# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-25-308779
**Filing Date:** 2025-12
**Character Count:** 2101011
**Document Hash:** e972002179f3d85175ce6fd5c28e6d71
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-308779.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001193125-25-308779

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**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:** 251551356

**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):** 2025-11-28

**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:** 39 days

- **WAL:** 95 days

- **Total Value of Portfolio Securities:** $179381165502.69

- **Amortized Cost of Portfolio Securities:** $179357952889.31

- **Cash:** $6560305635.39

- **Total Other Assets:** $309688667.60

- **Total Liabilities:** $3505263809.86

- **Net Assets of Series:** $182672683382.44

- **Number of Shares Outstanding (Series):** 182721768596.9200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $131063042142.04          | $154553878154.41           | 69.3600%                  | 81.7900%                   |
| 2025-11-04 | $130076379305.83          | $153766493390.41           | 69.2500%                  | 81.8600%                   |
| 2025-11-05 | $126678069570.70          | $152217376573.62           | 68.4500%                  | 82.2500%                   |
| 2025-11-06 | $125093460373.51          | $153190070669.17           | 67.4100%                  | 82.5500%                   |
| 2025-11-07 | $122328252422.26          | $148826984669.05           | 67.4900%                  | 82.1200%                   |
| 2025-11-10 | $124452277437.58          | $151251757651.79           | 67.6500%                  | 82.2100%                   |
| 2025-11-11 | $124452277437.58          | $151251757651.79           | 67.5800%                  | 82.1400%                   |
| 2025-11-12 | $121863595514.75          | $150613449712.66           | 67.0000%                  | 82.8000%                   |
| 2025-11-13 | $121139169783.41          | $150300647965.03           | 66.7100%                  | 82.7700%                   |
| 2025-11-14 | $121037282815.00          | $148912494915.25           | 67.2700%                  | 82.7700%                   |
| 2025-11-17 | $121515472971.72          | $151191019227.16           | 66.7000%                  | 82.9900%                   |
| 2025-11-18 | $125748337141.76          | $152224217552.38           | 68.6200%                  | 83.0700%                   |
| 2025-11-19 | $123168806637.26          | $151595021203.08           | 67.5400%                  | 83.1300%                   |
| 2025-11-20 | $121876562887.94          | $151353111608.94           | 67.2500%                  | 83.5200%                   |
| 2025-11-21 | $123865911365.36          | $151200822489.43           | 68.4700%                  | 83.5800%                   |
| 2025-11-24 | $123326693692.14          | $152461958627.64           | 67.7000%                  | 83.7000%                   |
| 2025-11-25 | $127065594495.62          | $157234213242.55           | 67.9700%                  | 84.1100%                   |
| 2025-11-26 | $124045219538.02          | $155593591482.83           | 66.9400%                  | 83.9600%                   |
| 2025-11-28 | $128715156086.93          | $156662305025.22           | 69.1400%                  | 84.1500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1500%             |
| 2025-11-04 | 4.1300%             |
| 2025-11-05 | 4.1000%             |
| 2025-11-06 | 4.0900%             |
| 2025-11-07 | 4.0700%             |
| 2025-11-10 | 4.0200%             |
| 2025-11-12 | 4.0200%             |
| 2025-11-13 | 4.0200%             |
| 2025-11-14 | 4.0300%             |
| 2025-11-17 | 4.0300%             |
| 2025-11-18 | 4.0300%             |
| 2025-11-19 | 4.0300%             |
| 2025-11-20 | 4.0200%             |
| 2025-11-21 | 4.0100%             |
| 2025-11-24 | 4.0000%             |
| 2025-11-25 | 4.0000%             |
| 2025-11-26 | 4.0100%             |
| 2025-11-28 | 4.0300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 0.9999                      |
|  |  |
| 2025-11-04 | 0.9999                      |
|  |  |
| 2025-11-05 | 0.9999                      |
|  |  |
| 2025-11-06 | 0.9999                      |
|  |  |
| 2025-11-07 | 0.9999                      |
|  |  |
| 2025-11-10 | 0.9999                      |
|  |  |
| 2025-11-11 | 0.9999                      |
|  |  |
| 2025-11-12 | 0.9999                      |
|  |  |
| 2025-11-13 | 0.9998                      |
|  |  |
| 2025-11-14 | 0.9998                      |
|  |  |
| 2025-11-17 | 0.9998                      |
|  |  |
| 2025-11-18 | 0.9999                      |
|  |  |
| 2025-11-19 | 0.9998                      |
|  |  |
| 2025-11-20 | 0.9998                      |
|  |  |
| 2025-11-21 | 0.9999                      |
|  |  |
| 2025-11-24 | 0.9999                      |
|  |  |
| 2025-11-25 | 0.9999                      |
|  |  |
| 2025-11-26 | 0.9998                      |
|  |  |
| 2025-11-28 | 0.9999                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $35481410893.49

- **Number of Shares Outstanding:** 35490944955.3500

- **Expense Reimbursement/Waiver:** 2436148.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9998          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $2391771748.57            | $606551822.49           |
| 2025-11-04 | $589702857.68             | $411203513.17           |
| 2025-11-05 | $519265977.33             | $1410548752.04          |
| 2025-11-06 | $523415794.79             | $807951928.86           |
| 2025-11-07 | $825852339.56             | $578780657.47           |
| 2025-11-10 | $311938011.73             | $577858490.84           |
| 2025-11-12 | $1109905721.34            | $357318254.13           |
| 2025-11-13 | $608249288.77             | $722292842.28           |
| 2025-11-14 | $387671149.15             | $862015624.64           |
| 2025-11-17 | $635773359.89             | $853729590.52           |
| 2025-11-18 | $893691059.28             | $729770422.52           |
| 2025-11-19 | $514343339.28             | $1147615244.97          |
| 2025-11-20 | $313900010.65             | $638931610.97           |
| 2025-11-21 | $498772423.52             | $841791948.14           |
| 2025-11-24 | $1373495421.84            | $610797384.60           |
| 2025-11-25 | $647177791.16             | $1359922286.09          |
| 2025-11-26 | $996582641.60             | $1028155049.19          |
| 2025-11-28 | $299846721.11             | $1252780060.24          |

**Total Gross Subscriptions (Month):** $13491153168.69

**Total Gross Redemptions (Month):** $14849860260.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9500%           |
| 2025-11-04 | 3.9300%           |
| 2025-11-05 | 3.9000%           |
| 2025-11-06 | 3.8800%           |
| 2025-11-07 | 3.8700%           |
| 2025-11-10 | 3.8100%           |
| 2025-11-12 | 3.8100%           |
| 2025-11-13 | 3.8200%           |
| 2025-11-14 | 3.8200%           |
| 2025-11-17 | 3.8300%           |
| 2025-11-18 | 3.8300%           |
| 2025-11-19 | 3.8200%           |
| 2025-11-20 | 3.8100%           |
| 2025-11-21 | 3.8100%           |
| 2025-11-24 | 3.7900%           |
| 2025-11-25 | 3.7900%           |
| 2025-11-26 | 3.8000%           |
| 2025-11-28 | 3.8200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 16.2400%         | 0.0000%              |
| Broker-dealer                                       |  | 12.7000%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.1600%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.6400%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.9500%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $11581958232.38

- **Number of Shares Outstanding:** 11585070372.0500

- **Expense Reimbursement/Waiver:** 752829.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9998          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $109612648.96             | $93263582.91            |
| 2025-11-04 | $157913989.00             | $107506169.38           |
| 2025-11-05 | $223628674.59             | $81166322.77            |
| 2025-11-06 | $71326031.92              | $63421989.91            |
| 2025-11-07 | $293116902.58             | $234857006.57           |
| 2025-11-10 | $193496591.84             | $45956266.32            |
| 2025-11-12 | $150437328.28             | $178767746.35           |
| 2025-11-13 | $123063456.30             | $212044489.34           |
| 2025-11-14 | $263238061.49             | $310495462.20           |
| 2025-11-17 | $249072730.31             | $443643405.98           |
| 2025-11-18 | $193550219.50             | $200424356.22           |
| 2025-11-19 | $167890150.48             | $165464965.07           |
| 2025-11-20 | $468965414.03             | $210702181.42           |
| 2025-11-21 | $77390467.31              | $182405736.86           |
| 2025-11-24 | $203394628.44             | $260374538.58           |
| 2025-11-25 | $107443962.72             | $134462444.00           |
| 2025-11-26 | $301962522.04             | $85364522.72            |
| 2025-11-28 | $91402205.74              | $188177862.83           |

**Total Gross Subscriptions (Month):** $3451898882.62

**Total Gross Redemptions (Month):** $3201869933.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.7300%           |
| 2025-11-04 | 3.7100%           |
| 2025-11-05 | 3.6800%           |
| 2025-11-06 | 3.6700%           |
| 2025-11-07 | 3.6500%           |
| 2025-11-10 | 3.6000%           |
| 2025-11-12 | 3.6000%           |
| 2025-11-13 | 3.6000%           |
| 2025-11-14 | 3.6000%           |
| 2025-11-17 | 3.6100%           |
| 2025-11-18 | 3.6100%           |
| 2025-11-19 | 3.6100%           |
| 2025-11-20 | 3.6000%           |
| 2025-11-21 | 3.5900%           |
| 2025-11-24 | 3.5800%           |
| 2025-11-25 | 3.5800%           |
| 2025-11-26 | 3.5900%           |
| 2025-11-28 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.0500%          | 0.0000%              |
| Depository institution or other banking institution |  | 19.8800%         | 0.0000%              |
| Depository institution or other banking institution |  | 15.4300%         | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1480532371.30

- **Number of Shares Outstanding:** 1480930198.9800

- **Expense Reimbursement/Waiver:** 93643.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9998          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $6240742.85               | $20955026.77            |
| 2025-11-04 | $28318059.11              | $549300.99              |
| 2025-11-05 | $344573.42                | $18830622.54            |
| 2025-11-06 | $33837990.76              | $4154445.62             |
| 2025-11-07 | $990922.83                | $7987767.35             |
| 2025-11-10 | $4787233.38               | $41677370.42            |
| 2025-11-12 | $2743020.66               | $5051771.41             |
| 2025-11-13 | $24793262.18              | $2962739.12             |
| 2025-11-14 | $27558317.08              | $4278472.35             |
| 2025-11-17 | $4540767.38               | $54954342.31            |
| 2025-11-18 | $3359686.34               | $2774856.23             |
| 2025-11-19 | $5440300.50               | $13940878.24            |
| 2025-11-20 | $58982696.42              | $3382446.37             |
| 2025-11-21 | $3270149.72               | $4026409.89             |
| 2025-11-24 | $9268331.70               | $2964623.24             |
| 2025-11-25 | $1012746.04               | $7051610.56             |
| 2025-11-26 | $9749761.19               | $4466928.67             |
| 2025-11-28 | $27461903.00              | $392553.72              |

**Total Gross Subscriptions (Month):** $256295630.58

**Total Gross Redemptions (Month):** $200634970.05

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.4700%           |
| 2025-11-04 | 3.4500%           |
| 2025-11-05 | 3.4200%           |
| 2025-11-06 | 3.4000%           |
| 2025-11-07 | 3.3800%           |
| 2025-11-10 | 3.3300%           |
| 2025-11-12 | 3.3300%           |
| 2025-11-13 | 3.3300%           |
| 2025-11-14 | 3.3400%           |
| 2025-11-17 | 3.3500%           |
| 2025-11-18 | 3.3500%           |
| 2025-11-19 | 3.3400%           |
| 2025-11-20 | 3.3300%           |
| 2025-11-21 | 3.3300%           |
| 2025-11-24 | 3.3100%           |
| 2025-11-25 | 3.3100%           |
| 2025-11-26 | 3.3200%           |
| 2025-11-28 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 11.5000%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.6200%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.7500%         | 0.0000%              |
| Retail investor                                     |  | 30.5900%         | 0.0000%              |
| Retail investor                                     |  | 21.4300%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $6877002446.79

- **Number of Shares Outstanding:** 6878850337.4200

- **Expense Reimbursement/Waiver:** 453598.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9998          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $137037099.60             | $3805115.34             |
| 2025-11-04 | $28597234.12              | $61722513.44            |
| 2025-11-05 | $9154078.45               | $32306595.10            |
| 2025-11-06 | $13251428.86              | $50166249.84            |
| 2025-11-07 | $55021687.90              | $1463215.42             |
| 2025-11-10 | $66453507.75              | $29968919.99            |
| 2025-11-12 | $5853543.17               | $153114001.94           |
| 2025-11-13 | $192390190.61             | $3221599.83             |
| 2025-11-14 | $102675279.60             | $39600613.78            |
| 2025-11-17 | $112659504.75             | $2838802.18             |
| 2025-11-18 | $125805769.23             | $4151392.81             |
| 2025-11-19 | $1571631.32               | $49825190.97            |
| 2025-11-20 | $1778906.01               | $101179481.95           |
| 2025-11-21 | $8032772.16               | $102337205.42           |
| 2025-11-24 | $11827403.28              | $9657020.82             |
| 2025-11-25 | $18350075.53              | $56602678.29            |
| 2025-11-26 | $1288435.76               | $205783209.05           |
| 2025-11-28 | $97107402.89              | $1983906.32             |

**Total Gross Subscriptions (Month):** $988857174.84

**Total Gross Redemptions (Month):** $909781638.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8500%           |
| 2025-11-04 | 3.8300%           |
| 2025-11-05 | 3.8000%           |
| 2025-11-06 | 3.7800%           |
| 2025-11-07 | 3.7600%           |
| 2025-11-10 | 3.7100%           |
| 2025-11-12 | 3.7100%           |
| 2025-11-13 | 3.7100%           |
| 2025-11-14 | 3.7200%           |
| 2025-11-17 | 3.7300%           |
| 2025-11-18 | 3.7300%           |
| 2025-11-19 | 3.7200%           |
| 2025-11-20 | 3.7100%           |
| 2025-11-21 | 3.7100%           |
| 2025-11-24 | 3.6900%           |
| 2025-11-25 | 3.6900%           |
| 2025-11-26 | 3.7000%           |
| 2025-11-28 | 3.7200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 15.4900%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.0000%          | 0.0000%              |
| Depository institution or other banking institution |  | 69.9600%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $103039431217.60

- **Number of Shares Outstanding:** 103067118513.1900

- **Expense Reimbursement/Waiver:** 6532240.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9998          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $4176874910.01            | $3376318773.32          |
| 2025-11-04 | $2593892674.01            | $2561877041.86          |
| 2025-11-05 | $1251186137.83            | $4794546206.66          |
| 2025-11-06 | $1590167823.88            | $2150687340.18          |
| 2025-11-07 | $1750424204.51            | $3685935394.25          |
| 2025-11-10 | $1828324100.20            | $1545552508.02          |
| 2025-11-12 | $1892981570.36            | $3005142777.78          |
| 2025-11-13 | $3085264725.78            | $1610087796.70          |
| 2025-11-14 | $2320894133.31            | $3809970749.12          |
| 2025-11-17 | $4527301010.36            | $1402718300.72          |
| 2025-11-18 | $2162123071.84            | $2412609551.46          |
| 2025-11-19 | $1573922823.08            | $2133446929.75          |
| 2025-11-20 | $2074732700.09            | $2293785425.53          |
| 2025-11-21 | $3048350162.24            | $2704832717.06          |
| 2025-11-24 | $2468633791.48            | $1836835784.38          |
| 2025-11-25 | $2506973438.25            | $1873032144.05          |
| 2025-11-26 | $3227962643.46            | $3421471658.55          |
| 2025-11-28 | $3687945884.31            | $1431968899.86          |

**Total Gross Subscriptions (Month):** $45799408158.33

**Total Gross Redemptions (Month):** $46076033058.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0000%           |
| 2025-11-04 | 3.9800%           |
| 2025-11-05 | 3.9500%           |
| 2025-11-06 | 3.9300%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8700%           |
| 2025-11-17 | 3.8800%           |
| 2025-11-18 | 3.8800%           |
| 2025-11-19 | 3.8700%           |
| 2025-11-20 | 3.8600%           |
| 2025-11-21 | 3.8600%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8500%           |
| 2025-11-28 | 3.8700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.5300%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.2700%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.9100%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.7900%         | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $9981317446.27

- **Number of Shares Outstanding:** 9983999484.4300

- **Expense Reimbursement/Waiver:** 650373.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9998          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $47639798.60              | $24358808.64            |
| 2025-11-04 | $17141620.06              | $24433554.61            |
| 2025-11-05 | $16312970.68              | $18761027.22            |
| 2025-11-06 | $13500043.90              | $30232325.83            |
| 2025-11-07 | $18186685.46              | $18290732.56            |
| 2025-11-10 | $17994698.66              | $12319581.99            |
| 2025-11-12 | $19727921.58              | $17295284.47            |
| 2025-11-13 | $15694616.64              | $24920346.20            |
| 2025-11-14 | $23013181.47              | $27132356.29            |
| 2025-11-17 | $18500344.38              | $14991376.90            |
| 2025-11-18 | $25540514.13              | $20708100.76            |
| 2025-11-19 | $20595574.39              | $11349026.29            |
| 2025-11-20 | $11299343.00              | $25370505.12            |
| 2025-11-21 | $18515386.24              | $19565032.46            |
| 2025-11-24 | $22987175.68              | $18408828.94            |
| 2025-11-25 | $22041186.87              | $19867508.06            |
| 2025-11-26 | $29255462.03              | $20101021.54            |
| 2025-11-28 | $17726410.07              | $22770054.35            |

**Total Gross Subscriptions (Month):** $375672933.84

**Total Gross Redemptions (Month):** $370875472.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.1400%           |
| 2025-11-04 | 3.1200%           |
| 2025-11-05 | 3.0900%           |
| 2025-11-06 | 3.0800%           |
| 2025-11-07 | 3.0600%           |
| 2025-11-10 | 3.0100%           |
| 2025-11-12 | 3.0000%           |
| 2025-11-13 | 3.0100%           |
| 2025-11-14 | 3.0100%           |
| 2025-11-17 | 3.0200%           |
| 2025-11-18 | 3.0200%           |
| 2025-11-19 | 3.0200%           |
| 2025-11-20 | 3.0100%           |
| 2025-11-21 | 3.0000%           |
| 2025-11-24 | 2.9900%           |
| 2025-11-25 | 2.9900%           |
| 2025-11-26 | 3.0000%           |
| 2025-11-28 | 3.0200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.9300%         | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $668051575.85

- **Number of Shares Outstanding:** 668231085.2000

- **Expense Reimbursement/Waiver:** 44132.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9998          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $4655410.04               | $553952.49              |
| 2025-11-04 | $2244408.02               | $1228112.57             |
| 2025-11-05 | $385320.68                | $841097.70              |
| 2025-11-06 | $555692.41                | $1738199.29             |
| 2025-11-07 | $2099127.12               | $626829.11              |
| 2025-11-10 | $2020269.64               | $1858319.36             |
| 2025-11-12 | $614479.99                | $2571319.61             |
| 2025-11-13 | $430086.44                | $8078009.05             |
| 2025-11-14 | $1476023.99               | $770809.00              |
| 2025-11-17 | $1210176.03               | $5783641.84             |
| 2025-11-18 | $1540965.22               | $3022701.66             |
| 2025-11-19 | $688835.12                | $6129009.85             |
| 2025-11-20 | $673975.76                | $1273080.87             |
| 2025-11-21 | $2334697.52               | $5494544.20             |
| 2025-11-24 | $3596126.81               | $1563792.11             |
| 2025-11-25 | $2843477.73               | $1291589.58             |
| 2025-11-26 | $1760482.94               | $2939509.61             |
| 2025-11-28 | $2873743.35               | $1331772.44             |

**Total Gross Subscriptions (Month):** $32074419.76

**Total Gross Redemptions (Month):** $47137020.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.3200%           |
| 2025-11-04 | 3.3000%           |
| 2025-11-05 | 3.2700%           |
| 2025-11-06 | 3.2600%           |
| 2025-11-07 | 3.2400%           |
| 2025-11-10 | 3.1900%           |
| 2025-11-12 | 3.1900%           |
| 2025-11-13 | 3.1900%           |
| 2025-11-14 | 3.2000%           |
| 2025-11-17 | 3.2100%           |
| 2025-11-18 | 3.2000%           |
| 2025-11-19 | 3.2000%           |
| 2025-11-20 | 3.1900%           |
| 2025-11-21 | 3.1800%           |
| 2025-11-24 | 3.1700%           |
| 2025-11-25 | 3.1700%           |
| 2025-11-26 | 3.1800%           |
| 2025-11-28 | 3.2000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 80.5000%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1219495845.55

- **Number of Shares Outstanding:** 1219823531.1900

- **Expense Reimbursement/Waiver:** 75890.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9998          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $8570200.38               | $2773529.47             |
| 2025-11-04 | $3741867.86               | $6287996.53             |
| 2025-11-05 | $5558208.22               | $1367373.51             |
| 2025-11-06 | $7854146.70               | $3237336.07             |
| 2025-11-07 | $1709914.65               | $1988755.09             |
| 2025-11-10 | $4223532.39               | $1661294.05             |
| 2025-11-12 | $51524099.66              | $2085553.59             |
| 2025-11-13 | $5698095.56               | $8450600.12             |
| 2025-11-14 | $3182487.10               | $8291632.14             |
| 2025-11-17 | $2327690.08               | $4381695.41             |
| 2025-11-18 | $2373404.98               | $9211774.73             |
| 2025-11-19 | $18617015.37              | $7667745.81             |
| 2025-11-20 | $8145689.07               | $47228187.91            |
| 2025-11-21 | $31047931.99              | $6702252.54             |
| 2025-11-24 | $15548117.51              | $4418752.25             |
| 2025-11-25 | $7682773.96               | $7618829.92             |
| 2025-11-26 | $3730203.75               | $8596204.59             |
| 2025-11-28 | $59171805.66              | $13999000.84            |

**Total Gross Subscriptions (Month):** $243081020.20

**Total Gross Redemptions (Month):** $147682771.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9800%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9300%           |
| 2025-11-06 | 3.9100%           |
| 2025-11-07 | 3.8900%           |
| 2025-11-10 | 3.8400%           |
| 2025-11-12 | 3.8400%           |
| 2025-11-13 | 3.8400%           |
| 2025-11-14 | 3.8500%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8500%           |
| 2025-11-20 | 3.8400%           |
| 2025-11-21 | 3.8400%           |
| 2025-11-24 | 3.8200%           |
| 2025-11-25 | 3.8200%           |
| 2025-11-26 | 3.8300%           |
| 2025-11-28 | 3.8500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 14.4000%         | 0.0000%              |
| Broker-dealer                                       |  | 18.8500%         | 0.0000%              |
| Depository institution or other banking institution |  | 16.3500%         | 0.0000%              |
| Depository institution or other banking institution |  | 20.3300%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.8600%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $9170460357.74

- **Number of Shares Outstanding:** 9172924513.8700

- **Expense Reimbursement/Waiver:** 596949.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9998          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $131989242.49             | $76495643.72            |
| 2025-11-04 | $47645634.68              | $65977506.41            |
| 2025-11-05 | $93845410.89              | $78551733.94            |
| 2025-11-06 | $97455695.64              | $65796951.38            |
| 2025-11-07 | $55238543.43              | $72461980.82            |
| 2025-11-10 | $83676282.04              | $55327266.36            |
| 2025-11-12 | $53336188.04              | $23069822.52            |
| 2025-11-13 | $86372560.52              | $120061489.75           |
| 2025-11-14 | $72725093.90              | $123486614.81           |
| 2025-11-17 | $44450895.79              | $84050809.14            |
| 2025-11-18 | $57810637.12              | $49723197.20            |
| 2025-11-19 | $79475023.44              | $75472968.78            |
| 2025-11-20 | $93825726.91              | $77146778.84            |
| 2025-11-21 | $94502682.60              | $84176856.82            |
| 2025-11-24 | $81360832.88              | $51108994.75            |
| 2025-11-25 | $63920676.62              | $125773452.39           |
| 2025-11-26 | $100584704.23             | $53632454.65            |
| 2025-11-28 | $109489004.01             | $93318152.30            |

**Total Gross Subscriptions (Month):** $1503526192.83

**Total Gross Redemptions (Month):** $1433964441.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0000%           |
| 2025-11-04 | 3.9800%           |
| 2025-11-05 | 3.9500%           |
| 2025-11-06 | 3.9300%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8700%           |
| 2025-11-17 | 3.8800%           |
| 2025-11-18 | 3.8800%           |
| 2025-11-19 | 3.8700%           |
| 2025-11-20 | 3.8600%           |
| 2025-11-21 | 3.8600%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8500%           |
| 2025-11-28 | 3.8700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 77.8200%         | 0.0000%              |
| Broker-dealer |  | 9.6200%          | 0.0000%              |
| Broker-dealer |  | 9.0800%          | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $137415667.28

- **Number of Shares Outstanding:** 137452591.6700

- **Expense Reimbursement/Waiver:** 9183.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9998          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $2221711.94               | $7143.47                |
| 2025-11-04 | $1032374.79               | $0.00                   |
| 2025-11-05 | $5814.64                  | $2608417.93             |
| 2025-11-06 | $382281.14                | $700.00                 |
| 2025-11-07 | $3702409.97               | $0.00                   |
| 2025-11-10 | $0.00                     | $2567109.41             |
| 2025-11-12 | $6479074.93               | $5175.29                |
| 2025-11-13 | $2496061.34               | $8340.27                |
| 2025-11-14 | $152117712.33             | $0.00                   |
| 2025-11-17 | $18412.70                 | $154367226.22           |
| 2025-11-18 | $1525081.89               | $126005.04              |
| 2025-11-19 | $12625711.89              | $19592.67               |
| 2025-11-20 | $18862072.66              | $0.00                   |
| 2025-11-21 | $1732414.27               | $26675.40               |
| 2025-11-24 | $1350.99                  | $6305054.10             |
| 2025-11-25 | $275.73                   | $4476863.33             |
| 2025-11-26 | $21.70                    | $3506888.14             |
| 2025-11-28 | $206228.25                | $521237.75              |

**Total Gross Subscriptions (Month):** $203409011.16

**Total Gross Redemptions (Month):** $174546429.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.7000%           |
| 2025-11-04 | 3.6800%           |
| 2025-11-05 | 3.6500%           |
| 2025-11-06 | 3.6300%           |
| 2025-11-07 | 3.6100%           |
| 2025-11-10 | 3.5600%           |
| 2025-11-12 | 3.5600%           |
| 2025-11-13 | 3.5700%           |
| 2025-11-14 | 3.5700%           |
| 2025-11-17 | 3.5800%           |
| 2025-11-18 | 3.5800%           |
| 2025-11-19 | 3.5700%           |
| 2025-11-20 | 3.5600%           |
| 2025-11-21 | 3.5600%           |
| 2025-11-24 | 3.5400%           |
| 2025-11-25 | 3.5400%           |
| 2025-11-26 | 3.5500%           |
| 2025-11-28 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 77.4400%         | 0.0000%              |
| Depository institution or other banking institution |  | 20.2300%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3035607328.19

- **Number of Shares Outstanding:** 3036423013.5700

- **Expense Reimbursement/Waiver:** 199173.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9998          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $7117068.06               | $155500000.00           |
| 2025-11-04 | $89750000.00              | $53333291.00            |
| 2025-11-05 | $0.00                     | $122000000.00           |
| 2025-11-06 | $17600200.00              | $192525000.00           |
| 2025-11-07 | $2000000.00               | $393332970.65           |
| 2025-11-10 | $151000000.00             | $91750000.00            |
| 2025-11-12 | $228300000.00             | $35000000.00            |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $300000000.00             | $193250000.00           |
| 2025-11-17 | $42147666.20              | $363100000.00           |
| 2025-11-18 | $384100000.00             | $151000000.00           |
| 2025-11-19 | $67500000.00              | $1000000.00             |
| 2025-11-20 | $40000000.00              | $70250000.00            |
| 2025-11-21 | $0.00                     | $196000000.00           |
| 2025-11-24 | $153000000.00             | $313000000.00           |
| 2025-11-25 | $85000000.00              | $425500000.00           |
| 2025-11-26 | $0.00                     | $393000000.00           |
| 2025-11-28 | $929000000.00             | $0.00                   |

