.81         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $8024200.00        | $7945504.84        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $2993700.00        | $2931786.61        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $6000.00           | $5885.87           | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $430400.00         | $375806.16         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $101748400.00      | $89753491.34       | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $32906400.00       | $30258389.09       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $100.00            | $82.68             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $87100000.00       | $53533809.63       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $92400000.00       | $57098103.22       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $66300100.00       | $32787802.76       | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $300.00            | $177.27            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $1376000.00        | $986094.75         | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $12194400.00       | $9065754.81        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $106400.00         | $79411.42          | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  |  | $14600.00          | $11067.32          | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $100.00            | $71.85             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $12021300.00       | $9562500.68        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $15855800.00       | $13029817.93       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $82387000.00       | $62681683.60       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $2812400.00        | $2728298.59        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $131163700.00      | $125911074.27      | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $1300.00           | $1383.12           | U.S. Treasuries (including strips) |
| USTR BILL 12/18/25    | 2025-12-18      | 0.0000%  |  | $6998200.00        | $6885389.02        | U.S. Treasuries (including strips) |
| USTR BILL 08/28/25    | 2025-08-28      | 0.0000%  |  | $21123500.00       | $21055799.18       | U.S. Treasuries (including strips) |
| USTR BILL 09/04/25    | 2025-09-04      | 0.0000%  |  | $9647000.00        | $9608141.88        | U.S. Treasuries (including strips) |
| USTR BILL 08/07/25    | 2025-08-07      | 0.0000%  |  | $590000.00         | $589580.51         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $881929100.00      | $822928594.42      | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $100.00            | $92.58             | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  |  | $233110700.00      | $246810158.71      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $153637600.00      | $155164143.19      | U.S. Treasuries (including strips) |

### Security 205: Fixed Income Clearing Corporation ("FICC") - NATIXIS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $50500000.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $50500000.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $50500000.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $50500000.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $50500000.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $49032835.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $49032835.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $49032835.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $49032835.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $49032835.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $49032835.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $49032835.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $49032835.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/15/2026 | 2026-01-15      | 0.0000%  |  | $50000000.00       | $49032835.00       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $48566156.19       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $48566156.19       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $48566156.19       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $48566156.19       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $48566156.19       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $48566156.19       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $48566156.19       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $48566156.19       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $48566156.19       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $48566156.19       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 11/30/2025 | 2025-11-30      | 4.8750%  |  | $50000000.00       | $50478515.00       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 11/30/2025 | 2025-11-30      | 4.8750%  |  | $50000000.00       | $50478515.00       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 11/30/2025 | 2025-11-30      | 4.8750%  |  | $50000000.00       | $50478515.00       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 11/30/2025 | 2025-11-30      | 4.8750%  |  | $50000000.00       | $50478515.00       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 11/30/2025 | 2025-11-30      | 4.8750%  |  | $50000000.00       | $50478515.00       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 11/30/2025 | 2025-11-30      | 4.8750%  |  | $50000000.00       | $50478515.00       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 11/30/2025 | 2025-11-30      | 4.8750%  |  | $50000000.00       | $50478515.00       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 10/31/2025 | 2025-10-31      | 5.0000%  |  | $50000000.00       | $50695310.00       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 10/31/2025 | 2025-10-31      | 5.0000%  |  | $50000000.00       | $50695310.00       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 10/31/2025 | 2025-10-31      | 5.0000%  |  | $50000000.00       | $50695310.00       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 10/31/2025 | 2025-10-31      | 5.0000%  |  | $50000000.00       | $50695310.00       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 10/31/2025 | 2025-10-31      | 5.0000%  |  | $50000000.00       | $50695310.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50121095.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50121095.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50121095.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50121095.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50121095.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50121095.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50121095.00       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 06/30/2027 | 2027-06-30      | 3.2500%  |  | $50000000.00       | $49498218.59       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 06/30/2027 | 2027-06-30      | 3.2500%  |  | $50000000.00       | $49498218.59       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 06/30/2027 | 2027-06-30      | 3.2500%  |  | $50000000.00       | $49498218.59       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 06/30/2027 | 2027-06-30      | 3.2500%  |  | $50000000.00       | $49498218.59       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 06/30/2027 | 2027-06-30      | 3.2500%  |  | $50000000.00       | $49498218.59       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 06/30/2027 | 2027-06-30      | 3.2500%  |  | $50000000.00       | $49498218.59       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 06/30/2027 | 2027-06-30      | 3.2500%  |  | $50000000.00       | $49498218.59       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50772758.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50772758.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50772758.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50772758.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50772758.