**Total Gross Subscriptions (Month):** $2496514934.26

**Total Gross Redemptions (Month):** $3149541261.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0000%           |
| 2025-11-04 | 3.9800%           |
| 2025-11-05 | 3.9500%           |
| 2025-11-06 | 3.9300%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8700%           |
| 2025-11-17 | 3.8800%           |
| 2025-11-18 | 3.8800%           |
| 2025-11-19 | 3.8700%           |
| 2025-11-20 | 3.8600%           |
| 2025-11-21 | 3.8600%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8500%           |
| 2025-11-28 | 3.8700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 7.6900%          | 7.6900%              |
| Non-financial corporation                           |  | 12.3800%         | 12.3800%             |
| Depository institution or other banking institution |  | 71.5600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  4.090%, 12/1/2025
- **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):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $16039293.20       | $16145954.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $4360721.94        | $4516739.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $33040.20          | $34151.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $5414069.96        | $5506379.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $3420056.84        | $3409256.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2648690.32        | $2406520.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $189648.51         | $172274.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $2738273.21        | $2388732.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $283741.22         | $270489.08         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $16512000.00       | $16807152.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $794659.05         | $823028.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $3365875.97        | $2933593.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $3117726.98        | $2714813.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $4411214.04        | $4436644.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $482480.82         | $499633.98         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $16208000.00       | $16805455.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1047233.59        | $1013376.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $22141.56          | $22163.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $618385.66         | $604366.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $7462098.21        | $7570843.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $950914.46         | $958780.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $6494268.54        | $6537578.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $6669770.99        | $6233201.13        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1389135.19        | $1356875.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $2712260.28        | $2751894.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1212769.50        | $1243749.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $4478444.52        | $4611611.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $255688.41         | $228848.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $10046797.01       | $9930786.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $71819.96          | $68872.40          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1304249.03        | $1220751.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $20296.79          | $21116.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $9416037.92        | $8413041.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $1754293.97        | $1698347.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $3564133.21        | $3350509.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1296728.89        | $1320666.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $278658.51         | $279911.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $277309.07         | $232848.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $523825.49         | $532646.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $721421.27         | $766687.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $6535582.40        | $6579501.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $2919775.03        | $2777800.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $3397394.64        | $3081623.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $609471.85         | $615859.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $1393844.93        | $1406311.48        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1615 | 2029-08-01      | 4.6600%  |  | $6582400.00        | $6765127.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $73673.71          | $71060.58          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $1476840.32        | $1524865.69        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Bank of America N.A., REPO,  3.980%, 12/1/2025
- **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):** $1433000000.00
- **C.18.a - Value (excl. sponsor support):** $1433000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 Q07425 G | 2042-03-01      | 3.5000%  |  | $11722056.73       | $11312066.08       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07419 G | 2042-04-01      | 3.5000%  |  | $7966165.74        | $7692464.21        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07323 G | 2042-04-01      | 3.5000%  |  | $7143472.94        | $6884779.22        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07345 G | 2042-03-01      | 3.5000%  |  | $2961929.65        | $2869339.73        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07299 G | 2042-03-01      | 3.5000%  |  | $7765317.65        | $7464861.98        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q31531 G | 2045-02-01      | 3.5000%  |  | $15100291.23       | $14437630.05       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q31030 G | 2045-01-01      | 3.5000%  |  | $4704088.12        | $4488382.16        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q30080 G | 2044-07-01      | 3.0000%  |  | $2197846.82        | $2053551.58        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q28557 G | 2044-09-01      | 3.5000%  |  | $4371654.46        | $4183428.51        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q27885 G | 2044-08-01      | 3.5000%  |  | $3006369.09        | $2876307.56        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q27130 G | 2043-11-01      | 3.5000%  |  | $14254632.84       | $13720611.53       | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC K93096 G | 2035-06-01      | 3.0000%  |  | $4007150.51        | $3867100.60        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC K92909 G | 2035-03-01      | 3.5000%  |  | $4698829.87        | $4639685.70        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC K93086 G | 2035-05-01      | 3.5000%  |  | $9130383.92        | $8991437.74        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V81885 G | 2045-09-01      | 3.5000%  |  | $5282564.43        | $5046365.13        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q38370 G | 2046-01-01      | 3.5000%  |  | $7885192.14        | $7532692.51        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V84062 G | 2048-03-01      | 3.5000%  |  | $9172284.65        | $8657948.79        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q05984 G | 2042-02-01      | 3.5000%  |  | $3081151.41        | $2979103.67        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52562 G | 2047-12-01      | 3.5000%  |  | $11407559.20       | $10789086.97       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34399 G | 2045-07-01      | 3.5000%  |  | $11192545.86       | $10706095.43       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36392 G | 2045-09-01      | 4.0000%  |  | $3378605.38        | $3306286.33        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07955 G | 2042-04-01      | 3.5000%  |  | $12041108.31       | $11619958.50       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07979 G | 2042-05-01      | 3.5000%  |  | $4956566.24        | $4786268.54        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q08325 G | 2042-05-01      | 3.5000%  |  | $10111905.07       | $9707105.29        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63857 G | 2049-05-01      | 3.5000%  |  | $8071209.63        | $7594620.84        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37690 G | 2045-12-01      | 3.5000%  |  | $10854285.26       | $10363335.08       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q31896 G | 2044-12-01      | 3.5000%  |  | $8446604.49        | $8105750.22        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q54922 G | 2048-03-01      | 4.0000%  |  | $4693763.85        | $4581366.98        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q11913 G | 2042-10-01      | 3.5000%  |  | $1199978.92        | $1140950.76        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13114 G | 2042-11-01      | 3.5000%  |  | $4870099.05        | $4674126.26        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13215 G | 2042-11-01      | 3.5000%  |  | $2754940.00        | $2643216.16        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13430 G | 2042-12-01      | 3.5000%  |  | $3118676.81        | $2992201.99        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q13466 G | 2042-11-01      | 3.0000%  |  | $2809992.72        | $2625516.70        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13513 G | 2042-11-01      | 3.5000%  |  | $9073135.22        | $8716488.42        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13794 G | 2042-12-01      | 3.5000%  |  | $3867239.96        | $3751145.42        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13648 G | 2042-11-01      | 3.5000%  |  | $4308072.59        | $4138726.56        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13902 G | 2042-12-01      | 3.5000%  |  | $1201816.62        | $1152079.44        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q14114 G | 2042-12-01      | 3.5000%  |  | $7738348.78        | $7426965.36        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC U99031 G | 2042-12-01      | 3.0000%  |  | $5907194.06        | $5519386.77        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q14939 G | 2043-01-01      | 3.5000%  |  | $6797712.93        | $6521372.30        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q15884 G | 2043-02-01      | 3.0000%  |  | $2888340.63        | $2698735.51        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q32860 G | 2045-04-01      | 3.5000%  |  | $2002193.78        | $1912873.91        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18217 G | 2043-05-01      | 3.5000%  |  | $5097226.73        | $4891064.29        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18542 G | 2043-05-01      | 3.5000%  |  | $4103550.96        | $3936737.51        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35246 G | 2045-06-01      | 3.5000%  |  | $3259478.35        | $3115093.24        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18876 G | 2043-06-01      | 3.5000%  |  | $3348170.48        | $3181398.11        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18904 G | 2043-06-01      | 3.5000%  |  | $5132038.90        | $4922872.39        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18914 G | 2043-06-01      | 3.5000%  |  | $4995024.81        | $4791957.08        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19003 G | 2043-06-01      | 3.5000%  |  | $11073138.16       | $10625285.08       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34675 G | 2045-07-01      | 3.5000%  |  | $3115019.42        | $2975092.75        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19325 G | 2043-06-01      | 3.5000%  |  | $2546753.60        | $2443225.52        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19850 G | 2043-06-01      | 3.5000%  |  | $4937855.17        | $4738153.49        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC U99069 G | 2043-08-01      | 3.0000%  |  | $14657905.19       | $13695525.77       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36048 G | 2045-09-01      | 3.5000%  |  | $2662748.88        | $2543409.80        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q27127 G | 2042-04-01      | 3.5000%  |  | $4274505.79        | $4122307.74        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q32988 G | 2045-04-01      | 3.0000%  |  | $12924937.47       | $11999925.55       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34677 G | 2045-07-01      | 3.5000%  |  | $3795978.66        | $3630208.27        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35751 G | 2045-09-01      | 3.5000%  |  | $4697360.41        | $4489276.73        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37869 G | 2045-12-01      | 3.5000%  |  | $3343752.97        | $3192508.34        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34402 G | 2045-07-01      | 3.5000%  |  | $3667896.16        | $3508962.55        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63809 G | 2049-05-01      | 3.5000%  |  | $1546806.82        | $1456917.24        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52789 G | 2047-12-01      | 3.5000%  |  | $10412807.90       | $9841821.58        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33376 G | 2045-05-01      | 3.5000%  |  | $3338339.51        | $3190801.60        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36393 G | 2045-09-01      | 3.5000%  |  | $9796408.40        | $9338103.03        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33701 G | 2045-05-01      | 3.5000%  |  | $7274048.19        | $6952608.00        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC K92907 G | 2032-03-01      | 3.5000%  |  | $6160506.59        | $6079366.56        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63785 G | 2049-05-01      | 3.5000%  |  | $4915041.65        | $4627374.09        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36389 G | 2045-09-01      | 3.5000%  |  | $8126332.89        | $7761289.89        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36906 G | 2045-10-01      | 3.5000%  |  | $7857714.74        | $7492543.16        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36760 G | 2045-10-01      | 3.5000%  |  | $7339926.32        | $7014789.60        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37629 G | 2045-11-01      | 3.5000%  |  | $4899426.81        | $4677815.93        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V85469 G | 2049-04-01      | 3.5000%  |  | $7113637.50        | $6698770.16        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33700 G | 2045-05-01      | 3.5000%  |  | $6009512.97        | $5744565.56        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q40188 G | 2046-05-01      | 3.5000%  |  | $6995750.19        | $6654427.54        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36395 G | 2045-09-01      | 3.5000%  |  | $9911718.49        | $9474720.73        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q49414 G | 2047-07-01      | 3.5000%  |  | $7473576.36        | $7098440.20        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36075 G | 2045-09-01      | 3.5000%  |  | $10022284.38       | $9568966.43        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V83962 G | 2048-02-01      | 4.0000%  |  | $9810069.42        | $9586596.04        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q31002 G | 2045-01-01      | 3.5000%  |  | $6551854.12        | $6305438.89        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50790 G | 2047-09-01      | 3.5000%  |  | $11010537.84       | $10434026.08       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q54274 G | 2048-02-01      | 3.5000%  |  | $10607697.77       | $10039178.21       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34289 G | 2045-03-01      | 3.5000%  |  | $11485001.65       | $11014403.71       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q32041 G | 2045-03-01      | 3.5000%  |  | $3386433.27        | $3235367.87        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q33698 G | 2045-05-01      | 3.0000%  |  | $8714387.13        | $8090742.02        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52463 G | 2047-11-01      | 3.5000%  |  | $7986421.12        | $7548493.70        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36199 G | 2045-09-01      | 3.5000%  |  | $2513811.81        | $2391529.95        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33579 G | 2045-05-01      | 3.5000%  |  | $3624192.25        | $3462143.74        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36136 G | 2045-09-01      | 3.5000%  |  | $9982369.84        | $9537066.31        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q39394 G | 2046-03-01      | 3.5000%  |  | $7729831.11        | $7380272.68        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q39367 G | 2046-03-01      | 3.5000%  |  | $10373519.23       | $9908681.83        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q38858 G | 2046-02-01      | 3.5000%  |  | $13467101.04       | $12853903.53       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37920 G | 2045-12-01      | 3.5000%  |  | $4281150.29        | $4088836.74        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37908 G | 2045-12-01      | 3.5000%  |  | $4256528.87        | $4067977.42        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37906 G | 2045-12-01      | 3.5000%  |  | $2221899.47        | $2128697.45        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q37694 G | 2045-12-01      | 3.0000%  |  | $3940966.55        | $3632447.99        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q36394 G | 2045-09-01      | 3.0000%  |  | $2692842.50        | $2476997.71        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q37693 G | 2045-12-01      | 3.0000%  |  | $15612230.30       | $14393258.59       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37692 G | 2045-12-01      | 3.5000%  |  | $7246061.96        | $6932068.35        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37689 G | 2045-12-01      | 3.5000%  |  | $5669346.72        | $5398845.18        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36954 G | 2045-10-01      | 3.5000%  |  | $9695721.82        | $9263215.06        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36953 G | 2045-10-01      | 3.5000%  |  | $5180494.57        | $4955992.65        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36952 G | 2045-10-01      | 3.5000%  |  | $5680194.17        | $5425028.48        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36951 G | 2045-10-01      | 4.0000%  |  | $3035662.26        | $2991423.56        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36950 G | 2045-10-01      | 4.0000%  |  | $2960274.26        | $2899665.61        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36949 G | 2045-10-01      | 4.0000%  |  | $2213341.76        | $2178116.42        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36948 G | 2045-10-01      | 4.0000%  |  | $2002591.50        | $1959103.22        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36947 G | 2045-10-01      | 4.0000%  |  | $2135275.30        | $2066431.89        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36940 G | 2045-10-01      | 3.5000%  |  | $4208574.17        | $4020829.68        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36835 G | 2045-10-01      | 3.5000%  |  | $8081429.80        | $7705861.51        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36767 G | 2045-10-01      | 3.5000%  |  | $5228703.12        | $4994901.66        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q36400 G | 2045-09-01      | 3.0000%  |  | $3582897.09        | $3321295.44        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36398 G | 2045-09-01      | 4.0000%  |  | $3440209.54        | $3367999.55        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36397 G | 2045-09-01      | 3.5000%  |  | $9565736.76        | $9151234.25        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36396 G | 2045-09-01      | 4.0000%  |  | $6051423.70        | $5961741.60        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q36390 G | 2045-09-01      | 3.0000%  |  | $12388332.51       | $11532435.00       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36123 G | 2045-09-01      | 3.5000%  |  | $2366940.46        | $2259145.26        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36129 G | 2045-09-01      | 3.5000%  |  | $3512664.54        | $3365311.77        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36049 G | 2045-09-01      | 3.5000%  |  | $11893342.23       | $11366514.74       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35365 G | 2045-08-01      | 3.5000%  |  | $7575359.72        | $7236642.66        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35325 G | 2045-08-01      | 3.5000%  |  | $12179783.12       | $11632667.26       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34301 G | 2042-03-01      | 3.5000%  |  | $8025838.79        | $7766564.06        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34300 G | 2042-03-01      | 3.5000%  |  | $5074199.71        | $4910277.69        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34161 G | 2045-06-01      | 3.5000%  |  | $7288964.84        | $6965334.80        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33964 G | 2045-06-01      | 3.5000%  |  | $5630915.95        | $5380328.93        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33962 G | 2045-06-01      | 3.5000%  |  | $4494807.82        | $4294316.91        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q33958 G | 2045-06-01      | 3.0000%  |  | $10979001.56       | $10153600.22       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33957 G | 2045-06-01      | 3.5000%  |  | $10984544.01       | $10507122.78       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33702 G | 2045-05-01      | 3.5000%  |  | $13897178.26       | $13283061.96       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q36047 G | 2045-09-01      | 4.0000%  |  | $3392280.49        | $3318966.53        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q35828 G | 2045-09-01      | 3.0000%  |  | $5624768.92        | $5205931.76        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35750 G | 2045-09-01      | 3.5000%  |  | $5854336.06        | $5584907.80        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35749 G | 2045-09-01      | 3.5000%  |  | $1665261.31        | $1591836.61        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35748 G | 2045-09-01      | 3.5000%  |  | $3931322.61        | $3760946.95        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36234 G | 2045-09-01      | 3.5000%  |  | $11549387.41       | $11005480.56       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35148 G | 2045-05-01      | 3.5000%  |  | $11702160.19       | $11198358.79       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34681 G | 2045-07-01      | 3.5000%  |  | $6385693.04        | $6104166.99        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q56666 G | 2048-06-01      | 4.0000%  |  | $8574018.43        | $8373575.02        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q56636 G | 2048-06-01      | 4.0000%  |  | $4680893.88        | $4568070.29        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q57144 G | 2048-07-01      | 4.0000%  |  | $5330828.60        | $5190649.13        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52548 G | 2047-12-01      | 3.5000%  |  | $11088965.96       | $10522131.29       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52401 G | 2047-11-01      | 3.5000%  |  | $13554293.34       | $12827837.43       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52240 G | 2047-11-01      | 3.5000%  |  | $9729242.58        | $9195729.83        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q52040 G | 2047-11-01      | 3.5000%  |  | $5236789.08        | $4977232.87        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50046 G | 2047-08-01      | 3.5000%  |  | $14600653.85       | $13827140.41       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50003 G | 2047-08-01      | 3.5000%  |  | $10628318.79       | $10078420.21       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50811 G | 2047-09-01      | 3.5000%  |  | $6538723.83        | $6188261.31        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q49580 G | 2047-07-01      | 3.5000%  |  | $6470618.44        | $6150879.30        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q44382 G | 2046-11-01      | 3.0000%  |  | $4034583.71        | $3722101.17        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q43178 G | 2046-09-01      | 3.5000%  |  | $15112763.86       | $14373069.63       | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q41862 G | 2046-07-01      | 3.0000%  |  | $59063.29          | $54330.13          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q40644 G | 2046-05-01      | 3.5000%  |  | $4393484.49        | $4179130.78        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q40626 G | 2046-05-01      | 3.0000%  |  | $5967438.31        | $5496661.13        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63804 G | 2049-05-01      | 3.5000%  |  | $3747611.86        | $3532978.64        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63656 G | 2049-05-01      | 3.5000%  |  | $15136142.40       | $14393941.66       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63151 G | 2049-04-01      | 3.5000%  |  | $7240181.24        | $6811164.30        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63004 G | 2049-04-01      | 3.5000%  |  | $5794183.14        | $5451445.61        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63509 G | 2049-05-01      | 3.5000%  |  | $13573040.32       | $12803476.08       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63500 G | 2049-05-01      | 3.5000%  |  | $12454432.55       | $11799404.12       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q62677 G | 2049-04-01      | 3.5000%  |  | $5337758.31        | $5024239.74        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC K92905 G | 2035-04-01      | 3.0000%  |  | $3489834.44        | $3395692.67        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC K92898 G | 2035-03-01      | 3.5000%  |  | $4719534.38        | $4648444.04        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V85472 G | 2049-04-01      | 3.5000%  |  | $11702616.76       | $11009178.20       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V84181 G | 2048-05-01      | 4.0000%  |  | $11654091.34       | $11384042.73       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V83909 G | 2048-01-01      | 4.0000%  |  | $5441730.35        | $5332351.57        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V81612 G | 2045-04-01      | 3.5000%  |  | $9284219.41        | $8872974.92        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC V80059 G | 2043-05-01      | 3.0000%  |  | $5447454.13        | $5089823.32        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q20576 G | 2043-08-01      | 3.0000%  |  | $6880211.89        | $6421907.22        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19855 G | 2043-06-01      | 3.5000%  |  | $5779711.95        | $5544760.88        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19854 G | 2043-06-01      | 3.5000%  |  | $8597243.65        | $8248651.21        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19852 G | 2043-06-01      | 3.5000%  |  | $2101188.53        | $2015554.59        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19848 G | 2043-06-01      | 3.5000%  |  | $11808915.16       | $11326414.69       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19526 G | 2043-06-01      | 3.5000%  |  | $8720182.43        | $8362061.97        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19241 G | 2043-06-01      | 3.5000%  |  | $2795060.50        | $2681729.18        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19188 G | 2043-06-01      | 3.5000%  |  | $2683225.52        | $2571638.22        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18921 G | 2043-06-01      | 3.5000%  |  | $8597208.11        | $8249511.22        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18911 G | 2043-06-01      | 3.5000%  |  | $4670845.85        | $4479999.76        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18912 G | 2043-06-01      | 3.5000%  |  | $3605710.42        | $3460256.06        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18820 G | 2043-05-01      | 3.5000%  |  | $9418150.61        | $9039211.32        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18817 G | 2043-05-01      | 3.5000%  |  | $7754432.87        | $7444046.19        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q18373 G | 2043-05-01      | 3.0000%  |  | $2364747.81        | $2211249.66        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18272 G | 2043-05-01      | 3.5000%  |  | $8351895.09        | $8023632.20        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18216 G | 2043-05-01      | 3.5000%  |  | $2220527.19        | $2130251.66        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18212 G | 2043-05-01      | 3.5000%  |  | $4242754.68        | $4071593.47        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q17989 G | 2043-05-01      | 3.0000%  |  | $3290801.32        | $3074753.63        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18562 G | 2043-05-01      | 3.5000%  |  | $8943453.08        | $8576163.35        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q17113 G | 2043-04-01      | 3.5000%  |  | $3186633.05        | $3057093.23        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q16581 G | 2043-03-01      | 3.5000%  |  | $10422475.73       | $10019292.68       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q16311 G | 2043-03-01      | 3.5000%  |  | $2311054.25        | $2218549.68        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q16032 G | 2043-03-01      | 3.5000%  |  | $5295116.52        | $5077661.97        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q16679 G | 2043-03-01      | 3.5000%  |  | $3683730.79        | $3533209.86        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q15592 G | 2043-02-01      | 3.0000%  |  | $8767822.85        | $8192215.28        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q15778 G | 2043-02-01      | 3.5000%  |  | $7664999.20        | $7358989.44        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q14324 G | 2043-01-01      | 3.0000%  |  | $3552169.25        | $3319324.56        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q14036 G | 2042-12-01      | 3.5000%  |  | $7907853.32        | $7596995.61        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13898 G | 2042-12-01      | 3.5000%  |  | $2476204.23        | $2374496.61        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13795 G | 2042-12-01      | 3.5000%  |  | $2993635.17        | $2879658.50        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13678 G | 2042-11-01      | 3.5000%  |  | $3444545.79        | $3315540.66        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13641 G | 2042-11-01      | 3.5000%  |  | $2817618.38        | $2703947.20        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q14462 G | 2043-01-01      | 3.0000%  |  | $7232846.67        | $6757974.13        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13437 G | 2042-12-01      | 3.5000%  |  | $4855553.91        | $4664682.08        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13419 G | 2042-12-01      | 3.5000%  |  | $3902133.86        | $3744702.27        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q14113 G | 2042-12-01      | 3.5000%  |  | $3716712.51        | $3567148.28        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13434 G | 2042-12-01      | 3.5000%  |  | $4650565.72        | $4482145.49        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13120 G | 2042-11-01      | 3.5000%  |  | $6021112.13        | $5784434.25        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q12856 G | 2042-11-01      | 3.5000%  |  | $5511883.30        | $5338429.84        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33699 G | 2045-05-01      | 3.5000%  |  | $2988419.99        | $2862239.94        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33697 G | 2045-05-01      | 3.5000%  |  | $10068708.93       | $9629008.41        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q34404 G | 2045-07-01      | 3.0000%  |  | $8695378.31        | $8073093.56        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34403 G | 2045-07-01      | 3.5000%  |  | $7002769.09        | $6699857.31        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34401 G | 2045-07-01      | 3.5000%  |  | $5478499.48        | $5234695.29        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q34400 G | 2045-07-01      | 3.5000%  |  | $4873126.55        | $4655755.87        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33420 G | 2045-05-01      | 3.5000%  |  | $2818548.01        | $2694278.23        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33292 G | 2045-05-01      | 3.5000%  |  | $4800994.65        | $4588324.99        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33291 G | 2045-05-01      | 3.5000%  |  | $3847687.02        | $3672455.66        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33290 G | 2045-05-01      | 3.5000%  |  | $4530608.28        | $4329915.92        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33111 G | 2045-05-01      | 3.5000%  |  | $2389761.38        | $2283400.27        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33013 G | 2045-04-01      | 3.5000%  |  | $3886707.66        | $3714538.17        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q32986 G | 2045-04-01      | 3.5000%  |  | $4267391.39        | $4081017.34        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q32985 G | 2045-04-01      | 3.5000%  |  | $8520061.17        | $8145306.28        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q32984 G | 2045-04-01      | 3.5000%  |  | $8046356.22        | $7684897.80        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q32754 G | 2045-04-01      | 3.0000%  |  | $3185489.52        | $2964416.55        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q32344 G | 2045-03-01      | 3.5000%  |  | $8937169.33        | $8524602.78        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q31909 G | 2043-12-01      | 3.0000%  |  | $12385396.23       | $11572121.57       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q31907 G | 2044-08-01      | 3.5000%  |  | $5880850.14        | $5643534.31        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q12822 G | 2042-11-01      | 3.5000%  |  | $5105464.75        | $4904779.15        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13590 G | 2042-11-01      | 3.5000%  |  | $5124496.35        | $4919357.64        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q13570 G | 2042-11-01      | 3.5000%  |  | $7761702.76        | $7451001.80        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q11914 G | 2042-10-01      | 3.5000%  |  | $963654.95         | $911684.07         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC U91421 G | 2043-05-01      | 3.0000%  |  | $9165724.59        | $8563893.95        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC U99079 G | 2043-12-01      | 4.5000%  |  | $10560801.05       | $10660294.36       | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC U99067 G | 2043-10-01      | 4.5000%  |  | $9327302.76        | $9415156.62        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q09642 G | 2042-07-01      | 3.5000%  |  | $3382416.89        | $3255738.61        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q09005 G | 2042-06-01      | 3.5000%  |  | $4291472.43        | $4136056.76        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q08014 G | 2042-05-01      | 3.5000%  |  | $2826283.33        | $2720433.37        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07978 G | 2042-04-01      | 3.5000%  |  | $8261769.55        | $7988139.74        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07988 G | 2042-04-01      | 3.5000%  |  | $4743219.35        | $4583187.87        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q07919 G | 2042-04-01      | 3.5000%  |  | $5834739.14        | $5630651.63        | Agency Mortgage-Backed Securities |

### Security 3: Fixed Income Clearing Corporation ("FICC") - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  4.100%, 12/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 060990009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $12982000.00       | $13144354.10       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $48651000.00       | $49259433.92       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50625304.64       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51163891.41       | U.S. Treasuries (including strips) |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.090%, 12/1/2025
- **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:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA 5.625 FNSM A 07/37   | 2037-07-15      | 5.6250%  |  | $18571.43          | $21192.81          | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  |  | $621428.57         | $707168.54         | Agency Debentures and Agency Strips |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  |  | $610571.43         | $665768.88         | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  |  | $150248285.71      | $125036623.37      | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $109295142.86      | $92827971.57       | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  |  | $75650571.43       | $65083699.61       | Agency Debentures and Agency Strips |
| FMAC 4.75 FMNT 26-30 83   | 2030-07-30      | 4.7500%  |  | $2282285.71        | $2320503.60        | Agency Debentures and Agency Strips |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  |  | $29142.86          | $33947.56          | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  |  | $432857.14         | $502730.46         | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  |  | $285.71            | $321.95            | Agency Debentures and Agency Strips |
| FHLB 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  |  | $561428.57         | $633873.88         | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $18218000.00       | $18270675.32       | Agency Debentures and Agency Strips |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.080%, 12/1/2025
- **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):** $443000000.00
- **C.18.a - Value (excl. sponsor support):** $443000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 7/8 BOND 43 | 2043-02-15      | 3.8750%  |  | $94196257.91       | $87779268.38       | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41 | 2041-08-15      | 1.7500%  |  | $189190479.64      | $131540017.37      | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40 | 2040-11-15      | 1.3750%  |  | $350125493.00      | $232694377.58      | U.S. Treasuries (including strips) |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.940%, 12/9/2025
- **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):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **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 FNMS 02.500 CIAR6885 | 2028-02-01      | 2.5000%  |  | $58318.49          | $57537.89          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G | 2043-02-01      | 3.0000%  |  | $24449.71          | $22844.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  |  | $25529.74          | $25164.99          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  |  | $74253.12          | $71211.35          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05073 G | 2039-01-01      | 5.5000%  |  | $5807.77           | $6077.29           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A84116 G | 2039-01-01      | 6.5000%  |  | $4209.79           | $4434.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930249 | 2038-12-01      | 6.0000%  |  | $110949.34         | $116260.49         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G | 2043-06-01      | 3.5000%  |  | $127084.88         | $122482.50         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08541 G | 2043-08-01      | 3.5000%  |  | $43754.83          | $41962.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957 | 2050-03-01      | 5.0000%  |  | $84056.41          | $86035.10          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A91351 G | 2040-03-01      | 5.0000%  |  | $12124.61          | $12482.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958 | 2046-04-01      | 3.5000%  |  | $92269.58          | $88109.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK0695 | 2042-03-01      | 5.0000%  |  | $57894.93          | $59909.84          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G05580 G | 2039-04-01      | 6.5000%  |  | $4826.88           | $5055.59           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A29948 G | 2035-02-01      | 5.5000%  |  | $11901.08          | $12449.26          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A89607 G | 2039-11-01      | 5.5000%  |  | $56929.29          | $59227.80          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A88904 G | 2039-09-01      | 6.0000%  |  | $20621.09          | $21701.59          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83727 G | 2033-09-01      | 5.5000%  |  | $118687.86         | $120828.75         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C03719 G | 2041-10-01      | 3.5000%  |  | $16926.01          | $16386.32          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C01151 G | 2031-03-01      | 6.5000%  |  | $192.28            | $200.07            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83066 G | 2038-11-01      | 5.5000%  |  | $6778.41           | $7088.81           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A82380 G | 2038-10-01      | 6.0000%  |  | $3251.77           | $3411.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  |  | $49511.50          | $49517.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5949 | 2048-11-01      | 4.5000%  |  | $56277.44          | $56295.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5790 | 2041-07-01      | 5.5000%  |  | $72450.13          | $75395.81          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC D97493 G | 2027-12-01      | 6.0000%  |  | $3053.46           | $3140.48           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08554 G | 2043-10-01      | 3.5000%  |  | $122354.66         | $117316.71         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08572 G | 2044-02-01      | 3.5000%  |  | $5134.60           | $4920.98           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08538 G | 2043-07-01      | 3.5000%  |  | $115923.29         | $111198.84         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08499 G | 2042-07-01      | 3.0000%  |  | $1990.99           | $1860.90           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08393 G | 2040-03-01      | 5.0000%  |  | $20431.78          | $21167.26          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G08066 G | 2035-06-01      | 6.5000%  |  | $6920.19           | $7353.15           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G08046 G | 2035-03-01      | 5.5000%  |  | $91819.66          | $96249.03          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  |  | $134.33            | $134.43            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  |  | $103.93            | $104.03            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07289 G | 2042-11-01      | 3.0000%  |  | $136.76            | $128.06            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07795 G | 2041-06-01      | 5.5000%  |  | $1442.92           | $1509.44           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07703 G | 2041-06-01      | 5.5000%  |  | $40261.28          | $42154.17          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G06534 G | 2038-12-01      | 6.0000%  |  | $8496.78           | $9010.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4613 | 2031-07-01      | 4.5000%  |  | $53723.21          | $54127.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4612 | 2031-07-01      | 4.5000%  |  | $38001.81          | $38288.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5355 | 2041-06-01      | 5.5000%  |  | $106106.32         | $110449.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAI2335 | 2041-05-01      | 6.0000%  |  | $131194.90         | $136918.54         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  |  | $16998.60          | $16208.77          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  |  | $69810.27          | $66652.40          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08641 G | 2045-05-01      | 3.5000%  |  | $28948.85          | $27657.50          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08671 G | 2045-10-01      | 3.5000%  |  | $11409.78          | $10893.67          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08667 G | 2045-09-01      | 3.5000%  |  | $90872.10          | $86789.67          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  |  | $132.74            | $126.90            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08599 G | 2044-08-01      | 3.5000%  |  | $6510.82           | $6194.27           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05956 G | 2038-07-01      | 5.5000%  |  | $61944.85          | $64932.76          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G04955 G | 2038-11-01      | 6.5000%  |  | $5976.35           | $6348.21           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04788 G | 2038-09-01      | 5.5000%  |  | $38724.20          | $40485.91          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04359 G | 2038-06-01      | 5.5000%  |  | $10547.15          | $11026.97          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03927 G | 2038-01-01      | 5.5000%  |  | $6446.86           | $6763.73           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03812 G | 2038-02-01      | 5.5000%  |  | $34523.65          | $36125.89          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03551 G | 2037-11-01      | 6.0000%  |  | $86091.00          | $91385.60          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03400 G | 2037-03-01      | 5.5000%  |  | $13644.33          | $14113.57          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G04173 G | 2037-12-01      | 6.5000%  |  | $4181.23           | $4452.40           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03150 G | 2037-08-01      | 5.5000%  |  | $53739.94          | $56380.88          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02648 G | 2036-12-01      | 5.5000%  |  | $42909.06          | $45017.23          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  |  | $34791.11          | $36500.19          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03202 G | 2037-09-01      | 5.5000%  |  | $14387.24          | $15094.39          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A79180 G | 2037-10-01      | 6.0000%  |  | $31863.38          | $33229.36          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A67394 G | 2037-11-01      | 6.5000%  |  | $3920.62           | $4115.23           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A66740 G | 2037-10-01      | 6.5000%  |  | $11803.35          | $12598.13          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A65070 G | 2037-09-01      | 6.5000%  |  | $13884.96          | $14657.40          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A62706 G | 2037-06-01      | 6.0000%  |  | $12441.07          | $13103.04          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A82656 G | 2038-10-01      | 5.5000%  |  | $9308.04           | $9706.51           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A80400 G | 2037-08-01      | 5.5000%  |  | $19497.12          | $20372.23          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91213 G | 2028-10-01      | 6.0000%  |  | $5796.28           | $5961.47           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC C91165 G | 2028-03-01      | 5.5000%  |  | $45.41             | $46.22             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91112 G | 2027-10-01      | 6.0000%  |  | $1787.74           | $1838.69           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91075 G | 2027-08-01      | 6.0000%  |  | $5986.71           | $6157.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL256801 | 2037-07-01      | 6.5000%  |  | $13671.80          | $14575.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1607 | 2038-09-01      | 3.0000%  |  | $115688.17         | $111636.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175 | 2048-05-01      | 5.5000%  |  | $27521.97          | $28458.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978 | 2047-11-01      | 3.0000%  |  | $5234.90           | $4773.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997 | 2046-11-01      | 3.5000%  |  | $10564.37          | $10056.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $40202.13          | $38164.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC3218 | 2046-04-01      | 3.5000%  |  | $102778.95         | $97729.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  |  | $16298.10          | $15522.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3214 | 2042-06-01      | 3.5000%  |  | $2552.80           | $2446.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068 | 2042-05-01      | 3.5000%  |  | $5340.46           | $5164.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3084 | 2042-05-01      | 3.5000%  |  | $3314.80           | $3205.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK8095 | 2031-06-01      | 2.5000%  |  | $78224.67          | $75927.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4374 | 2027-08-01      | 2.5000%  |  | $72090.02          | $71271.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE7585 | 2040-11-01      | 5.0000%  |  | $60937.05          | $62057.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE8023 | 2040-11-01      | 5.0000%  |  | $56770.20          | $58364.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  |  | $12894.07          | $13746.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  |  | $104976.10         | $111336.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5025 | 2040-08-01      | 5.5000%  |  | $87645.27          | $91057.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  |  | $123669.07         | $117247.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  |  | $48926.86          | $46186.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  |  | $2805.59           | $2649.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175 | 2038-02-01      | 3.0000%  |  | $112972.13         | $109018.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0483 | 2037-06-01      | 2.5000%  |  | $137849.74         | $130898.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL796197 | 2034-11-01      | 5.5000%  |  | $1279.79           | $1337.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244 | 2034-07-01      | 5.5000%  |  | $9885.49           | $10066.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458 | 2036-04-01      | 6.0000%  |  | $72328.06          | $76704.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735178 | 2035-01-01      | 5.5000%  |  | $2458.96           | $2500.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  |  | $11271.86          | $10758.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469 | 2044-09-01      | 3.5000%  |  | $62911.78          | $60203.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3423 | 2042-08-01      | 3.5000%  |  | $10564.94          | $10177.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3398 | 2042-08-01      | 3.5000%  |  | $11080.19          | $10652.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3251 | 2042-05-01      | 3.5000%  |  | $2144.04           | $2065.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH7402 | 2041-06-01      | 5.5000%  |  | $40631.52          | $41827.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH3966 | 2041-02-01      | 5.0000%  |  | $60883.30          | $62473.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH3431 | 2026-01-01      | 3.5000%  |  | $76.83             | $76.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAH2680 | 2041-01-01      | 3.5000%  |  | $6448.67           | $6253.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL630993 | 2031-09-01      | 7.5000%  |  | $49413.38          | $51020.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2650 | 2041-06-01      | 5.5000%  |  | $122163.96         | $127175.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4615 | 2045-12-01      | 3.5000%  |  | $50684.25          | $48335.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1195 | 2042-05-01      | 3.5000%  |  | $5546.34           | $5335.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4288 | 2049-03-01      | 3.0000%  |  | $20257.11          | $18377.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN3526 | 2049-02-01      | 3.0000%  |  | $71078.62          | $64395.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN1295 | 2048-11-01      | 4.0000%  |  | $16236.66          | $15867.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020 | 2048-03-01      | 3.0000%  |  | $14577.04          | $13224.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3967 | 2047-08-01      | 3.5000%  |  | $71549.12          | $67911.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  |  | $144705.58         | $137731.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1442 | 2046-07-01      | 3.5000%  |  | $21212.55          | $20157.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1760 | 2046-02-01      | 3.5000%  |  | $118550.19         | $112837.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBC0616 | 2046-02-01      | 4.0000%  |  | $59345.96          | $57867.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ8655 | 2045-11-01      | 3.5000%  |  | $108666.23         | $103686.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336 | 2045-11-01      | 3.5000%  |  | $49502.15          | $47087.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355 | 2045-11-01      | 3.5000%  |  | $33300.94          | $31757.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL879737 | 2036-02-01      | 6.5000%  |  | $84950.37          | $89190.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7660 | 2048-10-01      | 4.5000%  |  | $14435.61          | $14440.27          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC V80890 G | 2039-12-01      | 5.5000%  |  | $81908.75          | $85635.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3831 | 2039-11-01      | 3.0000%  |  | $73602.25          | $69612.27          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08589 G | 2044-05-01      | 5.0000%  |  | $19166.86          | $19598.58          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G06209 G | 2040-05-01      | 5.5000%  |  | $1738.07           | $1818.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE9954 | 2041-02-01      | 4.0000%  |  | $118435.87         | $118084.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5991 | 2041-03-01      | 5.0000%  |  | $119132.95         | $122891.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4802 | 2037-07-01      | 2.5000%  |  | $120840.94         | $114491.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4285 | 2037-07-01      | 2.5000%  |  | $135290.62         | $128214.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB3224 | 2037-03-01      | 3.0000%  |  | $34248.09          | $33102.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7939 | 2035-11-01      | 2.5000%  |  | $94643.81          | $89896.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960 | 2049-01-01      | 4.5000%  |  | $117410.94         | $117327.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $106621.47         | $108755.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBX1270 | 2037-10-01      | 3.0000%  |  | $54805.26          | $52888.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW5042 | 2037-12-01      | 2.5000%  |  | $15744.19          | $14925.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038 | 2049-12-01      | 3.0000%  |  | $87082.86          | $78814.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBO4944 | 2034-11-01      | 2.5000%  |  | $20342.08          | $19453.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5383 | 2049-12-01      | 3.0000%  |  | $63643.30          | $57659.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2396 | 2049-02-01      | 4.0000%  |  | $123882.55         | $120627.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  |  | $53195.63          | $48178.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLZT1237 | 2043-04-01      | 3.5000%  |  | $264.65            | $253.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  |  | $48649.83          | $47429.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9507 | 2045-10-01      | 3.5000%  |  | $6415.31           | $6122.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8621 | 2031-09-01      | 2.5000%  |  | $92407.69          | $89761.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4788 | 2048-09-01      | 3.0000%  |  | $109694.63         | $100129.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4725 | 2047-07-01      | 3.0000%  |  | $13276.67          | $12192.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  |  | $63820.46          | $58195.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4707 | 2047-03-01      | 3.5000%  |  | $102358.36         | $97154.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  |  | $103.69            | $98.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614 | 2045-05-01      | 3.5000%  |  | $58331.68          | $55664.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4607 | 2045-03-01      | 3.5000%  |  | $74649.43          | $71251.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  |  | $16145.05          | $15396.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  |  | $1266.95           | $1208.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5100 | 2044-12-01      | 3.0000%  |  | $58195.11          | $53591.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH6441 | 2047-07-01      | 4.0000%  |  | $111011.32         | $108347.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0971 | 2037-10-01      | 3.0000%  |  | $135011.33         | $130287.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC0281 | 2046-03-01      | 3.5000%  |  | $33918.26          | $32336.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988 | 2048-07-01      | 4.5000%  |  | $73195.43          | $73256.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0948 | 2046-04-01      | 3.5000%  |  | $107873.52         | $102808.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9406 | 2045-04-01      | 3.5000%  |  | $23770.12          | $22690.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  |  | $27821.37          | $26359.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3883 | 2043-12-01      | 3.5000%  |  | $55691.97          | $53543.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB0947 | 2036-06-01      | 2.5000%  |  | $120263.46         | $114228.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8840 | 2045-07-01      | 3.5000%  |  | $143405.61         | $136581.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3204 | 2049-02-01      | 4.0000%  |  | $12870.70          | $12439.91          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G62009 G | 2046-08-01      | 3.5000%  |  | $75134.30          | $72049.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC3059 | 2038-10-01      | 2.5000%  |  | $54249.47          | $51398.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIRC2057 | 2036-05-01      | 3.0000%  |  | $30672.28          | $29600.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC1421 | 2035-06-01      | 2.5000%  |  | $66669.56          | $63409.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2885 | 2050-04-01      | 3.0000%  |  | $8309.96           | $7502.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA1217 | 2049-08-01      | 5.0000%  |  | $55255.38          | $56132.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQN9907 | 2037-04-01      | 3.0000%  |  | $62036.73          | $59954.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQB1361 | 2050-07-01      | 5.0000%  |  | $21756.07          | $22148.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA6448 | 2050-01-01      | 3.0000%  |  | $9568.37           | $8636.01           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61195 G | 2044-08-01      | 3.5000%  |  | $44856.16          | $43055.64          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G60963 G | 2044-12-01      | 3.5000%  |  | $69927.13          | $67069.14          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61721 G | 2046-11-01      | 3.5000%  |  | $46065.54          | $43896.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $130462.61         | $118277.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  |  | $18745.76          | $17755.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  |  | $23794.36          | $23814.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  |  | $104015.32         | $104081.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  |  | $7487.30           | $6827.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2929 | 2047-03-01      | 3.5000%  |  | $105622.84         | $100044.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $5275.42           | $5271.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725943 | 2034-10-01      | 5.5000%  |  | $2342.84           | $2418.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAZ4898 | 2030-08-01      | 2.5000%  |  | $8467.74           | $8244.95           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61720 G | 2044-01-01      | 3.5000%  |  | $15669.98          | $15092.74          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60384 G | 2045-12-01      | 4.5000%  |  | $26705.65          | $26913.21          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60344 G | 2045-12-01      | 4.0000%  |  | $68832.92          | $67685.95          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60018 G | 2043-12-01      | 4.5000%  |  | $29671.83          | $29789.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0800 | 2049-07-01      | 3.0000%  |  | $146205.73         | $132641.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8841 | 2045-07-01      | 4.0000%  |  | $31711.78          | $30990.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY3376 | 2045-04-01      | 3.5000%  |  | $85449.18          | $81533.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9011 | 2039-08-01      | 3.5000%  |  | $10704.59          | $10387.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU9831 | 2043-11-01      | 3.5000%  |  | $14086.77          | $13470.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195 | 2043-08-01      | 3.0000%  |  | $16416.69          | $15321.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321 | 2043-06-01      | 3.5000%  |  | $48107.82          | $46103.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAT2060 | 2028-04-01      | 2.5000%  |  | $11883.44          | $11714.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8282 | 2046-11-01      | 3.5000%  |  | $60444.97          | $57363.00          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G61876 G | 2049-02-01      | 5.5000%  |  | $72026.53          | $74475.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242 | 2046-05-01      | 3.5000%  |  | $35569.88          | $33778.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6534 | 2046-01-01      | 3.5000%  |  | $40581.04          | $38675.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6393 | 2045-12-01      | 3.5000%  |  | $96807.65          | $92171.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  |  | $50075.16          | $47971.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906 | 2045-10-01      | 3.5000%  |  | $58071.00          | $55397.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5722 | 2045-09-01      | 3.5000%  |  | $60161.39          | $57391.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  |  | $27677.76          | $26403.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4992 | 2045-05-01      | 3.5000%  |  | $124588.72         | $118918.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  |  | $97716.53          | $93300.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530 | 2048-10-01      | 3.0000%  |  | $4787.15           | $4383.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA1528 | 2028-08-01      | 2.5000%  |  | $38322.43          | $37724.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3818 | 2039-11-01      | 6.0000%  |  | $99480.23          | $102991.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675 | 2043-03-01      | 3.5000%  |  | $121902.32         | $119054.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB8447 | 2028-02-01      | 2.5000%  |  | $32244.21          | $31812.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7965 | 2043-02-01      | 3.5000%  |  | $22858.84          | $21908.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5469 | 2042-06-01      | 3.5000%  |  | $44166.60          | $42381.38          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  |  | $1511.12           | $1500.45           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q61301 G | 2049-02-01      | 4.0000%  |  | $52403.26          | $51271.04          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q37204 G | 2045-11-01      | 3.5000%  |  | $71776.81          | $68530.06          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q34980 G | 2045-07-01      | 3.5000%  |  | $69079.77          | $65912.12          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q33547 G | 2045-05-01      | 3.5000%  |  | $27938.42          | $26695.02          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q31864 G | 2040-11-01      | 5.0000%  |  | $93576.87          | $96942.17          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q31356 G | 2045-02-01      | 3.5000%  |  | $6344.44           | $6071.29           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q23935 G | 2043-12-01      | 3.5000%  |  | $9936.48           | $9506.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6228 | 2042-09-01      | 3.5000%  |  | $16628.83          | $15946.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4300 | 2042-01-01      | 3.5000%  |  | $3425.40           | $3310.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAB2130 | 2026-01-01      | 3.5000%  |  | $304.48            | $304.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  |  | $427.45            | $453.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL981726 | 2038-07-01      | 6.0000%  |  | $1115.98           | $1169.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL966851 | 2037-12-01      | 6.0000%  |  | $705.53            | $748.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791 | 2037-10-01      | 6.5000%  |  | $8074.88           | $8541.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358 | 2037-08-01      | 6.5000%  |  | $15499.71          | $16296.40          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-045 L      | 2055-03-20      | 5.0000%  |  | $8184999.18        | $8237857.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 H      | 2055-03-20      | 5.0000%  |  | $7458198.81        | $7504529.14        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FH 03/25/55 | 2055-03-25      | 5.2218%  |  | $729374.93         | $729335.65         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54 | 2054-11-25      | 5.3718%  |  | $11619820.21       | $11620118.26       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51 | 2051-08-25      | 1.5000%  |  | $4390339.28        | $3525916.60        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030 | 2055-05-25      | 6.5000%  |  | $13854686.26       | $14668953.89       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL077FB R24F077 | 2053-10-25      | 5.3718%  |  | $57590709.47       | $57592647.40       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 5.0718%  |  | $112360225.53      | $112788503.38      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FL     | 2055-07-20      | 5.7489%  |  | $35944671.00       | $36265244.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL     | 2055-08-20      | 5.2989%  |  | $21925043.37       | $22046738.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 WF     | 2055-05-20      | 5.3589%  |  | $36148911.84       | $36350726.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA     | 2051-05-20      | 5.0000%  |  | $9944872.67        | $10007654.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC     | 2052-03-20      | 5.0000%  |  | $5596005.62        | $5649592.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB     | 2054-09-20      | 5.1989%  |  | $64983895.79       | $65109789.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB     | 2054-08-20      | 5.1489%  |  | $40005871.93       | $40065528.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-078 CF     | 2054-05-20      | 5.3489%  |  | $15691980.65       | $15781701.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD     | 2054-04-20      | 5.2489%  |  | $46177241.16       | $46250081.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA     | 2047-10-20      | 4.5000%  |  | $755907.50         | $764809.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA     | 2053-05-20      | 5.1989%  |  | $31601003.37       | $31668986.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F      | 2053-02-20      | 4.8989%  |  | $39408986.84       | $39275179.15       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 DA     | 2047-09-20      | 4.0000%  |  | $2396201.42        | $2364468.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-211 LE     | 2049-03-20      | 5.0000%  |  | $7498696.92        | $7612114.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP     | 2051-06-20      | 1.0000%  |  | $2434134.01        | $1912292.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-06 FA      | 2049-08-20      | 4.0000%  |  | $5440597.98        | $5045512.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 F      | 2055-09-20      | 5.3989%  |  | $13646824.35       | $13672367.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-133 PC     | 2055-07-20      | 5.0000%  |  | $5080152.96        | $5049438.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK     | 2055-08-20      | 10.5989% |  | $8561479.97        | $9197429.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 CD     | 2052-04-20      | 5.0000%  |  | $32352648.38       | $32558314.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 5.4189%  |  | $72794345.47       | $73184391.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FA     | 2055-07-20      | 5.4189%  |  | $25176409.15       | $25366621.83       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593FN 11/25/55 | 2055-11-25      | 5.0718%  |  | $18820674.16       | $18757128.98       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5597FB 11/25/55 | 2055-11-25      | 5.3718%  |  | $35879685.21       | $36815676.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 KF     | 2055-10-20      | 5.3989%  |  | $73593895.79       | $73739004.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 CF     | 2055-10-20      | 5.3989%  |  | $29439329.98       | $29491989.61       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF     | 2055-05-20      | 5.7489%  |  | $31411722.63       | $31670948.78       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CL938394 | 2037-07-01      | 6.0000%  |  | $171.60            | $177.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL890248 | 2037-08-01      | 6.0000%  |  | $537.10            | $562.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  |  | $92271.31          | $97860.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888814 | 2037-08-01      | 6.5000%  |  | $7679.81           | $8185.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888813 | 2037-03-01      | 6.5000%  |  | $30353.73          | $32177.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5057 | 2038-01-01      | 2.5000%  |  | $23333.06          | $22106.98          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V82504 G | 2046-07-01      | 3.0000%  |  | $2746.93           | $2527.38           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q20569 G | 2043-08-01      | 3.0000%  |  | $592.31            | $553.42            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q16644 G | 2043-03-01      | 3.5000%  |  | $3497.85           | $3356.02           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q14935 G | 2043-01-01      | 3.0000%  |  | $20508.53          | $19164.36          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q11553 G | 2042-10-01      | 3.0000%  |  | $9951.44           | $9301.21           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q10378 G | 2042-08-01      | 3.0000%  |  | $3221.52           | $3011.70           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q08511 G | 2042-05-01      | 3.0000%  |  | $10806.87          | $10106.37          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q04439 G | 2041-11-01      | 3.5000%  |  | $18271.74          | $17704.30          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02328 G | 2041-07-01      | 5.5000%  |  | $59156.11          | $61620.14          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01609 G | 2041-06-01      | 5.5000%  |  | $84762.15          | $88113.30          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q00876 G | 2041-05-01      | 4.5000%  |  | $33523.34          | $34021.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0919 | 2038-05-01      | 3.0000%  |  | $27804.32          | $26831.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0117 | 2034-11-01      | 2.5000%  |  | $35549.10          | $34030.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0818 | 2038-02-01      | 3.0000%  |  | $19129.98          | $18460.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1285 | 2047-05-01      | 4.5000%  |  | $16877.41          | $16974.99          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  |  | $1912.55           | $1915.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $41777.27          | $39802.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620 | 2046-02-01      | 3.5000%  |  | $50930.11          | $48522.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9407 | 2042-09-01      | 4.5000%  |  | $113894.73         | $114634.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA6568 | 2039-04-01      | 3.0000%  |  | $77041.58          | $73181.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3989 | 2046-02-01      | 3.5000%  |  | $118579.58         | $112864.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5947 | 2048-11-01      | 4.5000%  |  | $63605.00          | $63638.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CIRC2813 | 2037-11-01      | 1.5000%  |  | $15598.46          | $14082.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5197 | 2046-07-01      | 4.5000%  |  | $54643.13          | $54958.69          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08650 G | 2045-06-01      | 3.5000%  |  | $99579.50          | $95126.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007 | 2045-10-01      | 3.5000%  |  | $60606.05          | $57778.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7170 | 2046-05-01      | 3.5000%  |  | $39230.74          | $37267.04          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18712 G | 2033-11-01      | 3.0000%  |  | $58576.96          | $57403.54          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60126 G | 2041-11-01      | 4.5000%  |  | $12931.76          | $13154.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0055 | 2049-06-01      | 3.0000%  |  | $70631.89          | $64078.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  |  | $93979.24          | $89608.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345 | 2049-11-01      | 3.0000%  |  | $15783.68          | $14407.66          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q44663 G | 2046-11-01      | 3.0000%  |  | $84346.86          | $77552.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2049 | 2049-11-01      | 3.0000%  |  | $2237.63           | $2023.07           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-089 FB     | 2055-05-20      | 5.5489%  |  | $36041579.74       | $36369344.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-102 PD     | 2055-04-20      | 5.0000%  |  | $15896339.10       | $16048514.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA     | 2050-12-20      | 5.0000%  |  | $19334823.05       | $19445669.59       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082 | 2054-11-25      | 5.3218%  |  | $27515507.81       | $27627674.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD     | 2053-08-20      | 5.4489%  |  | $5655704.21        | $5684558.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC     | 2053-07-20      | 5.1489%  |  | $44114858.42       | $44194626.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG     | 2055-07-20      | 5.4489%  |  | $55066262.45       | $55472588.80       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.4718%  |  | $18147937.96       | $18282395.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA     | 2052-02-20      | 5.0000%  |  | $13301835.66       | $13376286.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA     | 2050-12-20      | 5.0000%  |  | $14485500.40       | $14620577.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 KF     | 2055-06-20      | 5.4989%  |  | $25284949.57       | $25498884.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF     | 2055-07-20      | 5.4489%  |  | $36708453.53       | $36979210.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-175 KW     | 2055-08-20      | 0.0100%  |  | $1670495.47        | $1237868.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-127 FG     | 2055-07-20      | 5.4189%  |  | $50578210.57       | $50930801.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC     | 2055-05-20      | 5.7489%  |  | $36041579.74       | $36364387.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK     | 2055-06-20      | 4.5000%  |  | $1999395.57        | $1971000.15        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5574FB 09/25/55 | 2055-09-25      | 5.4218%  |  | $25285725.06       | $25437434.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG     | 2050-01-20      | 5.0000%  |  | $11686765.83       | $11791409.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 LF     | 2055-08-20      | 5.2489%  |  | $14670849.20       | $14738135.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC     | 2054-01-20      | 5.2989%  |  | $43340833.79       | $43449772.23       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 CICB4547 | 2037-05-01      | 2.5000%  |  | $31353.79          | $29706.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  |  | $24206.89          | $22983.81          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18736 G | 2034-06-01      | 3.0000%  |  | $10351.08          | $10131.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBD6887 | 2038-09-01      | 6.0000%  |  | $17810.72          | $18832.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6203 | 2045-11-01      | 3.5000%  |  | $75641.14          | $72135.70          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  |  | $12447.28          | $11901.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4555 | 2045-03-01      | 3.5000%  |  | $95926.98          | $91591.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ9362 | 2028-01-01      | 2.5000%  |  | $27283.18          | $26928.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP8246 | 2042-09-01      | 3.5000%  |  | $3413.88           | $3284.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP8897 | 2042-10-01      | 3.5000%  |  | $55081.79          | $52786.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP3667 | 2042-10-01      | 3.5000%  |  | $99.74             | $96.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422 | 2042-08-01      | 3.5000%  |  | $39420.94          | $37851.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAP1703 | 2042-08-01      | 4.5000%  |  | $21531.85          | $21780.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAO9573 | 2027-06-01      | 4.0000%  |  | $3955.34           | $3953.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $44749.22          | $42712.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIAL3197 | 2026-06-01      | 5.0000%  |  | $0.68              | $0.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3000 | 2042-12-01      | 3.5000%  |  | $75409.13          | $72282.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3527 | 2042-09-01      | 3.5000%  |  | $40220.40          | $38594.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL2462 | 2027-10-01      | 2.5000%  |  | $87111.87          | $86056.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1308 | 2039-05-01      | 6.5000%  |  | $719.14            | $766.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1176 | 2039-10-01      | 6.5000%  |  | $32277.65          | $34178.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  |  | $32150.42          | $34276.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309 | 2040-01-01      | 6.0000%  |  | $5647.07           | $5989.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL0808 | 2040-05-01      | 6.5000%  |  | $8495.26           | $9057.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348 | 2042-03-01      | 3.5000%  |  | $18834.17          | $18142.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAK5035 | 2042-02-01      | 4.5000%  |  | $102669.15         | $103769.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK1531 | 2042-03-01      | 5.0000%  |  | $88470.08          | $91333.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM4091 | 2035-08-01      | 2.5000%  |  | $16427.38          | $15725.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM3701 | 2035-07-01      | 2.5000%  |  | $11002.58          | $10484.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1695 | 2031-03-01      | 2.5000%  |  | $11531.69          | $11327.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4581 | 2044-09-01      | 3.5000%  |  | $8832.37           | $8440.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3572 | 2042-09-01      | 3.5000%  |  | $23936.89          | $23073.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM5276 | 2029-09-01      | 6.0000%  |  | $34432.69          | $35382.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3612 | 2047-02-01      | 4.0000%  |  | $16501.43          | $16119.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM1865 | 2029-01-01      | 6.0000%  |  | $32216.43          | $33104.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  |  | $25311.84          | $24612.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1888 | 2031-10-01      | 2.5000%  |  | $54515.69          | $53738.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  |  | $27573.69          | $29258.75          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A68726 G | 2037-11-01      | 6.5000%  |  | $13896.87          | $14705.73          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A69830 G | 2037-12-01      | 6.0000%  |  | $8752.15           | $9289.33           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G08271 G | 2038-05-01      | 6.0000%  |  | $31825.11          | $33791.24          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03969 G | 2038-02-01      | 6.0000%  |  | $26981.22          | $28641.10          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC D97671 G | 2028-03-01      | 6.5000%  |  | $838.83            | $843.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455 | 2038-05-01      | 6.0000%  |  | $88777.32          | $94148.35          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A77057 G | 2038-05-01      | 5.5000%  |  | $4718.62           | $4933.47           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A79390 G | 2038-07-01      | 5.5000%  |  | $57756.85          | $60228.27          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A80793 G | 2038-08-01      | 6.5000%  |  | $2388.34           | $2528.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL968381 | 2038-10-01      | 6.5000%  |  | $7806.88           | $8237.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5791 | 2041-07-01      | 5.5000%  |  | $82036.24          | $84925.64          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  |  | $33161.24          | $33193.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  |  | $40636.20          | $39652.24          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G06670 G | 2039-09-01      | 6.5000%  |  | $1974.30           | $2067.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB3857 | 2026-11-01      | 2.5000%  |  | $70.98             | $70.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879 | 2046-03-01      | 3.5000%  |  | $66381.33          | $63223.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK5632 | 2028-06-01      | 2.5000%  |  | $31505.13          | $31026.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1100 | 2046-01-01      | 3.5000%  |  | $55780.37          | $53161.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2495 | 2046-01-01      | 3.5000%  |  | $10051.28          | $9572.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3617 | 2049-03-01      | 5.0000%  |  | $21221.18          | $21604.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN3397 | 2049-02-01      | 3.0000%  |  | $25180.48          | $22844.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1938 | 2045-03-01      | 3.5000%  |  | $6961.40           | $6594.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320 | 2048-11-01      | 4.0000%  |  | $8422.08           | $8210.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881 | 2028-01-01      | 2.5000%  |  | $114490.27         | $113001.32         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09068 G | 2044-11-01      | 3.5000%  |  | $1102.94           | $1054.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  |  | $80067.10          | $72638.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4610 | 2045-04-01      | 3.5000%  |  | $1841.20           | $1755.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4795 | 2048-08-01      | 3.5000%  |  | $53867.74          | $50465.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ5849 | 2048-01-01      | 4.0000%  |  | $133816.37         | $129685.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN5108 | 2049-04-01      | 3.0000%  |  | $111700.23         | $101336.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372 | 2042-06-01      | 3.5000%  |  | $35533.70          | $34207.36          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J40197 G | 2034-02-01      | 3.0000%  |  | $13079.95          | $12801.33          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C09008 G | 2042-08-01      | 3.0000%  |  | $2470.44           | $2308.50           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q09949 G | 2042-08-01      | 3.0000%  |  | $15465.04          | $14502.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131 | 2045-11-01      | 3.5000%  |  | $18764.98          | $17903.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736 | 2042-10-01      | 3.5000%  |  | $12491.45          | $11976.21          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q12445 G | 2042-11-01      | 3.0000%  |  | $314.87            | $294.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4792 | 2048-09-01      | 5.0000%  |  | $101967.94         | $104180.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578 | 2027-11-01      | 2.5000%  |  | $22622.68          | $22346.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4775 | 2037-10-01      | 3.5000%  |  | $1800.87           | $1757.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0715 | 2048-09-01      | 3.0000%  |  | $62606.67          | $56798.02          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C04482 G | 2043-02-01      | 3.0000%  |  | $68920.66          | $64396.02          | Agency Mortgage-Backed Securities         |

### Security 7: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.940%, 12/8/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $834500000.00
- **C.18.a - Value (excl. sponsor support):** $834500000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNPL PN DN1567   | 2060-11-15      | 5.3700%  |  | $15678072.46       | $16312838.42       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1887 C | 2055-11-20      | 5.0000%  |  | $6502477.07        | $6554113.24        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ6860   | 2060-12-15      | 5.6300%  |  | $15680041.03       | $16624065.74       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1558   | 2060-11-15      | 5.4000%  |  | $11092430.77       | $11566720.92       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1560   | 2060-11-15      | 5.4000%  |  | $7703076.92        | $8032445.09        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1566   | 2060-11-15      | 5.3700%  |  | $17298543.08       | $17998917.84       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9362 C | 2055-10-20      | 5.5000%  |  | $8724227.03        | $8915322.50        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM7630 C | 2065-11-20      | 6.0000%  |  | $9740888.26        | $10027523.64       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM6438   | 2060-11-15      | 5.0300%  |  | $19081420.23       | $19364788.86       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6342 C | 2055-11-20      | 6.5000%  |  | $8511649.22        | $9035490.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3597 C | 2055-10-20      | 5.0000%  |  | $10418166.35       | $10472038.69       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5278 C | 2065-11-20      | 5.5000%  |  | $3965092.94        | $4030346.48        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5277 C | 2065-11-20      | 6.0000%  |  | $14986313.90       | $15390314.95       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7917 C | 2055-05-20      | 5.5000%  |  | $9546764.58        | $9755876.92        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DD2255   | 2067-01-15      | 5.2400%  |  | $6570014.22        | $6712044.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7489 C | 2054-06-20      | 7.0000%  |  | $9198016.58        | $9716775.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9171 M | 2053-09-20      | 5.5000%  |  | $15336603.04       | $15656907.99       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8043 M | 2052-05-20      | 3.0000%  |  | $9130606.25        | $8272511.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M | 2050-12-20      | 2.0000%  |  | $37624687.96       | $31494422.30       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6820 M | 2050-08-20      | 3.0000%  |  | $7857232.54        | $7133322.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6710 M | 2050-06-20      | 3.0000%  |  | $11520099.31       | $10473613.49       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6598 M | 2050-04-20      | 2.5000%  |  | $20517266.40       | $17929218.42       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6474 M | 2050-02-20      | 3.0000%  |  | $7526042.43        | $6837635.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5931 M | 2049-05-20      | 4.0000%  |  | $11144474.93       | $10750294.85       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5711 M | 2049-01-20      | 4.5000%  |  | $6530522.13        | $6536739.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787046 C | 2051-09-20      | 4.0000%  |  | $8532097.20        | $8194140.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786934 C | 2053-09-20      | 6.0000%  |  | $9254533.75        | $9568077.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0715 M | 2040-11-20      | 4.0000%  |  | $9018960.17        | $8918308.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0623 M | 2055-09-20      | 5.5000%  |  | $35110200.89       | $35669541.50       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M | 2055-08-20      | 5.5000%  |  | $33965442.06       | $34489698.66       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0458 M | 2040-07-20      | 5.0000%  |  | $10447191.13       | $10598153.04       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0399 M | 2040-06-20      | 5.0000%  |  | $22450300.47       | $22790085.76       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9999 C | 2055-11-20      | 6.0000%  |  | $6505785.11        | $6663550.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8207 C | 2055-11-20      | 6.0000%  |  | $7933042.87        | $8204289.47        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN7559 C | 2065-11-20      | 6.0000%  |  | $8330348.75        | $8494664.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5789 C | 2055-11-20      | 6.5000%  |  | $2700213.48        | $2805813.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5747 C | 2055-11-20      | 6.0000%  |  | $6431773.09        | $6663490.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5141 C | 2055-11-20      | 6.5000%  |  | $6356109.19        | $6632828.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9964 M | 2054-10-20      | 5.0000%  |  | $24025976.26       | $24128014.59       | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7571   | 2066-11-15      | 5.6850%  |  | $20048821.42       | $20707079.36       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9488 M | 2054-02-20      | 5.5000%  |  | $32734224.10       | $33372868.82       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5139 C | 2055-11-20      | 5.5000%  |  | $26015978.29       | $26629799.28       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3828 C | 2065-10-20      | 6.0000%  |  | $12680527.06       | $13053664.26       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1563   | 2060-11-15      | 5.4100%  |  | $5681789.54        | $5929029.77        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1559   | 2060-11-15      | 5.4000%  |  | $9483343.59        | $9888832.39        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1555   | 2060-12-15      | 5.6300%  |  | $15063794.87       | $15970718.17       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4586 M | 2047-07-20      | 3.5000%  |  | $24005608.49       | $22572593.69       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3663 M | 2046-05-20      | 3.5000%  |  | $17337609.04       | $16322752.09       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3105 M | 2045-09-20      | 3.5000%  |  | $17278551.16       | $16267099.33       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2825 M | 2045-05-20      | 3.0000%  |  | $15043897.76       | $13858995.24       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1375 M | 2043-10-20      | 3.5000%  |  | $25626059.66       | $24395624.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1760 M | 2044-03-20      | 3.5000%  |  | $9988537.96        | $9492357.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5934 C | 2054-02-20      | 7.0000%  |  | $13552442.48       | $14159727.43       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5984 M | 2049-06-20      | 3.0000%  |  | $11716664.15       | $10752148.36       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7255 M | 2051-03-20      | 2.5000%  |  | $7129593.71        | $6224855.39        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7573   | 2066-12-15      | 5.7800%  |  | $17354223.48       | $18130495.26       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M | 2047-06-20      | 4.0000%  |  | $12606227.41       | $12260539.44       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0309 M | 2055-04-20      | 6.0000%  |  | $9432394.33        | $9660148.93        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF6555   | 2067-09-15      | 5.8300%  |  | $6383014.33        | $6768909.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0594 M | 2040-09-20      | 5.0000%  |  | $12263991.15       | $12445338.78       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5732 C | 2055-11-20      | 6.0000%  |  | $5849405.92        | $6036774.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5324 C | 2054-12-20      | 6.0000%  |  | $7346914.11        | $7622820.12        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO7888 C | 2065-11-20      | 6.0000%  |  | $7081337.62        | $7268582.35        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO0096 C | 2065-10-20      | 6.0000%  |  | $8305080.09        | $8510381.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5128 C | 2055-11-20      | 5.5000%  |  | $6572641.83        | $6811031.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5774 C | 2055-11-20      | 6.0000%  |  | $9191949.88        | $9642943.71        | Agency Mortgage-Backed Securities |