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50772758.15       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $51958000.00       | $53717746.37       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 10/31/2025 | 2025-10-31      | 5.0000%  |  | $50000000.00       | $50695310.00       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 10/31/2025 | 2025-10-31      | 5.0000%  |  | $50000000.00       | $50695310.00       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $51958000.00       | $53717746.37       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $18130120.60       | $18744162.98       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2800000000.00
- **C.18.a - Value (excl. sponsor support):** $2800000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $7000300.00        | $7012223.37        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $2570000.00        | $1866950.49        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $9590100.00        | $6872636.08        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $500.00            | $514.15            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $100.00            | $97.77             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $11935800.00       | $11691621.10       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $3000.00           | $3048.74           | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $500.00            | $382.52            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $200.00            | $126.23            | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $999300.00         | $1003089.35        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $2500000.00        | $2322371.67        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $23552400.00       | $23661062.84       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $200.00            | $195.22            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $1000.00           | $1014.98           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $122591000.00      | $126120517.48      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $2900500.00        | $2684715.30        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $29000.00          | $29088.82          | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $1800400.00        | $1556362.85        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $100.00            | $100.15            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $500.00            | $509.65            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $4999100.00        | $4608994.98        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $1214000.00        | $1237072.75        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $999200.00         | $1006845.99        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $118000.00         | $118230.90         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $563163900.00      | $568733403.44      | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $400.00            | $301.46            | U.S. Treasuries (including strips) |
| USTR 5 NOTE BG 25         | 2025-08-31      | 5.0000%  |  | $200.00            | $204.18            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $103910500.00      | $100997317.18      | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $999500.00         | $709784.01         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $50189500.00       | $44199891.90       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $85000.00          | $80191.13          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $156957500.00      | $155412567.33      | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $935000.00         | $773097.52         | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $972000.00         | $988039.30         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $19999800.00       | $19604460.03       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $1040200.00        | $802428.48         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $998500.00         | $1016970.01        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $17976000.00       | $18115211.93       | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  |  | $726000.00         | $700814.33         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $1000.00           | $999.40            | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $1100.00           | $650.00            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $1103800.00        | $1109114.21        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $2420100.00        | $2431201.80        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $19999900.00       | $19632408.04       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $48400.00          | $48385.77          | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $48649100.00       | $49750742.67       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $64467000.00       | $65738869.44       | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  |  | $100.00            | $97.93             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $14900800.00       | $14882411.92       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $305000.00         | $305228.53         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $297000.00         | $298571.20         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $6197900.00        | $6245772.58        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $179000.00         | $179906.87         | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $17351800.00       | $17422751.51       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $2973000.00        | $2995575.48        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $7930500.00        | $7976607.93        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $349800.00         | $353736.53         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $482900.00         | $490395.57         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $2000.00           | $2029.67           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $11821400.00       | $12046930.28       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $407900.00         | $426110.93         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $377800.00         | $382882.17         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $739400.00         | $746912.18         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $852800.00         | $858179.60         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $4200000.00        | $4292817.74        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $26642500.00       | $27376308.01       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $400.00            | $405.42            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $600.00            | $606.48            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $300.00            | $301.39            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $23977400.00       | $23712913.29       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $62095700.00       | $62224750.39       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $999100.00         | $1010494.77        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $4999300.00        | $5186362.14        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $1000500.00        | $1033096.83        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $400.00            | $398.10            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $213100.00         | $214638.16         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $15400.00          | $15467.52          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $5000300.00        | $4989364.34        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $9998900.00        | $9534449.31        