### Security 8: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.940%, 12/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $829500000.00
- **C.18.a - Value (excl. sponsor support):** $829500000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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
- **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 GNMI SP 782579 X     | 2039-02-15      | 5.5000%  |  | $26075.65          | $27360.19          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 711752 X     | 2043-05-15      | 2.5000%  |  | $173369.09         | $153507.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M     | 2051-07-20      | 3.5000%  |  | $196220.40         | $182314.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BG7731 C     | 2048-04-20      | 4.5000%  |  | $125506.57         | $124707.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6218 M     | 2049-10-20      | 3.0000%  |  | $8975.47           | $8173.48           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004399 M     | 2039-03-20      | 5.5000%  |  | $15281.64          | $16052.07          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  |  | $47159.68          | $48558.67          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 703495 X     | 2039-04-15      | 5.0000%  |  | $3520.19           | $3620.56           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 701417 X     | 2039-04-15      | 5.0000%  |  | $55315.40          | $56937.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0624 M     | 2042-12-20      | 3.0000%  |  | $3660707.24        | $3418148.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786578 C     | 2053-03-20      | 5.0000%  |  | $361603.95         | $363806.12         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4580 C     | 2042-01-20      | 4.0000%  |  | $998484.08         | $955415.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3805 M     | 2046-07-20      | 4.5000%  |  | $66170.15          | $66478.04          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB4482 X     | 2047-07-15      | 4.5000%  |  | $865678.01         | $862158.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6340 M     | 2049-12-20      | 4.0000%  |  | $93757.98          | $90655.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4002 M     | 2046-10-20      | 2.5000%  |  | $74264.81          | $66023.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4037 C     | 2055-10-20      | 5.0000%  |  | $996316.79         | $1003615.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0807 C     | 2055-04-20      | 6.0000%  |  | $229981.50         | $241149.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0530 M     | 2040-09-20      | 6.0000%  |  | $2289535.95        | $2375981.97        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781330 X     | 2031-09-15      | 6.0000%  |  | $148.45            | $152.25            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781205 X     | 2030-07-15      | 8.5000%  |  | $53.37             | $55.89             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781148 X     | 2029-07-15      | 6.0000%  |  | $34.42             | $35.28             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781014 X     | 2029-04-15      | 6.0000%  |  | $2666.00           | $2732.12           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781001 X     | 2029-03-15      | 7.5000%  |  | $146.70            | $149.75            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780931 X     | 2028-12-15      | 7.0000%  |  | $119.64            | $122.93            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781688 X     | 2033-12-15      | 6.0000%  |  | $189.90            | $198.39            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780464 X     | 2026-11-15      | 7.0000%  |  | $5.84              | $5.88              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780898 X     | 2028-11-15      | 7.0000%  |  | $21.81             | $22.41             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780896 X     | 2028-11-15      | 7.0000%  |  | $50.92             | $52.39             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 325576 X     | 2028-06-15      | 7.0000%  |  | $23.96             | $24.26             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 247370 X     | 2026-04-15      | 6.5000%  |  | $392.90            | $394.64            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 562287 X     | 2033-12-15      | 6.0000%  |  | $123.58            | $127.11            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687833 X     | 2038-08-15      | 6.0000%  |  | $9993.33           | $10456.87          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687708 X     | 2038-07-15      | 5.0000%  |  | $31513.77          | $32587.76          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687179 X     | 2038-04-15      | 5.5000%  |  | $8924.92           | $9376.62           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 686781 X     | 2038-06-15      | 5.5000%  |  | $24616.62          | $25735.69          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 685650 X     | 2038-04-15      | 6.0000%  |  | $14824.22          | $15349.32          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 683958 X     | 2038-02-15      | 6.0000%  |  | $10661.92          | $11055.12          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 682907 X     | 2040-11-15      | 6.0000%  |  | $1415.10           | $1468.96           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 682306 X     | 2038-03-15      | 6.0000%  |  | $31991.72          | $33219.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4003 C     | 2055-11-20      | 5.5000%  |  | $1093296.31        | $1119259.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0782 M     | 2043-02-20      | 3.0000%  |  | $3853815.83        | $3596881.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AC3886 C     | 2042-12-20      | 3.5000%  |  | $1044.32           | $967.80            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AC3732 X     | 2042-12-15      | 2.5000%  |  | $16133.45          | $14285.01          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB8367 X     | 2043-02-15      | 2.5000%  |  | $33213.03          | $29408.32          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB5980 X     | 2045-12-15      | 4.5000%  |  | $37002.61          | $37015.27          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB5966 X     | 2045-09-15      | 4.5000%  |  | $37786.09          | $37799.01          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB2890 X     | 2042-09-15      | 3.0000%  |  | $83404.32          | $77045.24          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AA5947 X     | 2042-12-15      | 2.5000%  |  | $115668.70         | $102419.08         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AA5387 X     | 2042-06-15      | 3.0000%  |  | $75934.17          | $70346.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5764 M     | 2049-02-20      | 4.5000%  |  | $425205.81         | $426900.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5709 M     | 2049-01-20      | 3.5000%  |  | $122574.88         | $115259.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5653 M     | 2048-12-20      | 5.0000%  |  | $158581.64         | $162164.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  |  | $5051095.56        | $5055904.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5650 M     | 2048-12-20      | 3.5000%  |  | $1071.60           | $1005.42           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5597 M     | 2048-11-20      | 5.0000%  |  | $2513925.65        | $2567874.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5468 M     | 2048-09-20      | 5.0000%  |  | $15765.97          | $16107.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $32748.74          | $32781.55          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 587307 X     | 2032-09-15      | 6.0000%  |  | $1760.02           | $1823.44           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003295 M     | 2032-10-20      | 5.5000%  |  | $24363.66          | $25452.76          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 588092 X     | 2032-10-15      | 5.5000%  |  | $725.08            | $731.45            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 389764 X     | 2032-11-15      | 6.0000%  |  | $49.78             | $51.80             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 588179 X     | 2033-01-15      | 6.0000%  |  | $500.98            | $524.90            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602837 X     | 2033-02-15      | 6.0000%  |  | $5488.18           | $5647.07           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 598679 X     | 2033-05-15      | 5.5000%  |  | $12096.65          | $12390.42          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553347 X     | 2033-07-15      | 5.0000%  |  | $27864.21          | $28179.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003443 M     | 2033-09-20      | 5.5000%  |  | $904.37            | $930.79            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 594172 X     | 2033-11-15      | 6.0000%  |  | $640.63            | $663.85            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003488 M     | 2033-12-20      | 5.5000%  |  | $843.25            | $868.26            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605619 X     | 2034-07-15      | 6.0000%  |  | $443.88            | $466.18            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781776 X     | 2034-07-15      | 6.0000%  |  | $197.83            | $206.94            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 583038 X     | 2034-08-15      | 6.0000%  |  | $388.18            | $394.92            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 623897 X     | 2034-08-15      | 6.0000%  |  | $43.23             | $44.30             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 629123 X     | 2034-09-15      | 6.0000%  |  | $2093.02           | $2163.03           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 574544 X     | 2034-09-15      | 6.0000%  |  | $476.40            | $489.28            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605730 X     | 2034-10-15      | 6.0000%  |  | $1078.08           | $1127.98           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003626 M     | 2034-10-20      | 6.5000%  |  | $1034.49           | $1103.79           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 520827 X     | 2035-03-15      | 6.0000%  |  | $235.01            | $242.90            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003724 M     | 2035-06-20      | 5.5000%  |  | $302.43            | $314.68            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698028 X     | 2039-01-15      | 5.0000%  |  | $84355.33          | $87231.00          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5837 C     | 2065-10-20      | 6.0000%  |  | $4093437.02        | $4206530.50        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 681706 X     | 2038-12-15      | 6.0000%  |  | $4668.06           | $4913.36           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 680687 X     | 2038-01-15      | 6.0000%  |  | $15558.34          | $16199.55          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 681393 X     | 2038-06-15      | 6.5000%  |  | $62614.95          | $66415.99          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 680184 X     | 2038-03-15      | 5.5000%  |  | $10016.12          | $10427.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004196 M     | 2038-07-20      | 6.5000%  |  | $106073.82         | $113399.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1120 C     | 2054-06-20      | 7.0000%  |  | $1609403.88        | $1687022.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1118 C     | 2054-06-20      | 7.0000%  |  | $1343019.67        | $1410737.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ8578 C     | 2054-02-20      | 7.0000%  |  | $1617.50           | $1693.14           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CV9792 X     | 2053-06-15      | 6.0000%  |  | $1294231.29        | $1327525.39        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CR4180       | 2067-05-15      | 5.1800%  |  | $2999287.38        | $3005049.01        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ2015       | 2058-04-15      | 4.4500%  |  | $259701.83         | $258248.92         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AQ0483 X     | 2046-03-15      | 4.5000%  |  | $43810.67          | $43825.70          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AP9661 X     | 2047-05-15      | 5.0000%  |  | $4196.36           | $4229.13           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AM8650 X     | 2045-05-15      | 4.0000%  |  | $298466.79         | $288604.25         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AM2757 X     | 2045-04-15      | 4.0000%  |  | $65931.29          | $63950.84          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AL5835 X     | 2045-04-15      | 4.0000%  |  | $161843.42         | $156292.20         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AL3131 X     | 2045-02-15      | 4.0000%  |  | $324680.19         | $317203.12         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AJ6678 X     | 2044-09-15      | 4.0000%  |  | $115733.42         | $112637.20         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AH8961 X     | 2044-09-15      | 4.0000%  |  | $11389.11          | $11126.69          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE9868 X     | 2043-06-15      | 2.5000%  |  | $72227.87          | $63908.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004149 M     | 2038-05-20      | 7.5000%  |  | $1990.78           | $2057.75           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004171 M     | 2038-06-20      | 6.5000%  |  | $288.02            | $305.96            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004084 M     | 2038-02-20      | 5.5000%  |  | $1634.16           | $1700.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004063 M     | 2037-12-20      | 7.5000%  |  | $888.73            | $919.03            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004059 M     | 2037-12-20      | 5.5000%  |  | $4829.56           | $5025.66           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004029 M     | 2037-09-20      | 6.5000%  |  | $87978.34          | $95133.70          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004041 M     | 2037-10-20      | 7.0000%  |  | $968.50            | $1031.30           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004006 M     | 2037-07-20      | 6.0000%  |  | $39370.17          | $42603.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003965 M     | 2037-03-20      | 5.5000%  |  | $1212.34           | $1257.95           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003898 M     | 2036-09-20      | 5.5000%  |  | $1990.76           | $2071.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003840 M     | 2036-04-20      | 5.0000%  |  | $100865.79         | $103699.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003807 M     | 2036-01-20      | 5.5000%  |  | $20285.49          | $21107.97          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003796 M     | 2035-12-20      | 5.5000%  |  | $5134.91           | $5343.10           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003772 M     | 2035-10-20      | 5.0000%  |  | $10556.37          | $10858.97          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003736 M     | 2035-07-20      | 5.5000%  |  | $9373.63           | $9753.56           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003760 M     | 2035-09-20      | 5.5000%  |  | $2153.41           | $2240.70           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0389 C     | 2055-09-20      | 5.5000%  |  | $1270170.43        | $1297212.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0369 C     | 2055-10-20      | 5.5000%  |  | $1882846.01        | $1924321.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6207 C     | 2055-09-20      | 5.5000%  |  | $3481009.92        | $3570095.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5250 C     | 2055-11-20      | 6.5000%  |  | $1717057.34        | $1801768.37        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5228 C     | 2065-10-20      | 7.0000%  |  | $1945467.61        | $2014885.79        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5820 C     | 2065-10-20      | 6.0000%  |  | $954154.71         | $978618.28         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5819 C     | 2065-10-20      | 6.0000%  |  | $954659.21         | $979134.76         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5817 C     | 2065-10-20      | 6.0000%  |  | $1348242.93        | $1382809.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5780 C     | 2055-11-20      | 5.5000%  |  | $1230220.82        | $1257925.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5615 C     | 2055-11-20      | 6.5000%  |  | $1126539.27        | $1179019.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786681 C     | 2053-04-20      | 5.5000%  |  | $707725.45         | $723197.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786577 C     | 2053-03-20      | 5.0000%  |  | $1260901.17        | $1269359.30        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785994 X     | 2052-02-15      | 4.0000%  |  | $196152.71         | $188264.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2275 C     | 2055-11-20      | 6.5000%  |  | $1187378.63        | $1246320.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0534 C     | 2055-11-20      | 5.5000%  |  | $927810.64         | $948361.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0422 C     | 2055-09-20      | 5.5000%  |  | $641426.82         | $656979.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0442 C     | 2055-08-20      | 5.5000%  |  | $1529001.81        | $1546895.72        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644935 X     | 2035-07-15      | 6.0000%  |  | $423.91            | $440.38            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 600467 X     | 2035-08-15      | 6.0000%  |  | $541.81            | $553.95            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650739 X     | 2036-01-15      | 6.0000%  |  | $1591.14           | $1651.56           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652195 X     | 2036-02-15      | 6.0000%  |  | $2182.08           | $2265.98           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651754 X     | 2036-03-15      | 6.0000%  |  | $1255.33           | $1313.49           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782071 X     | 2033-05-15      | 7.0000%  |  | $558.73            | $580.45            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003841 M     | 2036-04-20      | 5.5000%  |  | $6891.29           | $7170.77           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 642005 X     | 2036-05-15      | 6.5000%  |  | $3384.14           | $3574.69           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 656187 X     | 2036-07-15      | 6.0000%  |  | $67.96             | $71.78             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658570 X     | 2036-08-15      | 6.0000%  |  | $13527.82          | $14340.40          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618700 X     | 2036-09-15      | 6.5000%  |  | $9189.48           | $9652.67           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658121 X     | 2036-10-15      | 6.0000%  |  | $2253.16           | $2382.79           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 656323 X     | 2036-11-15      | 6.0000%  |  | $14828.13          | $15484.90          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618748 X     | 2036-12-15      | 6.0000%  |  | $113.80            | $117.50            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 661591 X     | 2037-01-15      | 6.5000%  |  | $4467.83           | $4707.03           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617370 X     | 2037-01-15      | 6.0000%  |  | $8287.99           | $8654.98           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003978 M     | 2037-04-20      | 7.0000%  |  | $300.50            | $316.38            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658701 X     | 2037-05-15      | 6.0000%  |  | $493.19            | $516.36            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 669626 X     | 2037-06-15      | 6.0000%  |  | $33682.81          | $34868.85          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671325 X     | 2037-07-15      | 6.0000%  |  | $184.00            | $191.58            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662521 X     | 2037-08-15      | 6.0000%  |  | $232.49            | $242.43            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662560 X     | 2037-08-15      | 6.5000%  |  | $418.83            | $449.21            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF3880       | 2066-07-15      | 5.3500%  |  | $82719.44          | $85525.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004661 M     | 2040-03-20      | 6.5000%  |  | $13997.24          | $15071.53          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 546745 X     | 2040-04-15      | 4.5000%  |  | $530.54            | $531.80            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782938 X     | 2040-03-15      | 5.5000%  |  | $17499.90          | $18466.12          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 733663 X     | 2040-05-15      | 4.5000%  |  | $99818.75          | $100294.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004472 M     | 2039-06-20      | 6.5000%  |  | $3092.57           | $3288.46           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782745 X     | 2038-11-15      | 6.0000%  |  | $9990.93           | $10591.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5294 C     | 2055-11-20      | 6.5000%  |  | $1395686.07        | $1463104.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5291 C     | 2055-11-20      | 6.5000%  |  | $850922.37         | $899818.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5288 C     | 2055-11-20      | 6.5000%  |  | $926132.92         | $966629.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5287 C     | 2055-11-20      | 6.0000%  |  | $1075812.16        | $1130652.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5283 C     | 2055-10-20      | 6.0000%  |  | $1038453.18        | $1098971.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5282 C     | 2055-11-20      | 5.5000%  |  | $873599.62         | $905383.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003710 M     | 2035-05-20      | 5.0000%  |  | $2423.24           | $2493.42           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3633 C     | 2055-09-20      | 6.5000%  |  | $885242.60         | $932967.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8215 C     | 2055-07-20      | 6.0000%  |  | $248183.22         | $260236.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7243 C     | 2055-06-20      | 6.0000%  |  | $575691.74         | $602946.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6016 C     | 2055-07-20      | 6.5000%  |  | $906673.29         | $951122.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3076 C     | 2055-07-20      | 6.5000%  |  | $5283180.41        | $5531548.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3071 C     | 2055-07-20      | 6.5000%  |  | $1818420.31        | $1913332.76        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723534 X     | 2039-12-15      | 4.5000%  |  | $249623.01         | $252554.83         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723434 X     | 2039-11-15      | 5.0000%  |  | $16345.56          | $16896.24          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723341 X     | 2039-09-15      | 6.0000%  |  | $7577.71           | $7909.61           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723240 X     | 2039-10-15      | 5.0000%  |  | $9633.46           | $9960.95           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723599 X     | 2040-01-15      | 5.5000%  |  | $2765.78           | $2883.40           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 719454 X     | 2040-11-15      | 4.0000%  |  | $10299.58          | $10055.16          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 719228 X     | 2040-07-15      | 4.5000%  |  | $108181.58         | $109285.57         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 716792 X     | 2039-04-15      | 4.5000%  |  | $247.42            | $250.56            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 711729 X     | 2043-03-15      | 2.5000%  |  | $17743.26          | $15710.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 711724 C     | 2043-02-20      | 3.5000%  |  | $600344.33         | $565228.99         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 711740 X     | 2043-04-15      | 2.5000%  |  | $131958.84         | $116840.84         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 709788 X     | 2039-09-15      | 5.5000%  |  | $7443.66           | $7693.92           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004268 M     | 2038-10-20      | 6.0000%  |  | $19259.07          | $20355.49          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 481183 X     | 2029-02-15      | 6.0000%  |  | $2500.26           | $2596.79           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 476975 X     | 2029-02-15      | 6.0000%  |  | $61.47             | $62.91             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 466888 X     | 2028-07-15      | 7.0000%  |  | $78.11             | $79.49             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 463256 X     | 2037-02-15      | 6.0000%  |  | $421.40            | $439.67            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 462680 X     | 2028-04-15      | 7.0000%  |  | $74.19             | $75.57             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 461028 X     | 2027-11-15      | 7.0000%  |  | $262.55            | $264.74            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 677235 X     | 2040-06-15      | 4.5000%  |  | $345570.81         | $348884.83         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676600 X     | 2037-11-15      | 6.0000%  |  | $114.69            | $120.01            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 559326 X     | 2031-11-15      | 6.0000%  |  | $336.03            | $351.21            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 615519 X     | 2033-09-15      | 4.5000%  |  | $47486.58          | $47634.36          | Agency Mortgage-Backed Securities |
| GNMA GNMI JP 783424 X     | 2026-09-15      | 3.0000%  |  | $4622.98           | $4608.50           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783391 X     | 2040-07-15      | 6.0000%  |  | $4413.71           | $4675.93           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783284 C     | 2040-06-20      | 5.5000%  |  | $19352.03          | $20077.63          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783179 X     | 2039-12-15      | 5.5000%  |  | $11249.85          | $11815.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783038 M     | 2040-07-20      | 5.5000%  |  | $509193.63         | $528336.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1157 M     | 2043-07-20      | 3.5000%  |  | $808599.79         | $772273.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7488 C     | 2054-06-20      | 7.0000%  |  | $5491536.43        | $5806250.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004544 M     | 2039-09-20      | 6.5000%  |  | $2547.44           | $2720.98           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004598 M     | 2039-12-20      | 4.5000%  |  | $352.51            | $358.28            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782826 X     | 2039-11-15      | 5.5000%  |  | $2076.20           | $2189.28           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723614 X     | 2040-01-15      | 5.5000%  |  | $6710.08           | $6995.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004619 M     | 2040-01-20      | 5.5000%  |  | $17304.19          | $18007.48          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726155 X     | 2040-02-15      | 4.5000%  |  | $29732.93          | $29963.12          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 727437 X     | 2040-03-15      | 4.5000%  |  | $1907.70           | $1910.31           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783788 X     | 2040-12-15      | 5.5000%  |  | $42183.83          | $44444.13          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1285 M     | 2043-09-20      | 3.5000%  |  | $2268490.94        | $2159569.35        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AF3771 X     | 2043-09-15      | 4.0000%  |  | $63188.87          | $61680.43          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 646500 X     | 2036-05-15      | 6.0000%  |  | $1463.82           | $1518.56           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AT6459 X     | 2046-07-15      | 5.0000%  |  | $15430.62          | $15621.03          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO6441 C     | 2065-11-20      | 6.0000%  |  | $2272864.03        | $2333572.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6437 C     | 2055-11-20      | 5.5000%  |  | $4135819.79        | $4260725.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6316 C     | 2055-11-20      | 5.5000%  |  | $895999.53         | $917277.72         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5887 C     | 2065-11-20      | 6.0000%  |  | $1413209.37        | $1454523.13        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5859 C     | 2065-10-20      | 6.0000%  |  | $2656607.75        | $2732241.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004017 M     | 2037-08-20      | 6.0000%  |  | $33280.10          | $35173.34          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 674510 X     | 2037-10-15      | 6.0000%  |  | $3232.42           | $3342.58           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 664392 X     | 2037-10-15      | 6.5000%  |  | $7827.01           | $8179.22           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676554 X     | 2037-10-15      | 6.0000%  |  | $81.57             | $85.82             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004052 M     | 2037-11-20      | 7.5000%  |  | $14916.78          | $15492.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004076 M     | 2038-01-20      | 7.5000%  |  | $12026.57          | $12389.02          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676797 X     | 2038-04-15      | 6.0000%  |  | $15887.56          | $16577.22          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 632233 X     | 2038-03-15      | 6.0000%  |  | $1437.54           | $1497.27           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004116 M     | 2038-04-20      | 6.5000%  |  | $990.43            | $1051.92           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 682587 X     | 2038-04-15      | 5.5000%  |  | $8549.48           | $8944.43           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 685796 X     | 2038-05-15      | 6.5000%  |  | $3825.19           | $4011.11           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 690922 X     | 2038-06-15      | 5.5000%  |  | $24867.65          | $26071.35          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 675513 X     | 2038-06-15      | 5.5000%  |  | $19647.01          | $20583.54          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 677101 X     | 2038-07-15      | 5.5000%  |  | $6905.90           | $7149.85           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004194 M     | 2038-07-20      | 5.5000%  |  | $16905.06          | $17521.60          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689791 X     | 2038-08-15      | 6.0000%  |  | $336.12            | $350.50            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696186 X     | 2038-08-15      | 6.0000%  |  | $19904.81          | $20859.98          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689844 X     | 2038-09-15      | 6.5000%  |  | $6650.15           | $6806.95           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687923 X     | 2038-09-15      | 6.0000%  |  | $6826.63           | $7089.53           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738145 X     | 2041-04-15      | 4.5000%  |  | $70219.04          | $69561.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005063 M     | 2041-05-20      | 6.0000%  |  | $9707.11           | $10234.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005085 M     | 2041-06-20      | 6.0000%  |  | $104145.62         | $107941.73         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 558771 X     | 2033-12-15      | 6.0000%  |  | $144.13            | $149.77            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 458926 X     | 2028-09-15      | 7.0000%  |  | $158.12            | $160.76            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 454446 X     | 2028-06-15      | 7.0000%  |  | $246.49            | $253.77            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 442018 X     | 2026-09-15      | 8.5000%  |  | $65.81             | $66.70             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 433970 X     | 2028-09-15      | 7.0000%  |  | $78.19             | $79.27             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 427302 X     | 2026-06-15      | 7.0000%  |  | $58.94             | $59.35             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 417276 X     | 2026-02-15      | 7.0000%  |  | $3.65              | $3.67              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 417226 X     | 2026-01-15      | 7.0000%  |  | $0.32              | $0.31              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3080 C     | 2055-07-20      | 6.5000%  |  | $4468832.86        | $4677004.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3042 C     | 2055-07-20      | 6.5000%  |  | $3652593.91        | $3822749.99        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 741902 X     | 2040-04-15      | 6.0000%  |  | $6835.75           | $7116.34           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 739396 X     | 2040-10-15      | 4.5000%  |  | $308820.83         | $310069.69         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738261 X     | 2041-05-15      | 4.5000%  |  | $390103.50         | $391031.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9684 C     | 2055-11-20      | 6.5000%  |  | $1035664.36        | $1084940.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9661 C     | 2055-11-20      | 5.5000%  |  | $2864192.89        | $2955749.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9665 C     | 2055-11-20      | 5.5000%  |  | $5443436.78        | $5587764.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9401 C     | 2055-11-20      | 6.0000%  |  | $1184330.32        | $1227358.23        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671120 X     | 2037-08-15      | 6.0000%  |  | $239.43            | $251.70            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 670636 X     | 2039-08-15      | 6.0000%  |  | $10663.08          | $11062.35          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 670109 X     | 2037-07-15      | 6.0000%  |  | $260.79            | $271.45            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 669069 X     | 2037-06-15      | 6.5000%  |  | $2880.83           | $3020.75           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 669068 X     | 2037-06-15      | 6.0000%  |  | $8213.92           | $8537.88           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668973 X     | 2037-03-15      | 6.0000%  |  | $37110.50          | $38373.22          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668585 X     | 2037-08-15      | 6.0000%  |  | $3724.00           | $3878.66           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668745 X     | 2038-02-15      | 6.0000%  |  | $4230.27           | $4402.01           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662554 X     | 2037-08-15      | 6.5000%  |  | $13363.92          | $13981.95          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662537 X     | 2037-08-15      | 6.5000%  |  | $9297.38           | $9723.40           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662122 X     | 2037-02-15      | 6.0000%  |  | $1617.38           | $1682.83           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662443 X     | 2037-06-15      | 6.0000%  |  | $240.53            | $251.26            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 659615 X     | 2036-09-15      | 6.0000%  |  | $9120.13           | $9471.00           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 598487 X     | 2032-12-15      | 6.0000%  |  | $346.60            | $351.50            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 596661 X     | 2032-10-15      | 6.0000%  |  | $33.63             | $34.55             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595260 X     | 2032-12-15      | 5.5000%  |  | $8338.18           | $8600.60           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595180 X     | 2032-11-15      | 6.0000%  |  | $2858.08           | $2979.39           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595821 X     | 2035-08-15      | 6.0000%  |  | $348.55            | $365.28            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9044 C     | 2055-11-20      | 6.0000%  |  | $2072071.43        | $2172695.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9819 C     | 2055-11-20      | 5.5000%  |  | $1640951.78        | $1659248.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3040 C     | 2055-07-20      | 6.5000%  |  | $4199979.84        | $4395635.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3038 C     | 2055-07-20      | 6.5000%  |  | $2414680.01        | $2527167.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1982 C     | 2055-06-20      | 6.5000%  |  | $1432645.18        | $1499387.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8829 C     | 2055-06-20      | 6.0000%  |  | $243955.96         | $255803.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6592 C     | 2054-08-20      | 7.0000%  |  | $970425.92         | $1014388.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005140 M     | 2041-08-20      | 4.5000%  |  | $38892.55          | $39507.25          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783375 X     | 2041-08-15      | 5.0000%  |  | $110895.89         | $113760.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005177 M     | 2041-09-20      | 5.5000%  |  | $36117.53          | $37584.80          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697656 X     | 2038-10-15      | 6.5000%  |  | $3335.08           | $3521.46           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697651 X     | 2038-10-15      | 6.0000%  |  | $18100.77          | $18940.64          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697650 X     | 2038-10-15      | 6.0000%  |  | $440.95            | $461.40            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697594 X     | 2038-11-15      | 6.5000%  |  | $3726.69           | $3898.69           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697584 X     | 2038-11-15      | 5.5000%  |  | $30847.67          | $32407.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4020 C     | 2055-11-20      | 5.5000%  |  | $866038.84         | $894722.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4015 C     | 2055-01-20      | 6.5000%  |  | $959779.14         | $1000568.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3646 C     | 2055-11-20      | 6.5000%  |  | $1984458.37        | $2113860.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3627 C     | 2055-11-20      | 5.5000%  |  | $5641835.32        | $5795970.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4388 C     | 2055-11-20      | 5.5000%  |  | $2082335.11        | $2131786.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786356 C     | 2052-09-20      | 4.5000%  |  | $637998.35         | $632443.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $3368039.06        | $3568565.37        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784315 X     | 2036-06-15      | 6.0000%  |  | $3594.98           | $3690.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6286 M     | 2049-11-20      | 4.5000%  |  | $2586.15           | $2556.68           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6221 M     | 2049-10-20      | 4.5000%  |  | $388642.09         | $391091.70         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC2040 X     | 2047-08-15      | 4.5000%  |  | $94611.45          | $94254.49          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC1382 X     | 2047-09-15      | 4.5000%  |  | $141620.98         | $140305.61         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7223 X     | 2047-08-15      | 5.0000%  |  | $114651.75         | $115331.52         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7228 X     | 2047-09-15      | 4.5000%  |  | $160308.94         | $159789.38         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB4345 X     | 2047-07-15      | 4.5000%  |  | $65232.44          | $64969.61          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB1137 X     | 2047-06-15      | 5.0000%  |  | $3368.92           | $3449.26           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA5814 X     | 2047-06-15      | 5.0000%  |  | $295789.02         | $298508.80         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4894 X     | 2047-06-15      | 5.0000%  |  | $39599.19          | $39999.98          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4513 X     | 2047-05-15      | 5.0000%  |  | $123327.43         | $126153.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2520 M     | 2045-01-20      | 3.0000%  |  | $3678.46           | $3385.35           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2446 M     | 2044-12-20      | 4.0000%  |  | $271223.08         | $264512.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2304 M     | 2044-10-20      | 4.0000%  |  | $549983.89         | $536376.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2303 M     | 2044-10-20      | 3.5000%  |  | $589151.56         | $556666.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2223 M     | 2044-09-20      | 3.5000%  |  | $124879.34         | $118418.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2074 M     | 2044-07-20      | 4.0000%  |  | $340376.64         | $332376.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1920 M     | 2044-05-20      | 4.0000%  |  | $176042.67         | $172122.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1601 M     | 2044-01-20      | 4.0000%  |  | $91959.61          | $89987.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1523 M     | 2043-12-20      | 4.5000%  |  | $18579.29          | $18711.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1449 M     | 2043-11-20      | 4.0000%  |  | $169239.83         | $165749.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1447 M     | 2043-11-20      | 3.0000%  |  | $46158.76          | $42928.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1376 M     | 2043-10-20      | 4.0000%  |  | $13936.34          | $13648.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1286 M     | 2043-09-20      | 4.0000%  |  | $1251.95           | $1226.65           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7899 C     | 2055-05-20      | 6.0000%  |  | $1391433.33        | $1445391.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8033 C     | 2055-04-20      | 6.0000%  |  | $892897.67         | $932985.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7998 C     | 2055-07-20      | 6.5000%  |  | $1153967.01        | $1207725.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6829 C     | 2055-07-20      | 6.5000%  |  | $3704925.36        | $3877515.60        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DJ5989       | 2067-04-15      | 5.7500%  |  | $2970202.14        | $3117442.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4184 C     | 2055-04-20      | 6.0000%  |  | $136097.71         | $141375.57         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DJ0349       | 2067-07-15      | 6.1400%  |  | $1106255.23        | $1203711.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0069 C     | 2055-09-20      | 6.5000%  |  | $2554175.21        | $2685638.60        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DH6644       | 2065-01-15      | 6.1600%  |  | $680615.38         | $726909.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6441 C     | 2055-03-20      | 6.5000%  |  | $1351412.45        | $1434168.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6439 C     | 2055-04-20      | 6.5000%  |  | $1205317.77        | $1279127.82        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 415014 X     | 2026-01-15      | 7.5000%  |  | $3.51              | $3.52              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 412583 X     | 2026-04-15      | 6.5000%  |  | $31.38             | $31.66             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 412382 X     | 2027-12-15      | 7.0000%  |  | $32.90             | $33.24             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 410455 X     | 2028-03-15      | 7.0000%  |  | $69.50             | $71.04             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782916 X     | 2040-02-15      | 5.5000%  |  | $15422.20          | $16129.08          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782836 X     | 2039-01-15      | 5.5000%  |  | $2681.36           | $2818.63           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782835 X     | 2039-12-15      | 6.0000%  |  | $12770.75          | $13538.97          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782858 X     | 2039-11-15      | 6.0000%  |  | $4491.77           | $4761.98           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782728 X     | 2038-11-15      | 5.5000%  |  | $3180.22           | $3331.81           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783584 M     | 2041-07-20      | 4.5000%  |  | $5679.85           | $5769.90           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783551 X     | 2040-12-15      | 6.0000%  |  | $6622.55           | $6998.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783519 M     | 2041-10-20      | 4.0000%  |  | $1893274.54        | $1858434.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0528 M     | 2040-08-20      | 5.0000%  |  | $2631495.81        | $2666178.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0422 M     | 2055-06-20      | 4.5000%  |  | $315312.83         | $310151.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M     | 2055-06-20      | 4.0000%  |  | $55925.13          | $53362.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0342 M     | 2040-05-20      | 6.0000%  |  | $707359.73         | $733964.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0310 M     | 2055-04-20      | 6.5000%  |  | $346570.50         | $359064.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0207 M     | 2055-02-20      | 6.5000%  |  | $59071.05          | $61200.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0150 M     | 2055-01-20      | 7.0000%  |  | $61014.29          | $63210.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9995 C     | 2055-11-20      | 5.5000%  |  | $1162140.56        | $1192861.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9095 C     | 2055-10-20      | 6.0000%  |  | $980988.82         | $1031671.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8390 C     | 2055-11-20      | 5.0000%  |  | $1414146.06        | $1425866.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8387 C     | 2055-11-20      | 6.0000%  |  | $1422390.02        | $1484512.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8386 C     | 2055-11-20      | 6.0000%  |  | $947420.02         | $990574.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8229 C     | 2055-11-20      | 6.5000%  |  | $2973515.88        | $3112043.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8219 C     | 2055-11-20      | 6.5000%  |  | $1016699.86        | $1064065.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8228 C     | 2055-11-20      | 6.5000%  |  | $1451488.03        | $1519109.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8226 C     | 2055-11-20      | 6.5000%  |  | $878055.95         | $918962.83         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 550654 X     | 2035-09-15      | 6.0000%  |  | $3090.16           | $3226.83           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 550617 X     | 2036-01-15      | 6.0000%  |  | $1384.72           | $1451.18           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4489 X     | 2047-07-15      | 5.0000%  |  | $12339.69          | $12449.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5465 M     | 2048-09-20      | 3.5000%  |  | $737345.83         | $691125.31         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2743 X     | 2047-07-15      | 4.5000%  |  | $76315.40          | $75542.47          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2666 X     | 2047-06-15      | 5.0000%  |  | $3209.10           | $3248.70           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA0224 X     | 2047-06-15      | 4.5000%  |  | $51241.35          | $51605.99          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AO9345 X     | 2045-12-15      | 4.5000%  |  | $29224.66          | $28801.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO7682 C     | 2045-08-20      | 4.0000%  |  | $1621190.77        | $1567759.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO6437 C     | 2045-08-20      | 3.5000%  |  | $391598.21         | $363111.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9728 M     | 2054-06-20      | 7.0000%  |  | $454855.38         | $471670.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9671 M     | 2054-05-20      | 7.0000%  |  | $1342051.62        | $1392841.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9608 M     | 2054-04-20      | 7.0000%  |  | $140694.45         | $146332.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9366 M     | 2053-12-20      | 7.5000%  |  | $17920.10          | $18653.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1226 M     | 2043-08-20      | 4.5000%  |  | $13849.72          | $13991.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1225 M     | 2043-08-20      | 4.0000%  |  | $544725.09         | $534051.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1156 M     | 2043-07-20      | 3.0000%  |  | $2962.67           | $2757.80           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1092 M     | 2043-06-20      | 4.5000%  |  | $19233.39          | $19546.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1012 M     | 2043-05-20      | 3.5000%  |  | $278885.01         | $266529.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0935 M     | 2043-04-20      | 4.0000%  |  | $22965.97          | $22399.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0934 M     | 2043-04-20      | 3.5000%  |  | $1169932.45        | $1118098.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0933 M     | 2043-04-20      | 3.0000%  |  | $25634.49          | $23904.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1761 M     | 2044-03-20      | 4.0000%  |  | $16319.49          | $15962.82          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD6340 X     | 2047-08-15      | 2.5000%  |  | $50749.98          | $44552.65          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD0999 X     | 2043-05-15      | 2.5000%  |  | $126555.39         | $112059.10         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD1713 X     | 2043-02-15      | 2.5000%  |  | $144877.00         | $128374.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9961 M     | 2054-10-20      | 3.5000%  |  | $18838.14          | $17369.42          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL8514 X     | 2052-03-15      | 4.0000%  |  | $331126.23         | $318782.18         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  |  | $1179942.69        | $1133986.28        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL1779 X     | 2052-03-15      | 4.0000%  |  | $276526.87         | $266141.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2769 C     | 2055-10-20      | 6.5000%  |  | $980525.68         | $1026203.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3552 C     | 2055-10-20      | 5.5000%  |  | $2684638.89        | $2748391.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2259 C     | 2055-10-20      | 6.5000%  |  | $1203787.16        | $1259865.59        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650714 X     | 2036-01-15      | 6.0000%  |  | $2361.29           | $2452.03           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 649511 X     | 2035-10-15      | 6.0000%  |  | $531.38            | $539.55            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648165 X     | 2038-11-15      | 6.0000%  |  | $5109.14           | $5335.51           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648132 X     | 2036-07-15      | 6.0000%  |  | $542.85            | $561.10            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648972 X     | 2035-11-15      | 5.5000%  |  | $2428.10           | $2531.01           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CJ9437 C     | 2049-08-20      | 5.5000%  |  | $3129796.64        | $3190768.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ7473 C     | 2052-01-20      | 4.0000%  |  | $994530.33         | $955138.98         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CJ2163 X     | 2052-04-15      | 3.0000%  |  | $1240647.73        | $1127161.97        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CI8951       | 2064-10-15      | 4.3400%  |  | $378592.31         | $376449.10         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4574 C     | 2045-04-20      | 4.0000%  |  | $1381471.57        | $1321848.64        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN AU4920       | 2041-09-15      | 3.0200%  |  | $1793292.89        | $1618267.50        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782559 X     | 2039-01-15      | 6.5000%  |  | $6183.63           | $6623.49           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782510 X     | 2038-12-15      | 6.5000%  |  | $3367.68           | $3607.29           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782495 X     | 2038-12-15      | 5.5000%  |  | $2281.89           | $2416.49           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782436 X     | 2038-10-15      | 6.0000%  |  | $12100.00          | $12827.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 782433 M     | 2038-10-20      | 6.0000%  |  | $7781.80           | $8224.62           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782379 X     | 2038-08-15      | 6.0000%  |  | $6440.37           | $6805.35           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782353 X     | 2038-06-15      | 6.0000%  |  | $9191.91           | $9738.81           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782333 X     | 2038-06-15      | 5.5000%  |  | $12758.97          | $13464.17          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782269 X     | 2038-02-15      | 5.5000%  |  | $47025.21          | $49623.12          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782131 X     | 2036-12-15      | 5.5000%  |  | $436.69            | $456.49            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782090 X     | 2036-05-15      | 6.5000%  |  | $2462.21           | $2582.01           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 708520 X     | 2039-04-15      | 5.0000%  |  | $5828.85           | $6026.48           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 706801 X     | 2040-04-15      | 4.5000%  |  | $23941.86          | $24538.95          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 706016 X     | 2039-01-15      | 6.0000%  |  | $2178.84           | $2265.63           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705143 X     | 2040-06-15      | 5.0000%  |  | $68413.45          | $70704.49          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704415 X     | 2039-03-15      | 6.5000%  |  | $1531.92           | $1619.19           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704178 X     | 2039-01-15      | 5.5000%  |  | $25621.98          | $26996.47          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704142 X     | 2038-12-15      | 6.5000%  |  | $585.04            | $613.60            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704005 X     | 2038-11-15      | 6.5000%  |  | $1061.03           | $1113.48           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 702547 X     | 2038-11-15      | 5.5000%  |  | $23715.69          | $24933.14          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 701694 X     | 2039-02-15      | 5.5000%  |  | $630.15            | $654.43            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700926 X     | 2038-11-15      | 5.5000%  |  | $37519.60          | $38743.67          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700918 X     | 2038-11-15      | 5.5000%  |  | $10231.42          | $10683.19          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700916 X     | 2038-11-15      | 6.0000%  |  | $263.64            | $274.97            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782088 X     | 2036-05-15      | 6.0000%  |  | $274.69            | $291.08            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 389737 X     | 2032-10-15      | 6.0000%  |  | $144.69            | $151.43            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 612376 X     | 2033-11-15      | 5.5000%  |  | $3190.94           | $3268.81           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 609430 X     | 2033-06-15      | 6.0000%  |  | $244.53            | $257.77            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005258 M     | 2041-12-20      | 3.5000%  |  | $280821.08         | $268614.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005233 M     | 2041-11-20      | 4.0000%  |  | $32076.45          | $31481.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005175 M     | 2041-09-20      | 4.5000%  |  | $296668.49         | $301357.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005204 M     | 2041-10-20      | 4.5000%  |  | $492757.77         | $500521.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005143 M     | 2041-08-20      | 5.5000%  |  | $3101.53           | $3227.52           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005115 M     | 2041-07-20      | 4.5000%  |  | $391465.96         | $397672.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005082 M     | 2041-06-20      | 4.5000%  |  | $27483.42          | $27768.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005068 M     | 2039-01-20      | 7.0000%  |  | $636.64            | $659.56            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003546 M     | 2034-04-20      | 6.5000%  |  | $2543.56           | $2669.05           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003544 M     | 2034-04-20      | 5.5000%  |  | $805.24            | $836.73            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003473 M     | 2033-11-20      | 5.5000%  |  | $237.72            | $244.67            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002380 M     | 2027-02-20      | 8.5000%  |  | $535.46            | $544.42            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CI1786       | 2063-08-15      | 3.8300%  |  | $119034.09         | $112631.42         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CF8153 X     | 2051-07-15      | 3.0000%  |  | $56144.25          | $50870.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9917 C     | 2051-07-20      | 3.5000%  |  | $665690.92         | $617172.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5264 M     | 2048-06-20      | 4.0000%  |  | $46010.00          | $44614.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5140 M     | 2048-04-20      | 5.5000%  |  | $542374.37         | $563122.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5137 M     | 2048-04-20      | 4.0000%  |  | $12271.57          | $11879.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5078 M     | 2048-03-20      | 4.0000%  |  | $85240.24          | $82761.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5018 M     | 2048-02-20      | 3.0000%  |  | $1576395.06        | $1446310.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4965 M     | 2048-01-20      | 5.0000%  |  | $346569.61         | $355070.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $108207.80         | $104912.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4961 M     | 2048-01-20      | 3.0000%  |  | $1377158.12        | $1263112.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4901 M     | 2047-12-20      | 4.0000%  |  | $820990.53         | $797460.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4900 M     | 2047-12-20      | 3.5000%  |  | $95310.06          | $89846.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4899 M     | 2047-12-20      | 3.0000%  |  | $1945902.36        | $1785131.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4839 M     | 2047-11-20      | 4.5000%  |  | $115554.98         | $116235.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4835 M     | 2047-11-20      | 2.5000%  |  | $57364.98          | $50963.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4833 M     | 2046-03-20      | 1.5000%  |  | $7104.89           | $6052.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4777 M     | 2047-10-20      | 3.0000%  |  | $1872332.60        | $1717649.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4721 M     | 2047-09-20      | 4.5000%  |  | $506347.11         | $510501.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4718 M     | 2047-09-20      | 3.0000%  |  | $549843.34         | $504309.71         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CK8182 X     | 2052-02-15      | 4.0000%  |  | $34070.53          | $32617.18          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  |  | $611925.08         | $535652.30         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BU5340 X     | 2050-04-15      | 3.0000%  |  | $45646.16          | $41360.27          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT9206 X     | 2050-04-15      | 3.5000%  |  | $34980.38          | $32369.86          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT9028 X     | 2050-03-15      | 3.5000%  |  | $262294.14         | $242719.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M     | 2053-10-20      | 4.0000%  |  | $629785.40         | $607553.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9017 M     | 2053-07-20      | 5.5000%  |  | $1549992.82        | $1582362.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  |  | $122768.91         | $123843.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8570 M     | 2053-01-20      | 5.5000%  |  | $1707983.26        | $1745497.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4654 M     | 2047-08-20      | 4.5000%  |  | $750660.77         | $753673.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4588 M     | 2047-07-20      | 4.5000%  |  | $119636.58         | $120340.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4585 M     | 2047-07-20      | 3.0000%  |  | $58675.50          | $53834.07          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M     | 2052-11-20      | 4.0000%  |  | $64521.40          | $62048.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  |  | $433555.32         | $429477.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8264 M     | 2052-09-20      | 2.5000%  |  | $11658.42          | $10181.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7939 M     | 2052-03-20      | 4.0000%  |  | $56453.44          | $54313.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  |  | $5051.37           | $4710.68           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7649 M     | 2051-10-20      | 2.5000%  |  | $429252.21         | $374425.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7590 M     | 2051-09-20      | 3.0000%  |  | $534.56            | $484.68            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $2271.43           | $1981.31           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7473 M     | 2051-07-20      | 3.0000%  |  | $502.53            | $455.63            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002279 M     | 2026-09-20      | 6.0000%  |  | $71.89             | $73.52             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002198 M     | 2026-04-20      | 6.0000%  |  | $19.00             | $19.43             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553170 X     | 2033-04-15      | 6.0000%  |  | $297.98            | $301.69            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 552756 X     | 2032-09-15      | 6.0000%  |  | $59.47             | $61.94             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 552509 X     | 2032-04-15      | 6.0000%  |  | $6.74              | $6.78              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 552152 X     | 2031-11-15      | 6.0000%  |  | $198.54            | $202.59            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 550764 X     | 2035-12-15      | 5.5000%  |  | $2032.97           | $2098.25           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3817 C     | 2065-10-20      | 6.0000%  |  | $1483734.73        | $1527395.11        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3763 C     | 2065-11-20      | 6.0000%  |  | $4729102.86        | $4868261.44        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3752 C     | 2065-11-20      | 6.0000%  |  | $4452056.67        | $4583062.89        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3738 C     | 2065-10-20      | 6.0000%  |  | $673668.00         | $693491.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4447 C     | 2055-11-20      | 6.5000%  |  | $1778208.93        | $1861043.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4444 C     | 2055-11-20      | 6.5000%  |  | $3050365.02        | $3192478.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4428 C     | 2055-11-20      | 5.5000%  |  | $2607055.54        | $2665164.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4423 C     | 2055-11-20      | 5.5000%  |  | $940195.29         | $961692.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3187 C     | 2055-11-20      | 6.5000%  |  | $1125691.90        | $1182256.79        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1564       | 2060-11-15      | 5.4100%  |  | $5326283.31        | $5558053.86        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1561       | 2060-11-15      | 5.4100%  |  | $3884016.77        | $4053027.82        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676389 X     | 2038-01-15      | 5.5000%  |  | $119702.30         | $126316.45         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676361 X     | 2037-10-15      | 7.0000%  |  | $1062.47           | $1092.52           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676843 X     | 2038-05-15      | 6.0000%  |  | $7430.85           | $7852.16           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 675130 X     | 2038-02-15      | 5.5000%  |  | $4686.45           | $4945.49           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 674446 X     | 2037-09-15      | 6.0000%  |  | $9094.02           | $9434.44           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 579204 X     | 2032-03-15      | 6.0000%  |  | $1317.28           | $1345.08           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 579077 X     | 2031-12-15      | 6.0000%  |  | $1696.37           | $1752.70           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 576520 X     | 2032-02-15      | 6.0000%  |  | $103.54            | $108.86            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 572602 X     | 2031-11-15      | 6.0000%  |  | $211.06            | $222.44            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570518 X     | 2032-01-15      | 6.0000%  |  | $80.34             | $82.99             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570503 X     | 2031-12-15      | 6.5000%  |  | $353.91            | $369.37            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002686 M     | 2028-12-20      | 5.5000%  |  | $337.16            | $344.22            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002589 M     | 2028-05-20      | 6.0000%  |  | $36.19             | $37.02             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 606662 X     | 2033-06-15      | 6.0000%  |  | $129.02            | $130.61            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 591208 X     | 2035-04-15      | 6.0000%  |  | $176.73            | $179.42            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 587345 X     | 2032-10-15      | 6.0000%  |  | $7991.72           | $8475.19           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 587128 X     | 2032-06-15      | 6.0000%  |  | $159.43            | $167.46            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 586343 X     | 2035-01-15      | 6.0000%  |  | $231.03            | $243.31            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 585115 X     | 2033-01-15      | 6.0000%  |  | $3913.36           | $3969.00           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 585059 X     | 2032-12-15      | 6.0000%  |  | $20.34             | $20.94             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 582021 X     | 2032-08-15      | 6.5000%  |  | $16220.18          | $16908.10          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 581589 X     | 2032-10-15      | 6.0000%  |  | $191973.10         | $198238.72         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 646027 X     | 2037-09-15      | 6.0000%  |  | $629.25            | $655.39            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7472 M     | 2051-07-20      | 2.5000%  |  | $1669.67           | $1456.42           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7470 M     | 2051-07-20      | 1.5000%  |  | $1042731.57        | $835013.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7424 M     | 2051-06-20      | 5.5000%  |  | $1952078.54        | $2016752.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  |  | $1890.36           | $1714.23           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4938 C     | 2050-08-20      | 3.5000%  |  | $860933.37         | $800954.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  |  | $916.30            | $830.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7139 M     | 2051-01-20      | 4.0000%  |  | $88706.87          | $85720.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7137 M     | 2051-01-20      | 3.0000%  |  | $346.12            | $314.84            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3664 M     | 2046-05-20      | 4.0000%  |  | $500900.72         | $488160.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9534 C     | 2048-04-20      | 4.0000%  |  | $11248.86          | $10789.69          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE7988 X     | 2048-01-15      | 5.0000%  |  | $736641.01         | $741603.02         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE6271 X     | 2048-03-15      | 3.5000%  |  | $85904.92          | $80069.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP6904 C     | 2052-10-20      | 5.0000%  |  | $1652185.42        | $1660244.78        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CP3649       | 2065-01-15      | 4.3500%  |  | $165900.00         | $163984.10         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CP2692       | 2066-12-15      | 5.4500%  |  | $527476.92         | $551361.34         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN7596       | 2064-12-15      | 4.3900%  |  | $165160.24         | $161216.29         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD7509 X     | 2047-11-15      | 4.5000%  |  | $362814.17         | $361809.91         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4792 X     | 2047-11-15      | 3.5000%  |  | $12214.78          | $11450.48          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4789 X     | 2047-11-15      | 4.5000%  |  | $39150.77          | $38998.32          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4784 X     | 2047-11-15      | 3.5000%  |  | $627383.95         | $591849.55         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4016 X     | 2049-10-15      | 3.0000%  |  | $4311254.17        | $3906492.07        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC8549 X     | 2047-09-15      | 4.5000%  |  | $92842.31          | $92180.62          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC8968 X     | 2047-10-15      | 4.5000%  |  | $87666.35          | $87291.57          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC8961 X     | 2047-10-15      | 4.5000%  |  | $15076.41          | $15233.47          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC7280 X     | 2047-08-15      | 4.5000%  |  | $58294.99          | $58109.90          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC6861 X     | 2047-08-15      | 5.0000%  |  | $27510.77          | $28230.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3662 M     | 2046-05-20      | 3.0000%  |  | $640554.16         | $588899.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4380 M     | 2047-04-20      | 2.5000%  |  | $341693.47         | $305262.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3456 M     | 2046-02-20      | 4.5000%  |  | $56569.99          | $56833.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3455 M     | 2046-02-20      | 4.0000%  |  | $66533.66          | $64853.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3378 M     | 2046-01-20      | 4.5000%  |  | $42252.03          | $42448.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7141 M     | 2051-01-20      | 5.0000%  |  | $10386.98          | $10663.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3309 M     | 2045-12-20      | 3.0000%  |  | $93245.67          | $85842.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3172 M     | 2045-10-20      | 3.0000%  |  | $368740.04         | $339523.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3174 M     | 2045-10-20      | 4.0000%  |  | $3290.93           | $3222.38           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2962 M     | 2045-07-20      | 4.0000%  |  | $3538.89           | $3451.34           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2894 M     | 2045-06-20      | 4.5000%  |  | $43200.64          | $43463.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2893 M     | 2045-06-20      | 4.0000%  |  | $52546.75          | $51246.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2891 M     | 2045-06-20      | 3.0000%  |  | $667059.87         | $614313.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2827 M     | 2045-05-20      | 4.0000%  |  | $1791464.24        | $1747143.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2756 M     | 2045-04-20      | 4.5000%  |  | $28813.77          | $29018.96          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 645916 X     | 2036-05-15      | 6.0000%  |  | $4537.82           | $4714.22           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644563 X     | 2035-07-15      | 6.0000%  |  | $479.35            | $499.23            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644019 X     | 2035-07-15      | 6.0000%  |  | $4586.51           | $4824.78           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 643399 X     | 2035-06-15      | 6.0000%  |  | $593.68            | $612.81            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 638595 X     | 2039-02-15      | 6.0000%  |  | $23651.43          | $24789.15          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 637259 X     | 2034-11-15      | 6.0000%  |  | $656.52            | $669.00            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 633389 X     | 2036-01-15      | 6.0000%  |  | $2558.42           | $2703.26           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 633231 X     | 2034-08-15      | 6.5000%  |  | $3468.50           | $3663.48           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3810 C     | 2065-11-20      | 6.0000%  |  | $3489022.48        | $3591690.45        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 631491 X     | 2034-06-15      | 5.5000%  |  | $28892.60          | $29530.84          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 630170 X     | 2034-07-15      | 6.0000%  |  | $1812.08           | $1877.83           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 629113 X     | 2034-09-15      | 6.0000%  |  | $449.31            | $467.66            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 622626 X     | 2033-11-15      | 6.0000%  |  | $771.78            | $787.87            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 622603 X     | 2033-11-15      | 6.0000%  |  | $1826.85           | $1890.60           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 622533 X     | 2033-10-15      | 6.0000%  |  | $2547.55           | $2607.28           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8522 C     | 2055-11-20      | 6.0000%  |  | $2932142.97        | $3032392.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7461 C     | 2055-11-20      | 6.5000%  |  | $2381767.60        | $2523273.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6717 C     | 2055-09-20      | 6.5000%  |  | $1849860.81        | $1936036.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6552 C     | 2055-09-20      | 6.5000%  |  | $1953717.35        | $2046169.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6472 C     | 2055-11-20      | 6.5000%  |  | $862696.16         | $903414.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6352 C     | 2055-11-20      | 5.5000%  |  | $1092780.75        | $1128847.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6350 C     | 2055-11-20      | 6.0000%  |  | $1190509.46        | $1242868.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6347 C     | 2055-11-20      | 6.5000%  |  | $1001776.52        | $1056929.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6345 C     | 2055-11-20      | 6.5000%  |  | $1111136.94        | $1183633.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6343 C     | 2055-11-20      | 6.5000%  |  | $1123969.95        | $1198461.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6341 C     | 2055-11-20      | 6.5000%  |  | $1162966.66        | $1219500.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6339 C     | 2055-11-20      | 6.5000%  |  | $2927096.21        | $3100980.37        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AI3214 X     | 2044-05-15      | 4.0000%  |  | $61472.09          | $59691.19          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ3056 X     | 2047-08-15      | 4.5000%  |  | $144165.83         | $145420.08         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY6960 X     | 2047-01-15      | 4.5000%  |  | $301187.38         | $300516.03         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY5213 X     | 2047-02-15      | 4.5000%  |  | $194953.22         | $196427.46         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY4224 X     | 2047-05-15      | 5.0000%  |  | $6593.41           | $6765.88           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY3765 X     | 2047-03-15      | 4.5000%  |  | $37344.84          | $37261.60          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY0512 X     | 2047-06-15      | 4.5000%  |  | $56419.02          | $55764.84          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX0416 X     | 2046-10-15      | 4.5000%  |  | $29108.31          | $29468.84          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AW5811 X     | 2047-03-15      | 4.5000%  |  | $68504.87          | $68256.33          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AW2784 X     | 2046-10-15      | 2.5000%  |  | $22270.80          | $19552.03          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AV4036 X     | 2046-09-15      | 4.5000%  |  | $257435.60         | $257523.64         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU9418 X     | 2046-09-15      | 4.0000%  |  | $24019.67          | $23228.80          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU8925 X     | 2046-08-15      | 4.5000%  |  | $88683.14          | $88713.56          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU6700 X     | 2047-02-15      | 4.5000%  |  | $253927.18         | $254806.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2753 M     | 2045-04-20      | 3.0000%  |  | $347424.05         | $320275.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3597 M     | 2046-04-20      | 3.5000%  |  | $68173.23          | $64182.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3521 M     | 2046-03-20      | 3.5000%  |  | $461545.76         | $434532.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7315 M     | 2051-04-20      | 4.0000%  |  | $166027.34         | $160694.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7607 C     | 2050-05-20      | 3.5000%  |  | $669318.13         | $622688.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7606 C     | 2050-05-20      | 3.5000%  |  | $484906.48         | $451721.43         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BS5197 X     | 2050-01-15      | 4.5000%  |  | $32472.01          | $32155.83          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BS5065 X     | 2050-02-15      | 3.5000%  |  | $66311.84          | $61363.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR7374 C     | 2050-01-20      | 5.0000%  |  | $639733.88         | $649205.14         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BR6259 X     | 2050-01-15      | 3.5000%  |  | $88801.03          | $82734.23          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BR4832 X     | 2052-06-15      | 4.0000%  |  | $358837.33         | $345459.87         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8599 X     | 2050-01-15      | 3.0000%  |  | $79251.87          | $71810.76          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8595 X     | 2049-12-15      | 3.0000%  |  | $272799.66         | $247185.14         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8591 X     | 2049-11-15      | 3.0000%  |  | $196189.11         | $177773.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $824035.11         | $756825.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5400 M     | 2048-08-20      | 5.0000%  |  | $598305.47         | $611390.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5399 M     | 2048-08-20      | 4.5000%  |  | $634521.15         | $636300.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5398 M     | 2048-08-20      | 4.0000%  |  | $591852.60         | $573611.11         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC3826 X     | 2047-10-15      | 3.5000%  |  | $77731.12          | $72867.33          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC3744 X     | 2047-09-15      | 4.5000%  |  | $107854.30         | $108485.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7136 M     | 2051-01-20      | 2.5000%  |  | $1663464.18        | $1452056.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6089 M     | 2049-08-20      | 3.0000%  |  | $414342.30         | $377709.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6038 M     | 2049-07-20      | 3.0000%  |  | $1068421.34        | $973716.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5988 M     | 2049-06-20      | 5.0000%  |  | $334968.21         | $342089.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5876 M     | 2049-04-20      | 4.0000%  |  | $185025.00         | $179016.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $253949.41         | $259192.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $20386.62          | $20480.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3520 M     | 2046-03-20      | 3.0000%  |  | $79991.71          | $73637.17          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699271 X     | 2038-09-15      | 6.5000%  |  | $1440.53           | $1513.87           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 694462 X     | 2038-10-15      | 6.0000%  |  | $13923.42          | $14540.46          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699495 X     | 2038-10-15      | 6.0000%  |  | $174.31            | $184.20            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673207 X     | 2038-10-15      | 6.0000%  |  | $115.81            | $122.37            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004266 M     | 2038-10-20      | 5.5000%  |  | $6058.73           | $6304.86           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782415 X     | 2038-10-15      | 6.5000%  |  | $428.05            | $465.37            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698654 X     | 2038-11-15      | 6.0000%  |  | $12628.78          | $13108.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4320 M     | 2047-03-20      | 3.0000%  |  | $150005.05         | $137682.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4263 M     | 2047-02-20      | 4.0000%  |  | $519159.91         | $504576.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4198 M     | 2047-01-20      | 4.5000%  |  | $743985.22         | $747600.99         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ1140 X     | 2049-11-15      | 3.0000%  |  | $290.45            | $262.28            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BP1829 X     | 2049-08-15      | 4.0000%  |  | $3815.28           | $3666.72           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BP1506 X     | 2049-08-15      | 4.5000%  |  | $1435.52           | $1418.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7928 C     | 2055-11-20      | 6.5000%  |  | $880951.97         | $942026.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7929 C     | 2055-11-20      | 6.5000%  |  | $946057.09         | $999157.38         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 494837 X     | 2029-06-15      | 7.0000%  |  | $134.90            | $138.12            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 490070 X     | 2028-12-15      | 6.0000%  |  | $130.96            | $132.66            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487588 X     | 2029-04-15      | 6.0000%  |  | $245.66            | $251.75            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487108 X     | 2029-04-15      | 6.0000%  |  | $655.87            | $673.32            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 486540 X     | 2028-09-15      | 7.0000%  |  | $27.39             | $27.62             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 486538 X     | 2028-09-15      | 7.0000%  |  | $321.31            | $326.19            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 749219 X     | 2041-03-15      | 4.5000%  |  | $93052.97          | $95380.78          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 748616 X     | 2038-11-15      | 6.5000%  |  | $720.72            | $735.12            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 745242 X     | 2040-07-15      | 4.5000%  |  | $307026.88         | $307624.04         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 744060 X     | 2041-05-15      | 6.0000%  |  | $8692.02           | $8969.10           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 743173 X     | 2040-12-15      | 4.5000%  |  | $103356.54         | $103559.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005055 M     | 2041-05-20      | 4.5000%  |  | $295479.13         | $300224.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004978 M     | 2041-03-20      | 4.5000%  |  | $33577.11          | $34118.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004923 M     | 2041-01-20      | 4.5000%  |  | $41875.79          | $42552.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004922 M     | 2041-01-20      | 4.0000%  |  | $440104.96         | $431944.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004853 M     | 2040-11-20      | 4.0000%  |  | $131733.68         | $129940.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004834 M     | 2040-10-20      | 4.5000%  |  | $1636.47           | $1663.18           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6437 C     | 2055-03-20      | 6.5000%  |  | $1606030.50        | $1704380.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6436 C     | 2055-03-20      | 6.5000%  |  | $1007500.67        | $1069196.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6434 C     | 2055-03-20      | 6.5000%  |  | $1144406.14        | $1214483.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4996 C     | 2055-07-20      | 6.5000%  |  | $1570386.76        | $1643546.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0918 C     | 2055-11-20      | 5.5000%  |  | $1200500.04        | $1229008.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0458 C     | 2055-02-20      | 6.5000%  |  | $3833531.21        | $4074135.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7451 C     | 2055-07-20      | 6.5000%  |  | $1458808.58        | $1532106.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG3004 C     | 2054-12-20      | 6.0000%  |  | $1339249.52        | $1382333.18        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570442 X     | 2031-10-15      | 6.0000%  |  | $130.47            | $135.99            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 569702 X     | 2032-02-15      | 7.0000%  |  | $68.90             | $71.86             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605630 X     | 2034-08-15      | 6.0000%  |  | $6210.96           | $6418.03           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605458 X     | 2034-06-15      | 5.5000%  |  | $85836.34          | $89269.96          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605301 X     | 2034-07-15      | 5.5000%  |  | $3591.06           | $3738.67           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605775 X     | 2034-11-15      | 6.0000%  |  | $705.56            | $736.76            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617740 X     | 2037-10-15      | 6.0000%  |  | $4156.51           | $4351.67           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617704 X     | 2037-09-15      | 6.0000%  |  | $8777.30           | $9169.26           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1136 C     | 2055-10-20      | 5.5000%  |  | $943426.99         | $969781.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0947 C     | 2055-09-20      | 6.5000%  |  | $1458764.04        | $1526720.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0541 C     | 2055-10-20      | 6.5000%  |  | $999139.67         | $1046299.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0341 C     | 2055-11-20      | 6.5000%  |  | $1100591.66        | $1149388.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0340 C     | 2055-11-20      | 6.5000%  |  | $976674.57         | $1021578.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9710 C     | 2055-11-20      | 6.5000%  |  | $912441.49         | $957110.98         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO5617 X     | 2049-01-15      | 4.5000%  |  | $9742.51           | $9609.09           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO3004 X     | 2049-06-15      | 3.5000%  |  | $319357.93         | $295397.78         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN9283 X     | 2049-07-15      | 4.5000%  |  | $8867.40           | $8802.53           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BK5550 X     | 2049-10-15      | 3.0000%  |  | $188377.34         | $170688.71         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BJ2870 X     | 2048-10-15      | 5.5000%  |  | $4242.99           | $4346.89           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BF9995 X     | 2048-04-15      | 4.5000%  |  | $79167.36          | $78705.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9563 C     | 2048-04-20      | 4.0000%  |  | $12261.64          | $11768.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4194 M     | 2047-01-20      | 2.5000%  |  | $160233.95         | $142752.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  |  | $131290.25         | $120589.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  |  | $190635.79         | $175334.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4003 M     | 2046-10-20      | 3.0000%  |  | $4817.20           | $4421.33           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3939 M     | 2046-09-20      | 4.5000%  |  | $338640.82         | $342093.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3938 M     | 2046-09-20      | 4.0000%  |  | $259382.97         | $252699.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $832647.02         | $766106.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3804 M     | 2046-07-20      | 4.0000%  |  | $192986.67         | $187994.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3801 M     | 2046-07-20      | 2.5000%  |  | $347271.08         | $310246.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7314 M     | 2051-04-20      | 3.5000%  |  | $117405.06         | $109133.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7260 M     | 2051-03-20      | 5.0000%  |  | $10337.86          | $10578.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7057 M     | 2050-12-20      | 5.0000%  |  | $8516.67           | $8746.11           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4323 M     | 2047-03-20      | 4.5000%  |  | $219516.07         | $220763.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  |  | $3865.26           | $3503.95           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4322 M     | 2047-03-20      | 4.0000%  |  | $348576.91         | $339198.45         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AP5305 X     | 2046-01-15      | 5.0000%  |  | $128222.13         | $130877.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  |  | $220273.16         | $202320.68         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  |  | $64286.79          | $56438.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5191 M     | 2048-05-20      | 3.5000%  |  | $727367.11         | $682825.33         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ7172 X     | 2049-10-15      | 3.5000%  |  | $88883.86          | $82248.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6220 M     | 2049-10-20      | 4.0000%  |  | $174883.82         | $168108.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF1065 C     | 2048-01-20      | 4.0000%  |  | $938620.00         | $889868.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6819 M     | 2050-08-20      | 2.5000%  |  | $1143736.84        | $999094.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2676 M     | 2045-03-20      | 2.5000%  |  | $234919.85         | $209879.74         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC7179 X     | 2047-10-15      | 4.5000%  |  | $204374.15         | $206695.43         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DB6877       | 2064-05-15      | 6.0100%  |  | $106346.15         | $112015.94         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688099 X     | 2038-11-15      | 6.0000%  |  | $11682.44          | $12345.27          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700933 X     | 2038-11-15      | 6.0000%  |  | $15570.62          | $16211.44          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 681624 X     | 2038-11-15      | 6.0000%  |  | $12122.98          | $12635.88          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782461 X     | 2032-03-15      | 7.5000%  |  | $2933.23           | $3080.16           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 433649 X     | 2028-03-15      | 7.0000%  |  | $42.69             | $43.37             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002614 M     | 2028-07-20      | 6.0000%  |  | $13.49             | $13.79             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 465540 X     | 2028-07-15      | 6.0000%  |  | $52.43             | $53.45             | Agency Mortgage-Backed Securities |
| GNMA GNII SF AW6056 C     | 2046-11-20      | 3.5000%  |  | $460612.30         | $429093.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9708 C     | 2055-11-20      | 6.5000%  |  | $1312842.42        | $1380814.84        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605762 X     | 2034-11-15      | 6.0000%  |  | $595.76            | $615.36            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605720 X     | 2034-10-15      | 6.0000%  |  | $1681.63           | $1737.49           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 603333 X     | 2032-12-15      | 5.5000%  |  | $1641.17           | $1696.91           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 603130 X     | 2033-10-15      | 6.0000%  |  | $174.70            | $178.19            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602684 X     | 2033-03-15      | 6.0000%  |  | $1033.22           | $1050.09           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602491 X     | 2036-01-15      | 6.0000%  |  | $288.64            | $302.17            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602212 X     | 2033-03-15      | 6.0000%  |  | $8148.65           | $8423.67           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 599609 X     | 2035-10-15      | 6.0000%  |  | $1248.37           | $1308.30           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617256 X     | 2036-10-15      | 6.5000%  |  | $5607.09           | $5925.93           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617098 X     | 2036-06-15      | 6.0000%  |  | $678.37            | $704.73            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617053 X     | 2036-04-15      | 6.0000%  |  | $1006.38           | $1054.71           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 615895 X     | 2033-08-15      | 5.0000%  |  | $61332.77          | $62740.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9922 C     | 2054-12-20      | 5.5000%  |  | $976790.03         | $1003733.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4954 C     | 2054-12-20      | 6.0000%  |  | $1487504.89        | $1543365.16        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF3876       | 2066-07-15      | 5.3500%  |  | $159384.81         | $162491.30         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE4024       | 2066-07-15      | 5.3500%  |  | $225453.85         | $229848.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2232 C     | 2054-10-20      | 6.0000%  |  | $4795470.63        | $4975554.94        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE0020       | 2064-12-15      | 5.9800%  |  | $969026.15         | $1022066.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2944 C     | 2054-08-20      | 7.0000%  |  | $4603839.49        | $4832871.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2827 C     | 2054-07-20      | 7.0000%  |  | $965221.88         | $1009653.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004801 M     | 2040-09-20      | 4.5000%  |  | $3463.53           | $3517.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004771 M     | 2040-08-20      | 4.5000%  |  | $39100.99          | $39740.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004747 M     | 2040-07-20      | 5.0000%  |  | $353068.95         | $365175.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004715 M     | 2040-06-20      | 5.0000%  |  | $649768.31         | $673645.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004713 M     | 2040-06-20      | 4.5000%  |  | $39500.15          | $40146.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004697 M     | 2040-05-20      | 5.0000%  |  | $79135.42          | $81802.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004696 M     | 2040-05-20      | 4.5000%  |  | $765508.44         | $778035.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004695 M     | 2040-05-20      | 4.0000%  |  | $19251.17          | $18981.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004636 M     | 2040-02-20      | 4.5000%  |  | $353.22            | $359.00            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004660 M     | 2040-03-20      | 6.0000%  |  | $1219.06           | $1288.47           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004617 M     | 2040-01-20      | 4.5000%  |  | $142716.82         | $145051.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004577 M     | 2039-11-20      | 4.5000%  |  | $76464.19          | $77715.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004562 M     | 2039-10-20      | 6.5000%  |  | $1330.31           | $1389.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004522 M     | 2039-08-20      | 6.0000%  |  | $25908.60          | $27383.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005338 M     | 2042-03-20      | 6.0000%  |  | $53856.40          | $56920.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005288 M     | 2042-01-20      | 5.5000%  |  | $848.54            | $882.98            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004346 M     | 2039-01-20      | 7.0000%  |  | $560.44            | $594.76            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004344 M     | 2039-01-20      | 6.0000%  |  | $30412.43          | $32144.02          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 533950 X     | 2032-04-15      | 6.0000%  |  | $68.22             | $70.70             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 512603 X     | 2029-06-15      | 6.0000%  |  | $161.93            | $165.80            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4962 M     | 2048-01-20      | 3.5000%  |  | $50817.67          | $47692.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6600 M     | 2050-04-20      | 3.5000%  |  | $181926.10         | $169148.52         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA5850 X     | 2047-06-15      | 5.0000%  |  | $10359.40          | $10406.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785587 M     | 2044-12-20      | 3.5000%  |  | $403216.87         | $379158.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3873 M     | 2046-08-20      | 3.0000%  |  | $423114.73         | $389155.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  |  | $221202.94         | $205633.13         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784298 X     | 2046-07-15      | 5.0000%  |  | $36624.30          | $37841.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783976 M     | 2043-04-20      | 3.5000%  |  | $65720.93          | $62686.66          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783798 X     | 2040-09-15      | 6.0000%  |  | $1285.69           | $1363.03           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783720 X     | 2040-09-15      | 6.0000%  |  | $4318.75           | $4561.58           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783655 X     | 2040-05-15      | 6.5000%  |  | $95515.52          | $102311.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783619 M     | 2042-05-20      | 4.0000%  |  | $901296.11         | $884668.10         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784439 X     | 2045-02-15      | 3.0000%  |  | $54410.79          | $50529.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784407 M     | 2047-11-20      | 3.5000%  |  | $31131.62          | $29141.78          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781659 X     | 2033-10-15      | 6.0000%  |  | $564.70            | $592.06            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781607 X     | 2033-03-15      | 6.0000%  |  | $4710.35           | $4952.12           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781587 X     | 2033-02-15      | 6.0000%  |  | $1062.13           | $1103.70           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781564 X     | 2033-02-15      | 6.0000%  |  | $822.82            | $866.77            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781489 X     | 2032-08-15      | 6.0000%  |  | $77.19             | $80.07             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5749 C     | 2055-11-20      | 6.0000%  |  | $4333461.14        | $4504151.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1678 M     | 2044-02-20      | 4.0000%  |  | $50504.53          | $49400.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7000 M     | 2050-11-20      | 5.0000%  |  | $16489.40          | $16933.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6997 M     | 2050-11-20      | 3.5000%  |  | $44084.26          | $40990.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6767 M     | 2050-07-20      | 3.5000%  |  | $160459.42         | $149181.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  |  | $105523.72         | $95844.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6711 M     | 2050-06-20      | 3.5000%  |  | $207450.51         | $192859.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6658 M     | 2050-05-20      | 4.0000%  |  | $302479.95         | $292475.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6603 M     | 2050-04-20      | 5.0000%  |  | $75488.00          | $77151.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6545 M     | 2050-03-20      | 5.0000%  |  | $7924.69           | $8131.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6543 M     | 2050-03-20      | 4.0000%  |  | $4574936.36        | $4420898.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6540 M     | 2050-03-20      | 2.5000%  |  | $201484.15         | $176568.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6475 M     | 2050-02-20      | 3.5000%  |  | $395115.81         | $367407.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6338 M     | 2049-12-20      | 3.0000%  |  | $21748.42          | $19772.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003306 M     | 2032-11-20      | 5.5000%  |  | $10553.27          | $11035.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003231 M     | 2032-04-20      | 8.0000%  |  | $2698.14           | $2765.56           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003213 M     | 2032-03-20      | 5.5000%  |  | $86.28             | $88.95             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003171 M     | 2031-12-20      | 5.5000%  |  | $11942.45          | $12298.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003081 M     | 2031-05-20      | 7.0000%  |  | $128.86            | $134.10            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002975 M     | 2030-09-20      | 9.0000%  |  | $870.82            | $902.89            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002909 M     | 2030-04-20      | 8.0000%  |  | $52.19             | $54.18             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658218 X     | 2036-12-15      | 6.0000%  |  | $4289.92           | $4547.68           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 508316 X     | 2030-02-15      | 8.0000%  |  | $168.97            | $171.86            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 503405 X     | 2029-04-15      | 6.5000%  |  | $112.32            | $117.84            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673844 X     | 2039-01-15      | 6.0000%  |  | $12503.24          | $13208.12          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 672935 X     | 2038-08-15      | 5.5000%  |  | $1533.20           | $1593.27           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 672676 X     | 2038-04-15      | 5.5000%  |  | $36421.35          | $38290.60          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 672415 X     | 2037-12-15      | 6.0000%  |  | $10506.93          | $11102.50          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673234 X     | 2038-11-15      | 6.0000%  |  | $5873.52           | $6226.87           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671536 X     | 2037-09-15      | 6.5000%  |  | $48403.08          | $50867.48          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671529 X     | 2037-09-15      | 6.5000%  |  | $5859.10           | $6139.21           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 540218 X     | 2033-02-15      | 6.0000%  |  | $5375.85           | $5696.05           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004292 M     | 2038-11-20      | 6.5000%  |  | $439.74            | $468.22            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004290 M     | 2038-11-20      | 5.5000%  |  | $4617.80           | $4805.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004246 M     | 2038-09-20      | 6.5000%  |  | $71964.03          | $76757.05          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DC7242       | 2067-03-15      | 5.7000%  |  | $4017379.10        | $4240170.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3518 C     | 2054-06-20      | 7.0000%  |  | $799286.87         | $836126.00         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 621784 X     | 2033-11-15      | 6.0000%  |  | $239.34            | $242.81            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 619118 X     | 2034-10-15      | 6.0000%  |  | $1028.88           | $1052.38           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618751 X     | 2036-12-15      | 6.0000%  |  | $1028.40           | $1082.43           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618677 X     | 2036-10-15      | 6.0000%  |  | $269.14            | $285.31            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618681 X     | 2036-10-15      | 6.5000%  |  | $12801.05          | $13410.96          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618650 X     | 2036-09-15      | 6.5000%  |  | $6133.31           | $6495.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3528 C     | 2055-11-20      | 5.5000%  |  | $5021623.70        | $5148595.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2275 C     | 2055-11-20      | 6.5000%  |  | $1491312.53        | $1555500.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2223 C     | 2055-11-20      | 5.5000%  |  | $1892514.03        | $1940076.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0976 C     | 2055-11-20      | 6.5000%  |  | $930170.67         | $973507.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0098 C     | 2055-11-20      | 6.5000%  |  | $917898.33         | $965813.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0056 C     | 2055-11-20      | 6.5000%  |  | $1331506.59        | $1393534.83        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 779384 X     | 2042-06-15      | 3.5000%  |  | $85620.04          | $80955.88          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 776954 X     | 2042-11-15      | 2.5000%  |  | $12696.69          | $11242.16          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 771471 X     | 2041-11-15      | 4.0000%  |  | $3780.09           | $3673.93           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 770409 X     | 2041-06-15      | 4.5000%  |  | $6666.15           | $6712.28           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 765903 X     | 2041-03-15      | 4.5000%  |  | $2660.30           | $2671.06           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0001 C     | 2055-11-20      | 6.5000%  |  | $1716307.82        | $1794425.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9129 C     | 2055-10-20      | 5.5000%  |  | $1138436.74        | $1162672.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8718 C     | 2055-07-20      | 6.5000%  |  | $1426335.26        | $1492785.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8711 C     | 2055-07-20      | 6.5000%  |  | $3351240.80        | $3507361.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8709 C     | 2055-07-20      | 6.5000%  |  | $1329479.31        | $1391415.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4807 C     | 2055-07-20      | 6.5000%  |  | $1428082.39        | $1495222.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4323 C     | 2055-04-20      | 6.0000%  |  | $408075.67         | $425897.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3654 C     | 2055-07-20      | 6.5000%  |  | $1703098.86        | $1782437.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4389 C     | 2055-05-20      | 6.0000%  |  | $170371.52         | $177811.99         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658133 X     | 2036-10-15      | 6.5000%  |  | $6260.31           | $6590.76           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658059 X     | 2036-08-15      | 6.5000%  |  | $1487.49           | $1582.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1677 M     | 2044-02-20      | 3.5000%  |  | $667659.23         | $634633.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0462 M     | 2042-10-20      | 3.5000%  |  | $816360.89         | $778681.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0391 M     | 2042-09-20      | 3.0000%  |  | $51512.00          | $48141.47          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0318 M     | 2042-08-20      | 3.5000%  |  | $385153.92         | $369121.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0224 M     | 2042-07-20      | 5.5000%  |  | $2029.42           | $2101.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0220 M     | 2042-07-20      | 3.5000%  |  | $5488.12           | $5258.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0088 M     | 2042-05-20      | 3.5000%  |  | $5422327.78        | $5192177.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0022 M     | 2042-04-20      | 3.5000%  |  | $41598.25          | $39824.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0021 M     | 2042-04-20      | 3.0000%  |  | $1859.44           | $1737.78           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0027 M     | 2042-04-20      | 6.0000%  |  | $3075.72           | $3244.36           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0784 M     | 2043-02-20      | 4.0000%  |  | $22921.26          | $22495.84          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697488 X     | 2038-09-15      | 6.0000%  |  | $143.22            | $150.85            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696189 X     | 2038-08-15      | 5.5000%  |  | $7041.17           | $7446.69           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691693 X     | 2040-04-15      | 4.5000%  |  | $810756.22         | $831025.93         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 690847 X     | 2038-06-15      | 5.5000%  |  | $458.17            | $472.07            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691269 X     | 2038-07-15      | 6.0000%  |  | $9.80              | $10.02             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691199 X     | 2038-05-15      | 5.5000%  |  | $1840.71           | $1924.39           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689825 X     | 2038-08-15      | 6.0000%  |  | $9181.97           | $9489.10           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689576 X     | 2038-07-15      | 5.5000%  |  | $469.46            | $488.10            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688386 X     | 2038-04-15      | 5.5000%  |  | $6010.84           | $6315.94           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688024 X     | 2038-10-15      | 6.0000%  |  | $144.57            | $153.27            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688022 X     | 2038-10-15      | 6.0000%  |  | $15785.88          | $16735.76          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687928 X     | 2038-09-15      | 6.5000%  |  | $1153.43           | $1240.42           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687922 X     | 2038-09-15      | 6.0000%  |  | $2425.95           | $2516.69           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687836 X     | 2038-08-15      | 6.0000%  |  | $14965.48          | $15865.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002884 M     | 2030-02-20      | 8.0000%  |  | $31.45             | $32.92             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002839 M     | 2029-11-20      | 7.5000%  |  | $24.78             | $26.18             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6435 C     | 2055-04-20      | 6.5000%  |  | $1276843.59        | $1355032.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3078 C     | 2055-07-20      | 6.5000%  |  | $4316734.97        | $4517825.76        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7582       | 2060-04-15      | 5.7400%  |  | $125915.55         | $128995.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9344 C     | 2055-03-20      | 6.0000%  |  | $1523917.02        | $1596062.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6021 C     | 2055-07-20      | 6.5000%  |  | $1125436.39        | $1177864.84        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AI4466 X     | 2044-09-15      | 4.0000%  |  | $518278.91         | $505481.57         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ7371 X     | 2049-11-15      | 3.5000%  |  | $322109.71         | $299755.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8266 M     | 2052-09-20      | 3.5000%  |  | $56381.43          | $52694.37          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7097 X     | 2047-08-15      | 4.5000%  |  | $62615.73          | $63578.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4450 M     | 2047-05-20      | 3.0000%  |  | $16461.57          | $15130.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786682 C     | 2053-05-20      | 6.0000%  |  | $4563986.18        | $4720010.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $25765.63          | $24979.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7884 C     | 2055-11-20      | 6.5000%  |  | $1611158.69        | $1721197.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7883 C     | 2055-11-20      | 6.5000%  |  | $2084895.93        | $2230471.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7902 C     | 2055-11-20      | 5.0000%  |  | $4015570.36        | $4041434.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7900 C     | 2055-11-20      | 5.0000%  |  | $2549043.29        | $2567031.89        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700899 X     | 2038-11-15      | 6.0000%  |  | $1925.52           | $1994.16           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700825 X     | 2038-10-15      | 6.0000%  |  | $1721.30           | $1827.79           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699494 X     | 2038-10-15      | 6.0000%  |  | $213.15            | $223.17            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699113 X     | 2038-09-15      | 6.0000%  |  | $10451.41          | $11080.30          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699137 X     | 2038-09-15      | 6.0000%  |  | $259.26            | $269.24            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698611 X     | 2038-11-15      | 6.0000%  |  | $1459.08           | $1514.56           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004426 M     | 2039-04-20      | 6.0000%  |  | $2928.66           | $3095.40           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004425 M     | 2039-04-20      | 5.5000%  |  | $20138.04          | $21054.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004372 M     | 2039-02-20      | 6.5000%  |  | $470.51            | $508.03            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004370 M     | 2039-02-20      | 5.5000%  |  | $30104.34          | $31327.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003459 M     | 2033-10-20      | 5.5000%  |  | $2239.43           | $2304.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003461 M     | 2033-10-20      | 6.5000%  |  | $163.92            | $173.28            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003415 M     | 2033-07-20      | 5.5000%  |  | $1450.17           | $1494.93           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003432 M     | 2033-08-20      | 6.5000%  |  | $644.79            | $668.03            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003331 M     | 2033-01-20      | 5.0000%  |  | $2213.14           | $2273.94           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003320 M     | 2032-12-20      | 5.5000%  |  | $382.20            | $395.97            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003335 M     | 2033-01-20      | 6.5000%  |  | $203.95            | $212.33            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7899 C     | 2055-11-20      | 5.0000%  |  | $1263755.59        | $1273403.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7871 C     | 2055-11-20      | 6.5000%  |  | $1900920.48        | $2015300.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8005 C     | 2055-11-20      | 6.0000%  |  | $1001105.26        | $1037475.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8002 C     | 2055-11-20      | 6.0000%  |  | $869780.52         | $902446.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5857 C     | 2055-11-20      | 6.0000%  |  | $3208525.57        | $3339452.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5875 C     | 2055-11-20      | 7.0000%  |  | $869298.98         | $908256.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5797 C     | 2055-11-20      | 5.5000%  |  | $4918262.04        | $5080023.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5789 C     | 2055-11-20      | 6.5000%  |  | $2915648.26        | $3029673.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5788 C     | 2055-11-20      | 6.5000%  |  | $2186126.41        | $2278955.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5773 C     | 2055-11-20      | 6.5000%  |  | $1811646.72        | $1905999.09        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737902 X     | 2041-01-15      | 4.0000%  |  | $141147.27         | $138247.12         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737794 X     | 2040-12-15      | 4.0000%  |  | $49950.52          | $48924.39          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737532 X     | 2040-10-15      | 4.0000%  |  | $150149.43         | $146063.86         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737285 X     | 2040-05-15      | 4.0000%  |  | $18620.67          | $18238.16          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738002 X     | 2041-02-15      | 4.0000%  |  | $70470.25          | $68552.75          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 736663 X     | 2040-03-15      | 5.0000%  |  | $29428.90          | $30431.16          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 734608 X     | 2040-07-15      | 4.5000%  |  | $532738.37         | $538667.75         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 732515 X     | 2040-06-15      | 6.0000%  |  | $3687.72           | $3795.91           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 732485 X     | 2040-02-15      | 6.0000%  |  | $5261.62           | $5440.88           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 730133 X     | 2040-05-15      | 5.0000%  |  | $8571.80           | $8795.65           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5712 M     | 2049-01-20      | 5.0000%  |  | $946614.43         | $966351.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784446 C     | 2048-02-20      | 3.0000%  |  | $483801.38         | $438748.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7608 C     | 2050-05-20      | 3.5000%  |  | $712685.59         | $662591.63         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD6110 X     | 2047-11-15      | 3.5000%  |  | $99996.69          | $92811.83          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784071 X     | 2041-06-15      | 6.0000%  |  | $7772.14           | $8234.12           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CK0445 X     | 2052-02-15      | 4.0000%  |  | $49774.73          | $47791.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4128 M     | 2046-12-20      | 4.0000%  |  | $390142.13         | $379025.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8492 M     | 2052-12-20      | 6.0000%  |  | $4484474.80        | $4626901.72        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CD6024       | 2063-09-15      | 2.4100%  |  | $243997.66         | $208352.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4125 M     | 2046-12-20      | 2.5000%  |  | $260015.28         | $231083.91         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BL3846 X     | 2049-02-15      | 4.5000%  |  | $165722.83         | $166978.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8489 M     | 2052-12-20      | 4.5000%  |  | $1298082.96        | $1285076.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AS7010 C     | 2046-06-20      | 3.5000%  |  | $873181.06         | $810748.61         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE3297 X     | 2046-10-15      | 2.5000%  |  | $47791.35          | $41957.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3033 M     | 2045-08-20      | 3.0000%  |  | $676350.36         | $621390.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9018 M     | 2053-07-20      | 6.0000%  |  | $320117.60         | $329567.47         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AP5306 X     | 2046-01-15      | 4.5000%  |  | $18772.95          | $18617.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9479 C     | 2048-03-20      | 4.0000%  |  | $27826.36          | $26673.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6936 M     | 2050-10-20      | 5.0000%  |  | $16995.61          | $17453.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2960 M     | 2045-07-20      | 3.0000%  |  | $1045135.40        | $962433.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9909 M     | 2054-09-20      | 7.0000%  |  | $9939.58           | $10299.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AM4381 C     | 2045-05-20      | 3.5000%  |  | $185364.70         | $169934.02         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ3489 X     | 2049-01-15      | 4.5000%  |  | $20219.17          | $20101.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4295 C     | 2055-03-20      | 5.5000%  |  | $1998501.31        | $2040739.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9376 C     | 2055-10-20      | 6.5000%  |  | $1459627.03        | $1527628.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9160 C     | 2055-10-20      | 6.5000%  |  | $927894.19         | $967723.12         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AW5781 X     | 2047-02-15      | 4.5000%  |  | $81156.08          | $80945.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4425 C     | 2055-10-20      | 6.0000%  |  | $993224.52         | $1041460.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3958 C     | 2055-03-20      | 6.0000%  |  | $323000.43         | $335525.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0684 M     | 2055-10-20      | 4.5000%  |  | $8579.27           | $8438.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2991 C     | 2054-12-20      | 5.5000%  |  | $1396019.27        | $1433454.93        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ7186 X     | 2049-10-15      | 3.5000%  |  | $188009.03         | $173974.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3599 C     | 2055-07-20      | 7.0000%  |  | $889368.32         | $931394.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7135 | 2054-12-01      | 5.0000%  |  | $63959992.34       | $64868416.11       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6230 C     | 2055-09-20      | 5.5000%  |  | $4890570.26        | $4997693.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3245 M     | 2045-11-20      | 4.0000%  |  | $4047047.59        | $3944819.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7997 C     | 2055-07-20      | 6.0000%  |  | $999499.40         | $1022191.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3408 C     | 2055-09-20      | 5.5000%  |  | $2351430.83        | $2401492.79        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC8335 X     | 2047-10-15      | 3.5000%  |  | $12820.95          | $12042.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2567 C     | 2055-04-20      | 6.0000%  |  | $303665.21         | $318412.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6476 M     | 2050-02-20      | 4.0000%  |  | $3490069.79        | $3376782.12        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 728837 X     | 2040-01-15      | 5.0000%  |  | $20241.28          | $20752.09          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 728629 X     | 2040-01-15      | 4.5000%  |  | $73869.83          | $74669.25          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 728627 X     | 2040-01-15      | 4.5000%  |  | $2446.12           | $2471.84           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 727742 X     | 2040-03-15      | 6.0000%  |  | $1803.32           | $1856.21           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726832 X     | 2039-10-15      | 5.0000%  |  | $101394.01         | $104830.66         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726300 X     | 2039-09-15      | 4.0000%  |  | $97939.42          | $94600.27          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724406 X     | 2039-11-15      | 4.5000%  |  | $6755.44           | $6772.97           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003284 M     | 2032-09-20      | 5.5000%  |  | $6234.61           | $6431.91           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782044 X     | 2032-12-15      | 6.5000%  |  | $1892.38           | $1955.35           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782009 X     | 2035-09-15      | 6.0000%  |  | $508.24            | $531.01            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 781998 M     | 2035-11-20      | 5.5000%  |  | $4166.71           | $4315.26           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781889 X     | 2035-03-15      | 6.0000%  |  | $998.32            | $1054.74           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781846 X     | 2034-09-15      | 6.5000%  |  | $18475.43          | $19231.13          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781857 X     | 2034-11-15      | 6.0000%  |  | $367.36            | $384.68            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 757038 X     | 2040-12-15      | 4.0000%  |  | $122159.69         | $119514.32         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 753314 X     | 2040-12-15      | 4.0000%  |  | $102426.19         | $100321.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786905 C     | 2053-07-20      | 6.0000%  |  | $4984532.98        | $5154929.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7890 C     | 2055-11-20      | 6.5000%  |  | $3163034.09        | $3359876.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7889 C     | 2055-11-20      | 6.5000%  |  | $1085045.55        | $1153190.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7887 C     | 2055-11-20      | 6.5000%  |  | $1968084.46        | $2095893.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7886 C     | 2055-11-20      | 6.5000%  |  | $1417916.67        | $1511294.99        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 736078 X     | 2040-06-15      | 5.0000%  |  | $12124.99          | $12537.18          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 733218 X     | 2040-06-15      | 4.5000%  |  | $4684.96           | $4692.54           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1679 M     | 2044-02-20      | 4.5000%  |  | $28960.03          | $29154.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1839 M     | 2044-04-20      | 4.0000%  |  | $3948.01           | $3853.86           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB8885 X     | 2047-07-15      | 5.0000%  |  | $234270.36         | $235340.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5262 M     | 2048-06-20      | 3.0000%  |  | $9290.28           | $8543.90           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004746 M     | 2040-07-20      | 4.5000%  |  | $888.66            | $903.20            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 745236 X     | 2040-07-15      | 4.5000%  |  | $70738.47          | $71217.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004772 M     | 2040-08-20      | 5.0000%  |  | $389122.58         | $401282.66         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 748647 X     | 2040-08-15      | 4.5000%  |  | $202335.82         | $202380.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  |  | $416562.56         | $408839.08         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 731686 X     | 2040-11-15      | 4.5000%  |  | $226791.16         | $228174.36         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783173 X     | 2039-12-15      | 6.0000%  |  | $12905.45          | $13681.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2075 M     | 2044-07-20      | 4.5000%  |  | $11724.25          | $11795.70          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737898 X     | 2041-01-15      | 4.0000%  |  | $315040.96         | $308570.02         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737920 X     | 2041-01-15      | 4.5000%  |  | $459333.12         | $461944.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2224 M     | 2044-09-20      | 4.0000%  |  | $351115.89         | $342573.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5878 M     | 2049-04-20      | 5.0000%  |  | $839.51            | $858.73            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652947 X     | 2036-02-15      | 6.0000%  |  | $21333.83          | $22132.61          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652226 X     | 2036-03-15      | 6.0000%  |  | $1197.47           | $1243.51           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 690613 X     | 2047-06-15      | 2.5000%  |  | $62453.91          | $54829.66          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785334 X     | 2049-03-15      | 5.5000%  |  | $667224.80         | $702310.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6042 M     | 2049-07-20      | 5.0000%  |  | $174.22            | $178.34            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9901 C     | 2055-10-20      | 5.5000%  |  | $3261453.97        | $3338906.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3629 C     | 2055-10-20      | 5.0000%  |  | $3563899.44        | $3583839.45        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DC7245       | 2066-12-15      | 5.7400%  |  | $1075471.00        | $1148390.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2755 M     | 2045-04-20      | 4.0000%  |  | $54150.97          | $52811.59          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC4433       | 2059-10-15      | 4.2000%  |  | $671628.28         | $650228.86         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DJ5809       | 2067-09-15      | 5.6000%  |  | $4162406.33        | $4335341.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6438 C     | 2055-03-20      | 6.5000%  |  | $1149049.88        | $1219414.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0206 M     | 2055-02-20      | 6.0000%  |  | $366373.81         | $375583.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8712 C     | 2055-07-20      | 6.5000%  |  | $2619404.59        | $2741434.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8804 C     | 2055-05-20      | 6.0000%  |  | $163825.81         | $171781.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2238 C     | 2055-09-20      | 6.5000%  |  | $1965049.14        | $2057789.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6440 C     | 2055-03-20      | 6.5000%  |  | $966347.64         | $1025523.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3453 M     | 2046-02-20      | 3.0000%  |  | $443985.26         | $408737.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2772 C     | 2055-10-20      | 6.5000%  |  | $1446706.76        | $1514101.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1519 C     | 2055-03-20      | 6.0000%  |  | $86840.57          | $90423.18          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE6499       | 2066-06-15      | 5.5700%  |  | $2564116.37        | $2646351.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0208 M     | 2055-02-20      | 7.0000%  |  | $55672.34          | $57676.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0367 C     | 2055-10-20      | 5.5000%  |  | $1965827.49        | $2007679.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6442 C     | 2055-04-20      | 6.5000%  |  | $978691.89         | $1038625.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2058 C     | 2054-12-20      | 5.0000%  |  | $1945613.53        | $1938311.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7193 M     | 2051-02-20      | 2.5000%  |  | $2212127.29        | $1929623.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2063 C     | 2055-05-20      | 6.0000%  |  | $225768.58         | $236733.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7556 C     | 2055-08-20      | 5.5000%  |  | $1152082.94        | $1178043.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7410 C     | 2054-12-20      | 6.0000%  |  | $2630519.18        | $2754085.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5460 C     | 2055-09-20      | 6.5000%  |  | $936740.08         | $980377.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3594 C     | 2055-07-20      | 6.5000%  |  | $1569868.81        | $1643002.71        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA5509 X     | 2047-06-15      | 5.0000%  |  | $144794.08         | $145846.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8767 C     | 2055-06-20      | 6.0000%  |  | $372975.30         | $389263.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7452 C     | 2055-07-20      | 6.5000%  |  | $857966.12         | $901078.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2272 C     | 2055-10-20      | 6.5000%  |  | $999092.84         | $1045638.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6346 C     | 2055-11-20      | 6.5000%  |  | $1179415.43        | $1261402.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6954 M     | 2050-09-20      | 1.5000%  |  | $266642.79         | $215290.05         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4716 X     | 2047-10-15      | 4.5000%  |  | $7896.71           | $7850.66           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7880 M     | 2052-02-20      | 2.0000%  |  | $120214.08         | $100622.79         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2485 X     | 2047-04-15      | 4.5000%  |  | $17376.13          | $17590.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2851 C     | 2054-07-20      | 7.0000%  |  | $942330.58         | $984561.13         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT3502 X     | 2050-02-15      | 3.5000%  |  | $127178.50         | $117687.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4381 M     | 2047-04-20      | 3.0000%  |  | $142044.81         | $130480.80         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652219 X     | 2036-03-15      | 6.0000%  |  | $2355.51           | $2488.92           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651881 X     | 2036-09-15      | 6.0000%  |  | $195.97            | $207.07            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651850 X     | 2036-06-15      | 6.0000%  |  | $4092.92           | $4282.55           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651720 X     | 2036-02-15      | 6.0000%  |  | $2619.47           | $2767.68           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651278 X     | 2036-01-15      | 6.0000%  |  | $250.51            | $254.22            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651161 X     | 2035-12-15      | 6.0000%  |  | $389.60            | $402.07            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651686 X     | 2036-01-15      | 6.0000%  |  | $958.15            | $1002.53           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650472 X     | 2035-12-15      | 6.0000%  |  | $938.76            | $973.72            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650724 X     | 2036-01-15      | 6.0000%  |  | $1180.62           | $1201.00           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724383 X     | 2039-10-15      | 4.5000%  |  | $281.81            | $282.41            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724033 X     | 2039-11-15      | 6.0000%  |  | $2759.18           | $2850.02           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723892 X     | 2040-04-15      | 4.5000%  |  | $601068.46         | $608682.20         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724600 X     | 2040-05-15      | 5.0000%  |  | $33137.43          | $33950.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6337 C     | 2055-11-20      | 6.5000%  |  | $3500212.65        | $3652594.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6358 C     | 2055-11-20      | 5.0000%  |  | $954968.89         | $961997.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4662 C     | 2055-10-20      | 6.0000%  |  | $2287738.88        | $2408819.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3630 C     | 2055-10-20      | 5.0000%  |  | $4168564.95        | $4190120.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3628 C     | 2055-10-20      | 5.0000%  |  | $2025869.78        | $2039588.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4434 C     | 2055-11-20      | 5.5000%  |  | $4249519.14        | $4343905.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3358 C     | 2055-09-20      | 5.5000%  |  | $621130.27         | $634744.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3322 C     | 2055-08-20      | 6.0000%  |  | $307676.53         | $320986.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3319 C     | 2055-08-20      | 5.5000%  |  | $667370.23         | $682152.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3042 C     | 2055-09-20      | 5.5000%  |  | $2801970.82        | $2868512.02        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 654432 X     | 2036-09-15      | 6.5000%  |  | $42953.27          | $45066.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4337 C     | 2055-11-20      | 5.5000%  |  | $908614.73         | $930891.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4038 C     | 2055-10-20      | 5.0000%  |  | $969213.17         | $977506.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002717 M     | 2029-02-20      | 7.5000%  |  | $383.21            | $388.10            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5538 C     | 2055-11-20      | 6.0000%  |  | $4799311.74        | $4963400.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5498 C     | 2055-11-20      | 5.0000%  |  | $3175787.97        | $3203941.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5496 C     | 2055-11-20      | 5.0000%  |  | $1209799.80        | $1222424.06        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN5163 C     | 2065-11-20      | 5.5000%  |  | $740225.38         | $750672.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5119 C     | 2055-11-20      | 5.0000%  |  | $1205813.95        | $1213580.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5118 C     | 2055-11-20      | 5.0000%  |  | $1831681.48        | $1844536.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5117 C     | 2055-11-20      | 5.0000%  |  | $1298748.58        | $1308663.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5090 C     | 2055-11-20      | 5.5000%  |  | $3098054.03        | $3212204.93        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN4794 C     | 2065-11-20      | 6.0000%  |  | $1927557.22        | $1975279.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5321 C     | 2055-11-20      | 6.0000%  |  | $1560598.33        | $1615927.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5320 C     | 2055-10-20      | 6.0000%  |  | $1082705.09        | $1120387.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5316 C     | 2055-11-20      | 6.0000%  |  | $1473255.81        | $1526555.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5315 C     | 2055-11-20      | 6.0000%  |  | $4196697.43        | $4345952.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4350 C     | 2055-11-20      | 6.0000%  |  | $3403381.50        | $3536266.53        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DC7177       | 2066-07-15      | 5.7500%  |  | $4935493.52        | $5212214.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6091 M     | 2049-08-20      | 4.0000%  |  | $126288.72         | $121251.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  |  | $5977621.98        | $5494032.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  |  | $227905.64         | $211199.01         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BL2071 X     | 2049-02-15      | 4.5000%  |  | $18576.64          | $18831.96          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5889 C     | 2065-10-20      | 7.0000%  |  | $656671.34         | $680102.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8000 C     | 2055-11-20      | 6.5000%  |  | $1047163.35        | $1099786.45        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3728 C     | 2065-11-20      | 6.0000%  |  | $4906381.90        | $5050757.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2273 C     | 2055-11-20      | 6.5000%  |  | $1466710.84        | $1549007.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1424 C     | 2055-11-20      | 5.5000%  |  | $2042173.70        | $2096005.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0070 C     | 2055-11-20      | 6.5000%  |  | $3388253.12        | $3546091.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4436 C     | 2055-11-20      | 5.5000%  |  | $2821445.99        | $2898852.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4433 C     | 2055-11-20      | 6.0000%  |  | $926447.71         | $964811.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5116 C     | 2055-11-20      | 5.0000%  |  | $1005025.60        | $1013663.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6371 C     | 2055-11-20      | 5.0000%  |  | $872696.11         | $879389.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5746 C     | 2055-11-20      | 6.0000%  |  | $4656345.08        | $4816965.70        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5816 C     | 2065-11-20      | 6.0000%  |  | $1303671.98        | $1337095.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5748 C     | 2055-11-20      | 6.0000%  |  | $4780504.64        | $4955647.99        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5818 C     | 2065-10-20      | 6.0000%  |  | $1203047.25        | $1233890.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4445 C     | 2055-11-20      | 6.5000%  |  | $945560.24         | $989609.16         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5281 C     | 2065-11-20      | 7.0000%  |  | $2285558.36        | $2381839.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3529 C     | 2055-11-20      | 5.5000%  |  | $1728284.94        | $1772250.78        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3764 C     | 2065-11-20      | 6.0000%  |  | $1601296.58        | $1648416.33        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5836 C     | 2065-10-20      | 6.0000%  |  | $5051707.75        | $5191276.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5135 C     | 2055-11-20      | 6.5000%  |  | $1410211.26        | $1489686.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5290 C     | 2055-11-20      | 6.0000%  |  | $852058.15         | $893406.82         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5838 C     | 2065-09-20      | 6.0000%  |  | $4684463.85        | $4813886.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2237 C     | 2055-11-20      | 6.5000%  |  | $1349769.21        | $1414712.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5285 C     | 2055-11-20      | 6.5000%  |  | $1008908.51        | $1061183.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8361 C     | 2055-11-20      | 6.0000%  |  | $883918.60         | $918232.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7157 C     | 2055-11-20      | 6.0000%  |  | $2667974.02        | $2791026.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4432 C     | 2055-11-20      | 5.5000%  |  | $1456425.89        | $1491013.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5299 C     | 2055-11-20      | 6.0000%  |  | $1022009.51        | $1073170.29        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN7554 C     | 2065-11-20      | 6.0000%  |  | $3121780.29        | $3198950.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8227 C     | 2055-11-20      | 6.5000%  |  | $1406894.96        | $1472439.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3819 C     | 2055-10-20      | 6.5000%  |  | $1307659.53        | $1368579.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4019 C     | 2055-11-20      | 5.5000%  |  | $1041618.04        | $1077397.61        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3823 C     | 2065-10-20      | 5.5000%  |  | $970262.32         | $988131.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7901 C     | 2055-11-20      | 5.0000%  |  | $3635516.44        | $3660052.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9037 C     | 2055-11-20      | 5.5000%  |  | $1610546.99        | $1653740.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7903 C     | 2055-11-20      | 5.0000%  |  | $3945044.15        | $3969239.11        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783396 X     | 2037-04-15      | 6.0000%  |  | $6289.99           | $6597.10           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005207 M     | 2041-10-20      | 6.0000%  |  | $39465.09          | $41710.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5530 M     | 2048-10-20      | 5.0000%  |  | $524174.56         | $536419.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9523 C     | 2048-04-20      | 4.0000%  |  | $37663.12          | $36102.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3106 M     | 2045-09-20      | 4.0000%  |  | $1295764.82        | $1263305.91        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 779942 X     | 2026-11-15      | 3.0000%  |  | $3694.71           | $3679.70           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005259 M     | 2041-12-20      | 4.0000%  |  | $1967.27           | $1930.78           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783510 X     | 2040-07-15      | 6.5000%  |  | $9660.66           | $10189.90          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553461 X     | 2042-01-15      | 3.5000%  |  | $19373.01          | $18335.68          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8587 X     | 2049-10-15      | 3.5000%  |  | $3727.56           | $3477.67           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  |  | $2433369.78        | $2233054.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5079 M     | 2048-03-20      | 4.5000%  |  | $63189.12          | $63561.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4195 M     | 2047-01-20      | 3.0000%  |  | $250024.14         | $229484.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783590 M     | 2041-06-20      | 4.5000%  |  | $5459.03           | $5545.86           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3735 M     | 2046-06-20      | 3.0000%  |  | $82918.06          | $76304.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0225 M     | 2042-07-20      | 6.0000%  |  | $20130.66          | $21213.67          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783610 X     | 2041-11-15      | 4.5000%  |  | $6817.91           | $6880.73           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0319 M     | 2042-08-20      | 4.0000%  |  | $61163.09          | $60028.27          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY1184 X     | 2046-11-15      | 2.5000%  |  | $132525.53         | $116345.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5595 M     | 2048-11-20      | 4.0000%  |  | $121348.51         | $117593.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5265 M     | 2048-06-20      | 4.5000%  |  | $61665.55          | $61836.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783656 M     | 2042-05-20      | 4.0000%  |  | $4381520.67        | $4300769.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $2484.70           | $2534.14           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY3841 X     | 2047-03-15      | 5.0000%  |  | $38714.71          | $39548.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AB9541 C     | 2042-12-20      | 3.5000%  |  | $3303.04           | $3060.89           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 775131 X     | 2041-09-15      | 4.0000%  |  | $693873.50         | $679614.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4651 M     | 2047-08-20      | 3.0000%  |  | $1277571.06        | $1170191.21        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB2257 X     | 2047-08-15      | 4.5000%  |  | $254562.38         | $253581.54         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD7115 X     | 2047-11-15      | 4.5000%  |  | $319986.12         | $323201.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7138 M     | 2051-01-20      | 3.5000%  |  | $671915.75         | $624575.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1119 C     | 2054-06-20      | 7.0000%  |  | $3096242.93        | $3240472.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7539 M     | 2051-08-20      | 5.0000%  |  | $18075.97          | $18438.37          | Agency Mortgage-Backed Securities |
| GNMA GNII AP 784648 M     | 2048-11-20      | 3.0000%  |  | $1085826.06        | $984637.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8876 M     | 2053-05-20      | 4.0000%  |  | $426162.86         | $409934.58         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781482 X     | 2032-08-15      | 6.0000%  |  | $192620.96         | $200275.33         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 457801 X     | 2028-08-15      | 7.0000%  |  | $118.60            | $121.85            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 446726 X     | 2028-09-15      | 7.0000%  |  | $143.91            | $146.09            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780914 X     | 2028-11-15      | 6.0000%  |  | $201.42            | $206.04            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780941 X     | 2028-12-15      | 6.0000%  |  | $948.40            | $970.88            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781057 X     | 2029-06-15      | 5.5000%  |  | $2089.93           | $2106.59           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002973 M     | 2030-09-20      | 8.0000%  |  | $138.00            | $143.77            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9678 C     | 2055-11-20      | 5.5000%  |  | $5483572.67        | $5618435.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5097 C     | 2055-11-20      | 6.5000%  |  | $1193169.82        | $1257225.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8377 C     | 2055-11-20      | 5.5000%  |  | $884088.76         | $909022.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7911 C     | 2055-11-20      | 5.5000%  |  | $5068600.62        | $5227709.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3518 C     | 2055-10-20      | 7.0000%  |  | $2069636.53        | $2170914.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9779 C     | 2055-11-20      | 5.5000%  |  | $2600964.89        | $2685961.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7202 C     | 2055-11-20      | 6.0000%  |  | $998773.30         | $1048733.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8389 C     | 2055-11-20      | 6.5000%  |  | $914772.60         | $959416.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7036 C     | 2055-11-20      | 5.5000%  |  | $1443194.73        | $1473920.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0053 C     | 2055-11-20      | 6.5000%  |  | $974583.38         | $1019984.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5497 C     | 2055-11-20      | 5.0000%  |  | $2096103.96        | $2117976.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5781 C     | 2055-11-20      | 5.5000%  |  | $905055.11         | $926549.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0542 C     | 2055-10-20      | 6.5000%  |  | $1906069.33        | $1994869.29        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1562       | 2060-11-15      | 5.4100%  |  | $4534982.85        | $4732320.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0053 C     | 2055-11-20      | 6.5000%  |  | $1774369.41        | $1863531.47        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN5164 C     | 2065-11-20      | 6.0000%  |  | $3132053.32        | $3214752.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9093 C     | 2055-11-20      | 6.0000%  |  | $2208631.80        | $2320715.45        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO4370 C     | 2065-11-20      | 7.0000%  |  | $3134879.58        | $3236926.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7930 C     | 2055-11-20      | 6.5000%  |  | $962566.26         | $1016960.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2562 C     | 2055-11-20      | 5.5000%  |  | $1414896.44        | $1463165.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7885 C     | 2055-11-20      | 6.5000%  |  | $1272843.50        | $1358222.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6340 C     | 2055-11-20      | 6.5000%  |  | $865693.42         | $923230.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7888 C     | 2055-11-20      | 6.5000%  |  | $1953895.33        | $2078993.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5741 C     | 2055-10-20      | 5.5000%  |  | $1858955.44        | $1927164.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6344 C     | 2055-11-20      | 6.5000%  |  | $987088.84         | $1049535.03        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 486056 X     | 2031-02-15      | 7.0000%  |  | $72.27             | $73.85             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781315 X     | 2031-07-15      | 6.5000%  |  | $1173.24           | $1226.00           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003120 M     | 2031-08-20      | 6.5000%  |  | $417.81            | $438.09            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003199 M     | 2032-02-20      | 5.5000%  |  | $915.14            | $950.01            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 576500 X     | 2032-02-15      | 6.0000%  |  | $286.08            | $296.29            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 584363 X     | 2032-05-15      | 6.0000%  |  | $119.51            | $124.35            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003248 M     | 2032-06-20      | 5.5000%  |  | $670.87            | $691.88            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 577638 X     | 2032-08-15      | 6.0000%  |  | $111.95            | $115.09            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5765 M     | 2049-02-20      | 5.0000%  |  | $816.61            | $833.30            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5135 M     | 2048-04-20      | 3.0000%  |  | $146700.49         | $134377.65         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU6655 X     | 2047-01-15      | 4.5000%  |  | $37959.88          | $37805.53          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AC3733 X     | 2042-12-15      | 2.5000%  |  | $40790.89          | $36194.78          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AW9856 X     | 2046-10-15      | 4.5000%  |  | $72905.54          | $72475.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3737 M     | 2046-06-20      | 4.0000%  |  | $226966.89         | $221635.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AK1020 C     | 2044-10-20      | 3.5000%  |  | $70754.17          | $65606.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6282 M     | 2049-11-20      | 2.5000%  |  | $1291696.67        | $1134193.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0852 M     | 2043-03-20      | 3.5000%  |  | $1134657.83        | $1083522.21        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AT2380 X     | 2046-07-15      | 4.5000%  |  | $2044.18           | $2032.76           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704090 X     | 2038-12-15      | 6.0000%  |  | $10992.05          | $11444.44          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 678279 X     | 2038-12-15      | 6.0000%  |  | $2457.36           | $2596.64           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 702740 X     | 2038-12-15      | 6.0000%  |  | $3715.97           | $3885.53           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782474 X     | 2038-12-15      | 5.5000%  |  | $15227.07          | $16068.68          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705395 X     | 2039-01-15      | 6.0000%  |  | $12204.01          | $12896.39          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 439084 X     | 2039-02-15      | 6.0000%  |  | $7953.58           | $8218.70           | Agency Mortgage-Backed Securities |

### Security 9: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  4.090%, 12/1/2025
- **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):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $1381208.05        | $1173105.58        | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 26 M6   | 2026-03-05      | 4.1200%  |  | $147986.58         | $149500.03         | Agency Debentures and Agency Strips |
| FMAC FMIN 03/15/2031 E    | 2031-03-15      | 0.0000%  |  | $15127.52          | $12391.43          | Agency Debentures and Agency Strips |
| FMAC FMZC 12/11/2025 A    | 2025-12-11      | 0.0000%  |  | $102604.03         | $102451.15         | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-33 FF   | 2033-09-26      | 4.9500%  |  | $428832.21         | $432023.15         | Agency Debentures and Agency Strips |
| FCSB 3.84 FCOR 26-27 OT   | 2027-02-26      | 3.8400%  |  | $22295000.00       | $22296412.02       | Agency Debentures and Agency Strips |
| FCSB 5.59 FCOR 26-45 U    | 2045-09-18      | 5.5900%  |  | $6906.04           | $6978.41           | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AS   | 2040-09-17      | 5.4400%  |  | $3601993.29        | $3635365.36        | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-34 DP   | 2034-03-15      | 4.9500%  |  | $2799577.18        | $2820343.05        | Agency Debentures and Agency Strips |
| FCSB 4.24 FCOR 27-32 FH   | 2032-11-17      | 4.2400%  |  | $1523604.03        | $1524206.70        | Agency Debentures and Agency Strips |
| FCSB 4.07 FCOR 26-28 LK   | 2028-08-21      | 4.0700%  |  | $37161.07          | $37638.12          | Agency Debentures and Agency Strips |
| FCSB 4.18 FCOR 26-29 JX   | 2029-11-13      | 4.1800%  |  | $9458315.44        | $9467798.98        | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $373583.89         | $382248.24         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF IA 26/06   | 2026-06-05      | 4.0350%  |  | $328859.06         | $329660.11         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF IB 26/05   | 2026-05-07      | 4.0300%  |  | $328859.06         | $329616.62         | Agency Debentures and Agency Strips |
| FCSB 4.18 FCOR 26-30 JF   | 2030-02-12      | 4.1800%  |  | $12332214.77       | $12332902.63       | Agency Debentures and Agency Strips |
| FCSB 4.66 FCOR 26-32 FE   | 2032-10-27      | 4.6600%  |  | $1881731.54        | $1883870.65        | Agency Debentures and Agency Strips |
| FCSB 4.42 FCOR 26-28 KR   | 2028-06-16      | 4.4200%  |  | $3288.59           | $3357.50           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EV 27/10   | 2027-10-22      | 4.1400%  |  | $4813510.07        | $4836116.18        | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $179885.91         | $180406.03         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8474 | 2027-10-27      | 4.1350%  |  | $9994026.85        | $10034065.14       | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 03/26 8099 | 2026-03-02      | 4.0300%  |  | $328859.06         | $332191.41         | Agency Debentures and Agency Strips |
| FCSB 5.72 FCOR 25-40 AR   | 2040-09-05      | 5.7200%  |  | $13694020.13       | $13874613.83       | Agency Debentures and Agency Strips |
| FCSB 4.79 FCOR 25-32 FA   | 2032-03-24      | 4.7900%  |  | $724476.51         | $728673.80         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR CD 26/06   | 2026-06-22      | 3.9800%  |  | $30687812.08       | $30922821.03       | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $1747885.91        | $1796166.01        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 03/26 8262 | 2026-03-24      | 4.0450%  |  | $657718.12         | $662619.04         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 03/26 8265 | 2026-03-24      | 4.0450%  |  | $328859.06         | $331309.52         | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD   | 2033-09-12      | 4.8900%  |  | $209483.22         | $211497.05         | Agency Debentures and Agency Strips |
| FHLB 5.75 FHOR 25-40 BK   | 2040-04-02      | 5.7500%  |  | $1693624.16        | $1708723.57        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 4.1350%  |  | $22362.42          | $22551.81          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BV 26/05   | 2026-05-26      | 4.1150%  |  | $10852.35          | $10859.36          | Agency Debentures and Agency Strips |
| FHLB 5.19 FHOR 26-32 LC   | 2032-07-07      | 5.1900%  |  | $2134295.30        | $2182354.30        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AV 26/05   | 2026-05-21      | 4.1000%  |  | $105234.90         | $105337.36         | Agency Debentures and Agency Strips |
| FCSB 4.97 FCOR 26-29 HG   | 2029-03-27      | 4.9700%  |  | $457442.95         | $462658.44         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CI 26/09   | 2026-09-03      | 4.1500%  |  | $10194.63          | $10305.23          | Agency Debentures and Agency Strips |
| FHLB 1.85 FHOR 22-36 BJ   | 2036-01-25      | 1.8500%  |  | $1430536.91        | $1131527.28        | Agency Debentures and Agency Strips |
| FHLB 6.00 FHOR 25-54 J    | 2054-10-23      | 6.0000%  |  | $23020.13          | $18523.08          | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AU   | 2040-10-01      | 5.4400%  |  | $3278067.11        | $3313972.88        | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-28 5400 | 2028-02-25      | 1.1000%  |  | $88791.95          | $84054.16          | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  |  | $2302.01           | $2324.71           | Agency Debentures and Agency Strips |
| FCSB 3.84 FCOR 26-28 LT   | 2028-10-16      | 3.8400%  |  | $221322.15         | $222173.13         | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $275912.75         | $278812.18         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF FR 26/03   | 2026-03-26      | 4.0300%  |  | $822147.65         | $828407.62         | Agency Debentures and Agency Strips |
| FCSB 5.72 FCOR 25-44 AC   | 2044-10-28      | 5.7200%  |  | $995456.38         | $1000201.38        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 26/04   | 2026-04-21      | 4.1200%  |  | $5590.60           | $5617.13           | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 25-38 BF   | 2038-04-08      | 5.3700%  |  | $986.58            | $992.64            | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF FB 26/05   | 2026-05-22      | 4.0800%  |  | $111812.08         | $111908.15         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EX 26/10   | 2026-10-16      | 4.1250%  |  | $49328.86          | $49594.87          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CO 26/06   | 2026-06-15      | 4.1350%  |  | $5919.46           | $5974.23           | Agency Debentures and Agency Strips |
| FCSB FCFR 03FF BX 26/08   | 2026-08-12      | 4.0200%  |  | $493288.59         | $494702.41         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BU 26/01   | 2026-01-29      | 3.9300%  |  | $8221.48           | $8249.42           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BR 26/07   | 2026-07-15      | 4.1300%  |  | $5590.60           | $5624.53           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BG 26/03   | 2026-03-24      | 3.9400%  |  | $6248.32           | $6295.07           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04   | 2026-04-17      | 3.9700%  |  | $10194.63          | $10242.23          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BF 27/03   | 2027-03-11      | 4.0900%  |  | $6577181.21        | $6639653.46        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF FM 26/12   | 2026-12-07      | 4.0800%  |  | $328859.06         | $332458.24         | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  |  | $123322.15         | $124981.13         | Agency Debentures and Agency Strips |
| FCSB 5.25 FCOR 26-34 DE   | 2034-03-03      | 5.2500%  |  | $1234208.05        | $1251049.85        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  |  | $488355.70         | $498087.11         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF FK 26/04   | 2026-04-28      | 4.0500%  |  | $328859.06         | $330053.37         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR FI 26/11   | 2026-11-18      | 3.9100%  |  | $48671140.94       | $48723029.78       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EE 25/12   | 2025-12-15      | 4.1600%  |  | $9208.05           | $9289.48           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AA 26/03   | 2026-03-18      | 3.9750%  |  | $25979.87          | $26192.34          | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $640617.45         | $462872.35         | Agency Debentures and Agency Strips |
| FCSB 2.75 FCOR 22-41 I    | 2041-04-22      | 2.7500%  |  | $328859.06         | $253826.91         | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  |  | $2107657.72        | $1625590.73        | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $516308.72         | $403530.38         | Agency Debentures and Agency Strips |
| FCSB 2.42 FCOR 22-36 AR   | 2036-06-02      | 2.4200%  |  | $103590.60         | $88196.95          | Agency Debentures and Agency Strips |
| FCSB 1.68 FCOR 21-35 AY   | 2035-09-17      | 1.6800%  |  | $189093.96         | $150048.39         | Agency Debentures and Agency Strips |
| FCSB 2.40 FCOR 22-41 P    | 2041-09-16      | 2.4000%  |  | $328859.06         | $243089.33         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 06/26 8488 | 2026-06-02      | 4.0350%  |  | $493288.59         | $494940.70         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8473 | 2027-10-22      | 4.1350%  |  | $856677.85         | $860413.20         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8453 | 2027-10-22      | 4.1400%  |  | $2191845.64        | $2202160.71        | Agency Debentures and Agency Strips |
| FHLB 5.35 FHOR 26-40 DQ   | 2040-09-25      | 5.3500%  |  | $318993.29         | $322388.50         | Agency Debentures and Agency Strips |
| FHLB 4.75 FHOR 25-31 1B   | 2031-09-26      | 4.7500%  |  | $103590.60         | $104363.97         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 03/26 8263 | 2026-03-26      | 4.0450%  |  | $328859.06         | $331233.34         | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $111812.08         | $115626.99         | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $1522617.45        | $1568208.00        | Agency Debentures and Agency Strips |
| FHLB 4.95 FHOR 26-33 IX   | 2033-04-14      | 4.9500%  |  | $106879.19         | $107343.05         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 03/27 7889 | 2027-03-05      | 4.0900%  |  | $32885906.04       | $33223194.85       | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  |  | $2354630.87        | $2385178.28        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $532751.68         | $546672.48         | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS   | 2033-01-14      | 5.3200%  |  | $639630.87         | $652757.52         | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 25-44 CY   | 2044-09-26      | 5.4500%  |  | $8221.48           | $8247.55           | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/25 6684 | 2025-12-08      | 4.1600%  |  | $353523.49         | $356984.66         | Agency Debentures and Agency Strips |
| FHLB 2.15 FHOR 21-41 TT   | 2041-02-25      | 2.1500%  |  | $1644295.30        | $1182771.48        | Agency Debentures and Agency Strips |
| FHLB 0.55 FHOR 21-26 5377 | 2026-02-12      | 0.5500%  |  | $11510067.11       | $11444211.63       | Agency Debentures and Agency Strips |
| FMAC FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  |  | $4932.89           | $4254.36           | Agency Debentures and Agency Strips |