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $6100300.00        | $6136409.71        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $1100.00           | $1070.52           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $200.00            | $198.16            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $400.00            | $401.20            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $1800.00           | $1810.76           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $6201300.00        | $6248970.10        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $500.00            | $509.13            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $207908300.00      | $208881726.66      | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $5474100.00        | $5493697.28        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $726400.00         | $733680.11         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $1002500.00        | $1019563.77        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $265476600.00      | $276816565.71      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $3709600.00        | $3790264.28        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $1108400.00        | $1132382.45        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $100.00            | $103.05            | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $32083000.00       | $32107464.60       | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $381500.00         | $381680.45         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $32800.00          | $32540.29          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $30472200.00       | $31345373.61       | U.S. Treasuries (including strips) |
| USTR 5 NOTE BJ 25         | 2025-10-31      | 5.0000%  |  | $500.00            | $506.91            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $7500000.00        | $7587732.50        | U.S. Treasuries (including strips) |
| GNMA GNII SF DJ2905 C     | 2055-07-20      | 6.0000%  |  | $2000.00           | $2059.16           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ2899 C     | 2055-07-20      | 5.5000%  |  | $2000.00           | $2017.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ2896 C     | 2055-07-20      | 5.5000%  |  | $2000.00           | $2017.03           | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL DC7252       | 2067-10-15      | 5.3000%  |  | $1380148.00        | $1340044.58        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8726 M     | 2053-03-20      | 5.5000%  |  | $743.71            | $749.25            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6338 M     | 2049-12-20      | 3.0000%  |  | $392.25            | $345.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  |  | $1008.00           | $1007.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9731 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1026.54           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9217 | 2055-07-01      | 6.0000%  |  | $1709936.00        | $1762142.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5801 | 2040-08-01      | 5.5000%  |  | $1000.00           | $1022.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5794 | 2055-08-01      | 6.5000%  |  | $1000.00           | $1036.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  |  | $3217.02           | $3002.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4316 | 2036-04-01      | 2.5000%  |  | $4561.28           | $4256.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7497 | 2052-05-01      | 2.5000%  |  | $896.55            | $746.87            | Agency Mortgage-Backed Securities  |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $1800.00           | $1672.37           | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  |  | $350000.00         | $342761.57         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $15001000.00       | $14715650.98       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $35774900.00       | $33381581.55       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $226000000.00      | $212754030.62      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $15630500.00       | $15050983.41       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $1671500.00        | $1552527.64        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $900.00            | $869.38            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $210700.00         | $180002.91         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $45000000.00       | $41755072.50       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $11001400.00       | $10629626.03       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $167772700.00      | $143778191.37      | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $12999000.00       | $11123424.23       | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AF 25     | 2025-10-31      | 0.2500%  |  | $28100.00          | $27832.57          | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AD 25     | 2025-09-30      | 0.2500%  |  | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $3700600.00        | $3450439.44        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $18357500.00       | $15752400.85       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 25      | 2025-11-15      | 2.2500%  |  | $300.00            | $299.53            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE S 25      | 2025-11-30      | 2.8750%  |  | $200.00            | $199.95            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $100.00            | $97.98             | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $400.00            | $411.07            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $4081700.00        | $4111397.50        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $8000600.00        | $7759040.36        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $159900.00         | $159860.16         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $100.00            | $98.96             | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $100.00            | $96.49             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $100.00            | $81.39             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $80000000.00       | $67812201.52       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $300.00            | $218.22            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $3369000.00        | $2365296.15        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $3800.00           | $2785.13           | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $5000900.00        | $3438742.78        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $1601200.00        | $887033.15         | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $26337000.00       | $17593665.44       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $316800.00         | $183531.51         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $7946600.00        | $4168898.69        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $1799200.00        | $1422470.59        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $1513400.00        | $1087440.70        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $400.00            | $299.37            | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $3280700.00        | $2486183.05        | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $1499500.00        | $1153502.63        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $3510000.00        | $2884412.07        | U.S. Treasuries (including strips) |