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.205%, 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):** $404761401.81
- **C.18.a - Value (excl. sponsor support):** $404761401.81
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.150%, 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):** $194968411.85
- **C.18.a - Value (excl. sponsor support):** $194968411.85
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.150%, 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):** $204078823.56
- **C.18.a - Value (excl. sponsor support):** $204078823.56
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.170%, 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):** $330147130.50
- **C.18.a - Value (excl. sponsor support):** $330147130.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.185%, 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):** $50027091.50
- **C.18.a - Value (excl. sponsor support):** $50027091.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.185%, 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):** $169992653.27
- **C.18.a - Value (excl. sponsor support):** $169992653.27
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.135%, 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):** $255004862.85
- **C.18.a - Value (excl. sponsor support):** $255004862.85
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.195%, 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):** $415088534.88
- **C.18.a - Value (excl. sponsor support):** $415088534.88
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.160%, 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):** $49997249.00
- **C.18.a - Value (excl. sponsor support):** $49997249.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.050%, 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):** $339998106.20
- **C.18.a - Value (excl. sponsor support):** $339998106.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.125%, 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):** $240733848.08
- **C.18.a - Value (excl. sponsor support):** $240733848.08
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.125%, 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):** $249982255.00
- **C.18.a - Value (excl. sponsor support):** $249982255.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.170%, 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):** $308939983.45
- **C.18.a - Value (excl. sponsor support):** $308939983.45
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.085%, 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):** $541514566.35
- **C.18.a - Value (excl. sponsor support):** $541514566.35
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.085%, 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):** $335012639.55
- **C.18.a - Value (excl. sponsor support):** $335012639.55
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.085%, 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):** $344759511.65
- **C.18.a - Value (excl. sponsor support):** $344759511.65
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 26: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.145%, 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):** $399980548.00
- **C.18.a - Value (excl. sponsor support):** $399980548.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.050%, 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):** $679690681.31
- **C.18.a - Value (excl. sponsor support):** $679690681.31
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.050%, 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):** $184996716.25
- **C.18.a - Value (excl. sponsor support):** $184996716.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.050%, 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):** $499991400.00
- **C.18.a - Value (excl. sponsor support):** $499991400.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.075%, 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):** $308496399.81
- **C.18.a - Value (excl. sponsor support):** $308496399.81
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.075%, 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):** $699991495.00
- **C.18.a - Value (excl. sponsor support):** $699991495.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7G65, C.4 - ISIN: US3130B7G650, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $560294285.29
- **C.18.a - Value (excl. sponsor support):** $560294285.29
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.110%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JB1, C.4 - ISIN: US3130B7JB14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100007299.00
- **C.18.a - Value (excl. sponsor support):** $100007299.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.110%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84005245.80
- **C.18.a - Value (excl. sponsor support):** $84005245.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 35: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $747343481.61
- **C.18.a - Value (excl. sponsor support):** $747343481.61
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $771406492.78
- **C.18.a - Value (excl. sponsor support):** $771406492.78
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.230%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $362833606.44
- **C.18.a - Value (excl. sponsor support):** $362833606.44
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.810%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $694934831.29
- **C.18.a - Value (excl. sponsor support):** $694934831.29
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.760%, 12/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $784464221.19
- **C.18.a - Value (excl. sponsor support):** $784464221.19
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Discount Notes,  4.060%, 12/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QP6, C.4 - ISIN: US313313QP69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $201641450.00
- **C.18.a - Value (excl. sponsor support):** $201641450.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.070%, 12/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QP4, C.4 - ISIN: US313385QP47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $365350350.00
- **C.18.a - Value (excl. sponsor support):** $365350350.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.870%, 12/24/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QX7, C.4 - ISIN: US313385QX70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192505169.23
- **C.18.a - Value (excl. sponsor support):** $192505169.23
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2025-12-24
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: 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):** $464108552.62
- **C.18.a - Value (excl. sponsor support):** $464108552.62
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.970%, 1/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $716946147.12
- **C.18.a - Value (excl. sponsor support):** $716946147.12
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.970%, 1/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $358436840.26
- **C.18.a - Value (excl. sponsor support):** $358436840.26
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.845%, 1/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $313296520.65
- **C.18.a - Value (excl. sponsor support):** $313296520.65
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.825%, 1/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SB3, C.4 - ISIN: US313385SB33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183994062.50
- **C.18.a - Value (excl. sponsor support):** $183994062.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **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? Yes, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.810%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75716606.25
- **C.18.a - Value (excl. sponsor support):** $75716606.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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,  3.805%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129175312.50
- **C.18.a - Value (excl. sponsor support):** $129175312.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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,  3.760%, 3/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $117971976.00
- **C.18.a - Value (excl. sponsor support):** $117971976.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **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 51: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.750%, 3/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148206000.00
- **C.18.a - Value (excl. sponsor support):** $148206000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **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 52: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.750%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88905200.40
- **C.18.a - Value (excl. sponsor support):** $88905200.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.744%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $984575702.65
- **C.18.a - Value (excl. sponsor support):** $984575702.65
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 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):** $95025294.70
- **C.18.a - Value (excl. sponsor support):** $95025294.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.090%, 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):** $100003249.00
- **C.18.a - Value (excl. sponsor support):** $100003249.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.140%, 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):** $182891513.44
- **C.18.a - Value (excl. sponsor support):** $182891513.44
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.130%, 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):** $139976355.27
- **C.18.a - Value (excl. sponsor support):** $139976355.27
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.105%, 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):** $44969682.16
- **C.18.a - Value (excl. sponsor support):** $44969682.16
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.140%, 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):** $232905280.74
- **C.18.a - Value (excl. sponsor support):** $232905280.74
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.150%, 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):** $95000220.40
- **C.18.a - Value (excl. sponsor support):** $95000220.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.130%, 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):** $210026609.10
- **C.18.a - Value (excl. sponsor support):** $210026609.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.200%, 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):** $112946590.44
- **C.18.a - Value (excl. sponsor support):** $112946590.44
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.175%, 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):** $46020998.54
- **C.18.a - Value (excl. sponsor support):** $46020998.54
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.155%, 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):** $301755126.73
- **C.18.a - Value (excl. sponsor support):** $301755126.73
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.150%, 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):** $176967260.92
- **C.18.a - Value (excl. sponsor support):** $176967260.92
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.160%, 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):** $125904538.70
- **C.18.a - Value (excl. sponsor support):** $125904538.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.150%, 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):** $170032158.90
- **C.18.a - Value (excl. sponsor support):** $170032158.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 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):** $189991459.64
- **C.18.a - Value (excl. sponsor support):** $189991459.64
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.135%, 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):** $80017744.80
- **C.18.a - Value (excl. sponsor support):** $80017744.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 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):** $99993163.74
- **C.18.a - Value (excl. sponsor support):** $99993163.74
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.175%, 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):** $349854969.51
- **C.18.a - Value (excl. sponsor support):** $349854969.51
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 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):** $200010378.00
- **C.18.a - Value (excl. sponsor support):** $200010378.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 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):** $244873461.53
- **C.18.a - Value (excl. sponsor support):** $244873461.53
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 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):** $329890235.10
- **C.18.a - Value (excl. sponsor support):** $329890235.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 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):** $357923050.83
- **C.18.a - Value (excl. sponsor support):** $357923050.83
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.150%, 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):** $90010168.20
- **C.18.a - Value (excl. sponsor support):** $90010168.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.195%, 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):** $304907439.84
- **C.18.a - Value (excl. sponsor support):** $304907439.84
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $252017895.80
- **C.18.a - Value (excl. sponsor support):** $252017895.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.200%, 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):** $225925264.66
- **C.18.a - Value (excl. sponsor support):** $225925264.66
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 80: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.105%, 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):** $147009590.28
- **C.18.a - Value (excl. sponsor support):** $147009590.28
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $85052792.65
- **C.18.a - Value (excl. sponsor support):** $85052792.65
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.200%, 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):** $384899778.64
- **C.18.a - Value (excl. sponsor support):** $384899778.64
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.200%, 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):** $172046837.32
- **C.18.a - Value (excl. sponsor support):** $172046837.32
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.195%, 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):** $201931429.77
- **C.18.a - Value (excl. sponsor support):** $201931429.77
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.195%, 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):** $178948784.24
- **C.18.a - Value (excl. sponsor support):** $178948784.24
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.185%, 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):** $193014518.94
- **C.18.a - Value (excl. sponsor support):** $193014518.94
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 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):** $80042213.60
- **C.18.a - Value (excl. sponsor support):** $80042213.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $106068385.90
- **C.18.a - Value (excl. sponsor support):** $106068385.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.200%, 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):** $477188610.00
- **C.18.a - Value (excl. sponsor support):** $477188610.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.115%, 12/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $304911580.50
- **C.18.a - Value (excl. sponsor support):** $304911580.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.130%, 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):** $113935505.07
- **C.18.a - Value (excl. sponsor support):** $113935505.07
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 92: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.200%, 10/1/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $264887205.33
- **C.18.a - Value (excl. sponsor support):** $264887205.33
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.130%, 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):** $445853246.35
- **C.18.a - Value (excl. sponsor support):** $445853246.35
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 94: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.155%, 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):** $126016002.00
- **C.18.a - Value (excl. sponsor support):** $126016002.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.200%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $309987689.90
- **C.18.a - Value (excl. sponsor support):** $309987689.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.160%, 4/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $424807960.27
- **C.18.a - Value (excl. sponsor support):** $424807960.27
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.165%, 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):** $193891198.88
- **C.18.a - Value (excl. sponsor support):** $193891198.88
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 98: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.155%, 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):** $559722493.89
- **C.18.a - Value (excl. sponsor support):** $559722493.89
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 99: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.145%, 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):** $214675479.60
- **C.18.a - Value (excl. sponsor support):** $214675479.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 100: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 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):** $464767617.38
- **C.18.a - Value (excl. sponsor support):** $464767617.38
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 101: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.075%, 6/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETS65, C.4 - ISIN: US3133ETS658, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75000759.75
- **C.18.a - Value (excl. sponsor support):** $75000759.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 102: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.110%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUT2, C.4 - ISIN: US3133ETUT24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35002522.80
- **C.18.a - Value (excl. sponsor support):** $35002522.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 103: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.110%, 9/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $164994592.95
- **C.18.a - Value (excl. sponsor support):** $164994592.95
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.160%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $387825216.39
- **C.18.a - Value (excl. sponsor support):** $387825216.39
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 105: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.200%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $270014158.80
- **C.18.a - Value (excl. sponsor support):** $270014158.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44999719.65
- **C.18.a - Value (excl. sponsor support):** $44999719.65
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.165%, 11/26/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $231900000.00
- **C.18.a - Value (excl. sponsor support):** $231900000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.190%, 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):** $339036242.13
- **C.18.a - Value (excl. sponsor support):** $339036242.13
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 109: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.160%, 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):** $212082319.60
- **C.18.a - Value (excl. sponsor support):** $212082319.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 110: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.180%, 9/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $572955454.98
- **C.18.a - Value (excl. sponsor support):** $572955454.98
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.150%, 3/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $731948423.28
- **C.18.a - Value (excl. sponsor support):** $731948423.28
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.190%, 9/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $549977934.00
- **C.18.a - Value (excl. sponsor support):** $549977934.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.190%, 10/6/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $483773302.32
- **C.18.a - Value (excl. sponsor support):** $483773302.32
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.145%, 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):** $399639812.13
- **C.18.a - Value (excl. sponsor support):** $399639812.13
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 115: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.150%, 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):** $350184996.00
- **C.18.a - Value (excl. sponsor support):** $350184996.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 116: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.170%, 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):** $105041196.75
- **C.18.a - Value (excl. sponsor support):** $105041196.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 117: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.190%, 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):** $341006514.58
- **C.18.a - Value (excl. sponsor support):** $341006514.58
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 118: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.310%, 11/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $350771672.83
- **C.18.a - Value (excl. sponsor support):** $350771672.83
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.190%, 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):** $253208317.67
- **C.18.a - Value (excl. sponsor support):** $253208317.67
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 120: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.190%, 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):** $237416733.39
- **C.18.a - Value (excl. sponsor support):** $237416733.39
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 121: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co., REPO,  4.080%, 12/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 381905009, C.3 - LEI: FOR8UP27PHTHYVLBNG30
- **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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $59760.00          | $63442.45          | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $2628000.00        | $2710943.56        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $109779264.00      | $109827257.55      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $2196000.00        | $2291590.98        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $1908000.00        | $1925762.88        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $4735908.00        | $4818990.63        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $36000000.00       | $32562643.11       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $2592000.00        | $2471735.15        | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $954144.00         | $909873.17         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $7200000.00        | $7044409.94        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $7560000.00        | $7123501.47        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $3664800.00        | $3511232.70        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $35904492.00       | $35375541.17       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $1512000.00        | $1440618.03        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $3600.00           | $3608.13           | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $1296000.00        | $1298926.54        | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $3132000.00        | $3208337.85        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $3269520.00        | $3285096.25        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $179178624.00      | $181391890.83      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $1944000.00        | $2001170.08        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $18180000.00       | $18746291.12       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $1124028.00        | $1144237.69        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $65908116.00       | $33943551.95       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $2762604.00        | $2055417.34        | U.S. Treasuries (including strips) |

### Security 122: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  4.165%, 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):** $262172827.20
- **C.18.a - Value (excl. sponsor support):** $262172827.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 123: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.090%, 12/1/2025
- **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):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $35.06             | $30.68             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $16052411.69       | $14851898.23       | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $105.19            | $98.92             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  |  | $70.13             | $69.47             | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $701.30            | $690.81            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $280.52            | $279.61            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE T 25      | 2025-12-31      | 2.6250%  |  | $35.06             | $35.40             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $561.04            | $556.75            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $35.06             | $34.55             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  |  | $372.31            | $368.81            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $105.19            | $99.66             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $35.06             | $35.64             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $35.06             | $25.07             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $35.06             | $24.38             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $561.04            | $336.87            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $70.13             | $50.50             | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $44.28             | $26.48             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $245.45            | $163.23            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $35.06             | $26.71             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $105.19            | $89.16             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $210.39            | $217.25            | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $248.38            | $217.40            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $701.30            | $702.67            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $35.06             | $35.21             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $10753503.90       | $10873752.73       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $35.06             | $35.67             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $175.32            | $178.72            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $35.06             | $35.63             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $35.06             | $35.44             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $35.06             | $36.12             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $210.39            | $217.49            | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $36.07             | $37.50             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $35.06             | $35.74             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $70.13             | $70.02             | U.S. Treasuries (including strips)        |
| USTR BILL 05/28/26        | 2026-05-28      | 0.0000%  |  | $35.06             | $34.42             | U.S. Treasuries (including strips)        |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $8034568.83        | $7794335.22        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $35.06             | $35.57             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $140.26            | $142.87            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $140.26            | $146.36            | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $5519641.56        | $5467701.73        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $35.06             | $36.63             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $35.06             | $36.02             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $175.32            | $177.85            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $35.06             | $36.39             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $35.06             | $36.10             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $245.45            | $254.54            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $350.65            | $375.96            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $35.06             | $36.37             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $140.26            | $145.80            | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  |  | $368.06            | $379.09            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $35.06             | $36.23             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $35.06             | $35.70             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $21252962.34       | $21923737.25       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $35.06             | $35.88             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $70.13             | $74.15             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $70.13             | $73.44             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $350.65            | $358.82            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $105.19            | $107.97            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $35.06             | $34.15             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $420.78            | $420.98            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $35.06             | $35.39             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $4288511.69        | $4378258.46        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $1051.95           | $1043.92           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $350.65            | $354.75            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $2068.83           | $2117.75           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $280.52            | $287.94            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $70.13             | $72.36             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $701.30            | $713.60            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $105.19            | $102.88            | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $35.06             | $35.38             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $56658763.64       | $56021903.65       | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $11227757.14       | $11115728.80       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $35.06             | $34.49             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $21882272.73       | $21441499.77       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $350.65            | $344.59            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $315.58            | $284.72            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $70.13             | $69.27             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  |  | $315.58            | $320.15            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  |  | $87.47             | $82.27             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $35.06             | $33.24             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $596.10            | $523.61            | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $280.52            | $265.09            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $35.06             | $31.72             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $350.65            | $331.24            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $35.06             | $36.03             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $35.06             | $30.86             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $35.06             | $35.73             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $70.13             | $70.74             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $35.06             | $36.99             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $3958270.13        | $4010524.65        | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $280.52            | $251.96            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $175.32            | $184.38            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  |  | $35.06             | $35.37             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $420.78            | $376.34            | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $35.06             | $35.77             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $35.06             | $33.06             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $385.71            | $337.36            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $35.06             | $35.15             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $350.65            | $350.96            | U.S. Treasuries (including strips)        |
| USTR TRFR BB 04/30/26     | 2026-04-30      | 3.9304%  |  | $35.06             | $35.17             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AT 28     | 2028-10-15      | 3.5000%  |  | $211231.17         | $212241.02         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $35.06             | $35.82             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $701.30            | $721.12            | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $350.65            | $329.24            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $70.13             | $68.78             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $350.65            | $353.42            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $35.06             | $33.39             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $70.13             | $72.45             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $35.06             | $33.60             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $13499649.35       | $13636143.04       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $105.19            | $99.89             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $35.06             | $35.18             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $30805387.01       | $30517774.47       | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $35.06             | $34.81             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $35.06             | $21.49             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $174974.03         | $179561.17         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $35.06             | $35.46             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $70.13             | $73.01             | U.S. Treasuries (including strips)        |
| GNMA GNRM 2021-122 LH     | 2051-07-20      | 2.5000%  |  | $3729873.62        | $2262947.90        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL073KE R13F073 | 2043-07-25      | 3.0000%  |  | $613636.36         | $540595.84         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC018KY R11F018 | 2041-03-25      | 4.0000%  |  | $380345.11         | $377481.11         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3211HE 09/15/36 | 2036-09-15      | 6.0000%  |  | $340187.09         | $358873.56         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43 | 2043-07-15      | 3.5000%  |  | $779954.26         | $747753.85         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3695JG 07/15/40 | 2040-07-15      | 4.5000%  |  | $411994.95         | $414323.95         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL047AY R15F047 | 2045-07-25      | 3.0000%  |  | $586279.61         | $530488.66         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL066MB R13F066 | 2043-07-25      | 3.0000%  |  | $551020.50         | $505964.10         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  |  | $647649.35         | $618583.17         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3184AE 07/15/36 | 2036-07-15      | 6.0000%  |  | $377.99            | $400.53            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 4.9718%  |  | $371.68            | $371.80            | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $331.22            | $354.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  |  | $393.62            | $401.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $1577342.12        | $1642849.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3655 | 2052-01-01      | 2.5000%  |  | $483.90            | $414.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $1917.82           | $1909.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8697 | 2054-06-01      | 6.0000%  |  | $392.03            | $410.36            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOCB6354 | 2053-05-01      | 4.9520%  |  | $298.56            | $304.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $254.18            | $251.98            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5097 | 2032-10-01      | 4.4800%  |  | $354.16            | $360.31            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4919 | 2032-10-01      | 4.5900%  |  | $350.65            | $360.31            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $385.71            | $397.90            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3754 | 2035-06-01      | 4.9450%  |  | $350.65            | $363.69            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4482 | 2032-09-01      | 4.2250%  |  | $1402.60           | $1406.94           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1277 | 2029-07-01      | 4.8600%  |  | $5603615.77        | $5797125.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  |  | $8506916.92        | $8708360.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX6271 | 2053-01-01      | 6.5000%  |  | $222228.98         | $232734.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $85.42             | $85.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0744 | 2055-10-01      | 6.5000%  |  | $1772.89           | $1860.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  |  | $1714960.54        | $1778012.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9658 | 2055-09-01      | 6.0000%  |  | $700.50            | $736.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  |  | $345588.80         | $367202.61         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9591 | 2030-08-01      | 3.7500%  |  | $2258160.78        | $2238050.73        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8528 | 2033-03-01      | 3.4300%  |  | $370.48            | $352.34            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8977 | 2033-05-01      | 3.5800%  |  | $361.73            | $349.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3523 | 2042-09-01      | 3.5000%  |  | $5011985.00        | $4812583.18        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109543 | 2030-08-01      | 3.8600%  |  | $1082.81           | $1064.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $2264.73           | $2324.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $286.20            | $284.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9356 | 2054-11-01      | 5.5000%  |  | $254413.40         | $262333.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  |  | $441698.39         | $458236.02         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $54.06             | $52.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $66.51             | $60.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $9783227.68        | $8984916.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $255.25            | $246.51            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841648 G        | 2053-09-01      | 4.8030%  |  | $2463453.34        | $2494973.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  |  | $7733205.33        | $7842498.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2217 | 2053-01-01      | 6.0000%  |  | $440.32            | $452.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $273.24            | $224.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $17853144.17       | $16662464.43       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  |  | $631189.41         | $600762.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $796.24            | $809.66            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4128 | 2035-06-01      | 5.2150%  |  | $3373524.12        | $3571520.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0078 | 2055-03-01      | 6.0000%  |  | $341.75            | $353.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 DLDF1153 | 2055-09-01      | 6.5000%  |  | $120178.24         | $123959.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0856 | 2055-08-01      | 5.5000%  |  | $352.86            | $361.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1183 | 2055-09-01      | 6.0000%  |  | $350.07            | $360.21            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $350.65            | $360.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $350.18            | $367.20            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6043 | 2037-07-01      | 3.2900%  |  | $396.58            | $361.20            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4196 | 2035-06-01      | 5.0800%  |  | $1051.95           | $1111.34           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $701.30            | $717.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6820 | 2053-02-01      | 5.5000%  |  | $280196.62         | $291944.99         | Agency Mortgage-Backed Securities         |
| FMAC FMZC 01/02/34 A      | 2034-01-02      | 0.0000%  |  | $701.30            | $498.12            | Agency Debentures and Agency Strips       |