| FNMA FNMS 05.500 CLFA2397 | 2055-07-01      | 5.5000%  |  | $6372027.00        | $6391533.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $4044.98           | $3657.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  |  | $5837.47           | $4809.28           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3855 | 2030-06-01      | 4.1900%  |  | $3316736.00        | $3297534.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6204 | 2055-07-01      | 6.5000%  |  | $1008.00           | $1062.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5131 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1042.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4038 | 2055-08-01      | 5.5000%  |  | $1000.00           | $1002.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4042 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.500 WNWN5270 | 2030-06-01      | 4.5000%  |  | $1010.00           | $1007.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1184 | 2048-02-01      | 3.5000%  |  | $226.18            | $206.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFS2037 | 2037-05-01      | 1.5000%  |  | $717.66            | $635.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5812 | 2055-07-01      | 6.5000%  |  | $999.29            | $1023.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5156 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1026.69           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0039 | 2055-08-01      | 5.0000%  |  | $1024.00           | $1000.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5550 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1026.69           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ2902 C     | 2055-07-20      | 6.0000%  |  | $2000.00           | $2059.16           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1937 | 2055-07-01      | 5.5000%  |  | $2312.00           | $2314.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6205 | 2055-07-01      | 6.5000%  |  | $1000.00           | $1048.70           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ2909 C     | 2055-07-20      | 6.0000%  |  | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9219 | 2055-07-01      | 6.0000%  |  | $2901794.00        | $2983717.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9103 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $1500000.00        | $1358848.70        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $418800.00         | $430143.52         | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $1000000.00        | $930534.34         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $5057500.00        | $5120333.17        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $100.00            | $92.67             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $25800.00          | $26738.74          | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $1720000.00        | $1686969.12        | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $388800.00         | $374229.33         | U.S. Treasuries (including strips) |
| USTR BILL 01/02/26        | 2026-01-02      | 0.0000%  |  | $238000.00         | $233796.68         | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $57720500.00       | $55880024.14       | U.S. Treasuries (including strips) |
| USTR BILL 08/26/25        | 2025-08-26      | 0.0000%  |  | $64900.00          | $64707.12          | U.S. Treasuries (including strips) |
| USTR BILL 08/19/25        | 2025-08-19      | 0.0000%  |  | $398800.00         | $397948.96         | U.S. Treasuries (including strips) |
| USTR BILL 08/05/25        | 2025-08-05      | 0.0000%  |  | $97900.00          | $97853.89          | U.S. Treasuries (including strips) |
| USTR BILL 10/23/25        | 2025-10-23      | 0.0000%  |  | $3097000.00        | $3066726.83        | U.S. Treasuries (including strips) |
| USTR BILL 10/09/25        | 2025-10-09      | 0.0000%  |  | $89600.00          | $88871.01          | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $2100.00           | $2039.48           | U.S. Treasuries (including strips) |
| USTR BILL 09/25/25        | 2025-09-25      | 0.0000%  |  | $1300000.00        | $1291539.60        | U.S. Treasuries (including strips) |
| USTR BILL 09/18/25        | 2025-09-18      | 0.0000%  |  | $307800.00         | $306053.85         | U.S. Treasuries (including strips) |
| USTR BILL 08/21/25        | 2025-08-21      | 0.0000%  |  | $39800.00          | $39705.44          | U.S. Treasuries (including strips) |
| USTR BILL 12/26/25        | 2025-12-26      | 0.0000%  |  | $684800.00         | $673146.76         | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  |  | $3800.00           | $3759.72           | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $72670600.00       | $67281420.97       | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $600.00            | $523.89            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $999900.00         | $1009299.39        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $3499000.00        | $3533766.06        | U.S. Treasuries (including strips) |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  |  | $2800.00           | $2786.36           | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $336400.00         | $343228.06         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $2180500.00        | $2093178.96        | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $37627100.00       | $34599209.64       | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $7400100.00        | $5501500.05        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $400.00            | $263.76            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $2514400.00        | $2507597.36        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $277653800.00      | $278647800.60      | U.S. Treasuries (including strips) |
| USTR BILL 11/25/25    | 2025-11-25      | 0.0000%  |  | $250000000.00      | $246593000.00      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $183123400.00      | $183672635.79      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $255000000.00      | $259126451.57      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $273535000.00      | $281410346.19      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $275000000.00      | $273939508.42      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $225248500.00      | $229277709.58      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $275215000.00      | $268479254.89      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $275000000.00      | $275400675.00      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $250024900.00      | $259240192.75      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $248000000.00      | $244655224.00      | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $264000000.00      | $259927887.91      | U.S. Treasuries (including strips) |

### Security 208: Fixed Income Clearing Corporation ("FICC") - CREDITAG

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  4.370%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000000.00
- **C.19 - Percentage of Net Assets:** 5.5700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $35965000.00       | $37007910.80       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50140625.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $18954000.00       | $19007308.13       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  |  | $50000000.00       | $51343750.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  |  | $50000000.00       | $51343750.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  |  | $50000000.00       | $51343750.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  |  | $50000000.00       | $51343750.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  |  | $50000000.00       | $50718750.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  |  | $50000000.00       | $50718750.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  |  | $50000000.00       | $50718750.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  |  | $44000000.00       | $44632500.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $8494000.00        | $8484045.88        | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48762820.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $4425000.00        | $4315509.64        | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50191066.58       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50191066.58       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50191066.58       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50191066.58       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50191066.58       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50191066.58       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2027 | 2027-07-31      | 3.8750%  |  | $50000000.00       | $49941405.00       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50191066.58       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50191066.58       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50191066.58       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50191066.58       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/15/2027 | 2027-08-15      | 3.7500%  |  | $24918000.00       | $25254996.83       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/15/2027 | 2027-08-15      | 3.7500%  |  | $50000000.00       | $50676211.63       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/15/2027 | 2027-08-15      | 3.7500%  |  | $50000000.00       | $50676211.63       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $44339000.00       | $44508434.02       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40770296.14       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40770296.14       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40770296.14       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40770296.14       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40770296.14       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40770296.14       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40770296.14       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40770296.14       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40770296.14       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40770296.14       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40770296.14       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40770296.14       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $22300000.00       | $18183552.08       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50191066.58       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50191066.58       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50960426.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $30206000.00       | $30786213.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48267070.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $21746000.00       | $20992314.30       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $18763000.00       | $19022456.64       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $47569886.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $3265000.00        | $3106313.56        | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $50691405.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2031 | 2031-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $14500000.00       | $14714101.20       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50479111.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50479111.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50479111.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50479111.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50479111.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50479111.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50479111.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50479111.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50479111.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50479111.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50479111.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50479111.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $276000.00         | $278644.69         | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $49661906.85       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $49661906.85       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $49661906.85       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $49661906.85       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $49661906.85       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $49661906.85       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $49661906.85       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $49661906.85       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $49661906.85       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $49661906.85       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $49661906.85       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $40049000.00       | $39778194.15       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $52062500.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $52062500.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $52062500.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $52062500.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $52062500.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $52062500.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $52062500.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $52062500.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $52062500.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $52062500.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $52062500.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $38780000.00       | $40379675.00       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $42645806.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $10000000.00       | $8529161.38        | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/15/2027 | 2027-08-15      | 3.7500%  |  | $50000000.00       | $50676211.63       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/15/2027 | 2027-08-15      | 3.7500%  |  | $50000000.00       | $50676211.63       | U.S. Treasuries (including strips) |

### Security 209: Fixed Income Clearing Corporation ("FICC") - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  4.380%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51046875.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51046875.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51046875.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51046875.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51046875.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $7766000.00        | $7751702.54        | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $42234000.00       | $42156245.83       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $33854000.00       | $34016232.38       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50239605.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $49907948.37       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51687500.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51687500.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51046875.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51046875.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51046875.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51046875.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51046875.00       | U.S. Treasuries (including strips) |

### Security 210: Fixed Income Clearing Corporation ("FICC") - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9500000000.00
- **C.18.a - Value (excl. sponsor support):** $9500000000.00
- **C.19 - Percentage of Net Assets:** 5.2900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $3200000.00        | $3104307.88        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $11419000.00       | $11178027.26       | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  |  | $403400.00         | $424534.15         | U.S. Treasuries (including strips) |
| USTR 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  |  | $189800.00         | $204373.87         | U.S. Treasuries (including strips) |
| USTR BILL 08/19/25    | 2025-08-19      | 0.0000%  |  | $900.00            | $898.08            | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $250000000.00      | $251781891.25      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $1600.00           | $1599.04           | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $136043800.00      | $129724541.14      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $313102200.00      | $310020335.05      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $15170100.00       | $14763506.79       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $77911200.00       | $77192625.00       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  |  | $52013400.00       | $52621835.43       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $145181600.00      | $134887135.26      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $864381100.00      | $762480997.93      | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $780900.00         | $725317.88         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $1200100.00        | $1113561.39        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $300.00            | $289.86            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $51340300.00       | $47579759.95       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $100.00            | $97.12             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $49999000.00       | $46479769.84       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  |  | $199800.00         | $194383.82         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $6600.00           | $5647.71           | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $64996700.00       | $55399418.70       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $8335800.00        | $7152872.83        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $4100.00           | $3982.87           | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $873900.00         | $860384.00         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $400.00            | $392.00            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $433813700.00      | $430094120.17      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $2100.00           | $1936.13           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $16923700.00       | $16412727.97       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $765673700.00      | $705566744.92      | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $72679100.00       | $65556311.70       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $654900.00         | $479995.13         | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $38098100.00       | $26197197.75       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $11003000.00       | $6095444.51        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $313135300.00      | $181408445.07      | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $16829000.00       | $9500493.31        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $2604800.00        | $1618502.74        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $167877100.00      | $105951884.65      | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $1400.00           | $1040.81           | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $145480000.00      | $115018353.20      | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $3120600.00        | $2216060.00        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $353000000.00      | $232763851.04      | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $38194200.00       | $28785276.61       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $361170600.00      | $255964164.20      | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $213149000.00      | $215256972.63      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $300.00            | $301.44            | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $200.00            | $200.82            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  |  | $150937000.00      | $155094221.72      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $1000.00           | $1004.59           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $304244000.00      | $305668470.41      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $607880900.00      | $631416427.23      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $257200.00         | $264605.05         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $232300.00         | $231020.72         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $201823800.00      | $203375242.56      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $300216000.00      | $292425894.06      | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $2400.00           | $2212.59           | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $200.00            | $98.91             | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AR 25 | 2025-08-15      | 3.1250%  |  | $300.00            | $304.10            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $1296100.00        | $796615.05         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $215678000.00      | $177756184.44      | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $270781700.00      | $172609804.95      | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $100.00            | $76.50             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $800.00            | $760.64            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $1600.00           | $1607.38           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $100.00            | $98.27             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $457100000.00      | $447859552.09      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51081850.00       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $564387000.00      | $581598453.96      | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $595396700.00      | $595850714.40      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  |  | $159831900.00      | $158566345.74      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $2595700.00        | $2664477.40        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $200.00            | $208.45            | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/25 | 2025-10-31      | 4.4559%  |  | $10034900.00       | $10037870.33       | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 4.4359%  |  | $662600.00         | $662913.41         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $240000000.00      | $197763626.40      | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $24156700.00       | $24187261.37       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  |  | $7417400.00        | $7558910.17        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $47690200.00       | $48596579.15       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $100.00            | $100.51            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $378500000.00      | $390831733.63      | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $3589900.00        | $2679314.35        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $42400000.00       | $31733354.58       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $200.00            | $188.69            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $519776800.00      | $358428194.09      | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $91484000.00       | $75642838.41       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $1000.00           | $1042.72           | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $31083600.00       | $30322844.93       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $4552000.00        | $4270420.87        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $300711300.00      | $300622900.80      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $3000.00           | $3048.84           | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $6033600.00        | $5267945.01        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $11143000.00       | $8477818.11        | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $137893000.00      | $110025813.94      | U.S. Treasuries (including strips) |

### Security 211: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  4.360%, 8/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49310545.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $37000000.00       | $36489803.30       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50772758.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50772758.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50772758.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $35000000.00       | $35540930.71       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51449896.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $5000000.00        | $5144989.68        | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45941405.00       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45941405.00       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $16000000.00       | $14701249.60       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $49784052.93       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $49784052.93       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $36170265.30       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $30000000.00       | $21702159.18       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 02/15/2042 | 2042-02-15      | 2.3750%  |  | $50000000.00       | $36476184.20       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 02/15/2042 | 2042-02-15      | 2.3750%  |  | $50000000.00       | $36476184.20       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 02/15/2042 | 2042-02-15      | 2.3750%  |  | $50000000.00       | $36476184.20       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 02/15/2042 | 2042-02-15      | 2.3750%  |  | $21500000.00       | $15684759.21       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42209370.97       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42209370.97       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42209370.97       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42209370.97       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49310545.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49310545.00       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $12500000.00       | $10552342.74       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44885242.29       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44885242.29       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44885242.29       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44885242.29       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $43000000.00       | $38601308.37       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 05/15/2039 | 2039-05-15      | 4.2500%  |  | $50000000.00       | $48516898.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 05/15/2039 | 2039-05-15      | 4.2500%  |  | $50000000.00       | $48516898.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 05/15/2039 | 2039-05-15      | 4.2500%  |  | $50000000.00       | $48516898.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $46918478.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $46918478.26       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51500000.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $50738280.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50322916.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $51322916.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50822916.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $20000000.00       | $20329166.67       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51398440.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $25372000.00       | $26081624.39       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2044 | 2044-11-15      | 4.6250%  |  | $50000000.00       | $49483865.49       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $47630000.00       | $48893393.41       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44885242.29       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44885242.29       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 05/15/2042 | 2042-05-15      | 3.2500%  |  | $50000000.00       | $41173998.59       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 05/15/2042 | 2042-05-15      | 3.2500%  |  | $50000000.00       | $41173998.59       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 05/15/2042 | 2042-05-15      | 3.2500%  |  | $35000000.00       | $28821799.01       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $19038764.35       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $50000000.00       | $49601565.00       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $35455000.00       | $35172469.74       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46233865.49       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $22851000.00       | $21129801.21       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 03/31/2028 | 2028-03-31      | 3.6250%  |  | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 03/31/2028 | 2028-03-31      | 3.6250%  |  | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 03/31/2028 | 2028-03-31      | 3.6250%  |  | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 03/31/2028 | 2028-03-31      | 3.6250%  |  | $36000000.00       | $36195938.40       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $48546619.62       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $48546619.62       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $19418647.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $13200000.00       | $13227664.07       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50417970.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50417970.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50417970.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50417970.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50417970.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50417970.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50417970.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $30000000.00       | $30250782.00       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $41073260.87       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 05/15/2040 | 2040-05-15      | 1.1250%  |  | $20000000.00       | $12347078.80       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 05/15/2048 | 2048-05-15      | 3.1250%  |  | $12455000.00       | $9397391.20        | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49570310.00       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $14662000.00       | $14535997.70       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $50000000.00       | $47418621.67       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $50000000.00       | $47418621.67       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $10000000.00       | $9483724.33        | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47018680.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $39300000.00       | $36956683.12       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 10/31/2026 | 2026-10-31      | 1.6250%  |  | $25000000.00       | $24348632.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2043 | 2043-05-15      | 2.8750%  |  | $20401000.00       | $15634657.76       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2040 | 2040-02-15      | 4.6250%  |  | $34000000.00       | $34507261.76       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2025-08-07

**By:** Stephen Van Meter

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

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