### Security 124: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.990%, 12/11/2025
- **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):** $1399500000.00
- **C.18.a - Value (excl. sponsor support):** $1399500000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $227690253.00      | $239979511.11      | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $77.75             | $77.03             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $19435711.75       | $18019736.59       | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $77.75             | $55.60             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $2488.00           | $1241.11           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $933.00            | $691.64            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $65525523.00       | $66054031.35       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $155.50            | $156.16            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $77.75             | $78.62             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $77.75             | $81.40             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $77.75             | $78.90             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $5520172.25        | $5685397.00        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $77.75             | $80.04             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $77.75             | $75.71             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $777.50            | $738.05            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $4467281.75        | $4417068.28        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $23435482.75       | $22963423.60       | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $232939.00         | $219646.23         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $61994040.25       | $61235240.05       | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $97185945.00       | $95732551.75       | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $8386426.00        | $8308126.67        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $77.75             | $72.88             | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $77.75             | $77.35             | U.S. Treasuries (including strips)        |
| USTR BILL 01/02/26        | 2026-01-02      | 0.0000%  |  | $77.75             | $77.46             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $686921.25         | $676160.11         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $77.75             | $69.89             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $77.75             | $69.54             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $63901170.00       | $65917985.39       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $29056963.25       | $29573272.33       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $77.75             | $79.87             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $77.75             | $80.35             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $77.75             | $79.64             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $77.75             | $79.89             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $155.50            | $160.19            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $77.75             | $79.93             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $77.75             | $81.03             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $38874922.25       | $39435099.31       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $77.75             | $80.04             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $19041052.75       | $20083628.42       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $7626497.50        | $7762131.40        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $1244.00           | $1094.98           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $155.50            | $165.69            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $77.75             | $71.55             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $26434922.25       | $26927331.58       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $77.75             | $65.16             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  |  | $38874922.25       | $38718606.83       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $25326907.00       | $26453943.98       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $77.75             | $79.58             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $19437422.25       | $19938244.33       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $42762422.25       | $43978306.65       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $21692094.50       | $22714356.62       | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $777.50            | $864.63            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $26271725.00       | $26009590.92       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $3879414.00        | $3683953.03        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $622.00            | $641.38            | U.S. Treasuries (including strips)        |
| GNMA GNRA 2021-08O FJ     | 2071-05-20      | 5.5989%  |  | $609476.78         | $617794.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-02O EF     | 2071-01-20      | 5.4204%  |  | $515655.17         | $521495.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O EF     | 2070-12-20      | 5.4204%  |  | $516041.41         | $521929.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-05O FE     | 2071-03-20      | 5.5989%  |  | $204637.33         | $207110.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 5.3338%  |  | $1262004.38        | $1276830.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-20O FA     | 2069-12-20      | 4.9704%  |  | $358252.66         | $359306.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O DF      | 2068-04-20      | 4.8619%  |  | $1658973.89        | $1658257.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O CF      | 2068-03-20      | 4.9335%  |  | $458181.13         | $458634.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H06 MB     | 2063-01-20      | 4.1403%  |  | $38284.18          | $38088.13          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 5.0994%  |  | $884166.81         | $888701.00         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $294.76            | $306.04            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O FL     | 2071-04-20      | 5.9489%  |  | $1263938.87        | $1282771.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FD      | 2068-11-20      | 4.5704%  |  | $407744.13         | $407332.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O AF     | 2070-12-20      | 5.4404%  |  | $438780.74         | $443915.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FQ      | 2067-06-20      | 4.6774%  |  | $402269.61         | $404619.43         | Agency Collateralized Mortgage Obligation |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  |  | $297005.00         | $257352.52         | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $15550000.00       | $11466958.75       | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $7628052.50        | $6375373.72        | Agency Debentures and Agency Strips       |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $2589075.00        | $2527455.02        | Agency Debentures and Agency Strips       |
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  |  | $22528292.97       | $22729831.08       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $14377169.58       | $14780521.07       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $51601583.13       | $54233779.89       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  |  | $4478268.87        | $4608143.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $1052448.05        | $1109362.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $765.43            | $767.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $724.24            | $754.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $14999182.14       | $15364052.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  |  | $57542629.97       | $58905239.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $601.68            | $561.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $598.83            | $593.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5850 | 2048-03-01      | 3.5000%  |  | $1073833.80        | $1020598.49        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $777.50            | $798.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7379 | 2052-12-01      | 5.0000%  |  | $734.54            | $747.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $96572297.32       | $98859032.75       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9591 | 2030-08-01      | 3.7500%  |  | $824.15            | $816.81            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109543 | 2030-08-01      | 3.8600%  |  | $1492.80           | $1466.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  |  | $674.93            | $679.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $23279204.84       | $23971970.70       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  |  | $2303169.54        | $2316412.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  |  | $39851985.16       | $41665170.78       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $30482106.44       | $27909508.10       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $251.74            | $243.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $11264530.69       | $10892857.49       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $56562024.35       | $56226724.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $6934885.22        | $7310083.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $4247291.39        | $4318883.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $18891686.74       | $18907461.30       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4696 | 2054-02-01      | 6.0000%  |  | $22500004.21       | $23600389.42       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $12807012.81       | $13217554.42       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  |  | $4071102.85        | $4115078.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  |  | $896113.38         | $943026.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $774.92            | $797.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $6653.85           | $7125.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $1033958.54        | $1085085.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $316771.94         | $325968.14         | Agency Mortgage-Backed Securities         |

### Security 125: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  4.080%, 12/1/2025
- **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):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $205976576.00      | $206764265.70      | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 3.9394%  |  | $86357.33          | $86610.73          | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $117149525.33      | $120704952.31      | U.S. Treasuries (including strips) |
| USTR 2 TRIB 26        | 2026-01-15      | 2.0000%  |  | $77216091.01       | $77739871.25       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $46767445.33       | $49038414.78       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $3230720.00        | $2447039.39        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $35067733.33       | $29717850.44       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $35165013.33       | $35527352.47       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $293252778.67      | $293973647.46      | U.S. Treasuries (including strips) |

### Security 126: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  4.080%, 12/1/2025
- **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):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $328044.00         | $329298.50         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $231924.00         | $244917.76         | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  |  | $80766036.79       | $80812718.68       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $107752320.00      | $94549452.64       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $73588042.05       | $72911243.23       | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  |  | $855404.62         | $931790.60         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $739748.00         | $742653.05         | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  |  | $1532544.00        | $1432081.78        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $52053108.52       | $54035961.29       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $9856.00           | $9883.92           | U.S. Treasuries (including strips) |

### Security 127: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.100%, 12/1/2025
- **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:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 07.000 CLQZ9073 | 2055-11-01      | 7.0000%  |  | $362536.00         | $384738.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0247 | 2055-04-01      | 5.5000%  |  | $4266123.46        | $4367388.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3611 | 2055-09-01      | 6.0000%  |  | $21066240.00       | $21858646.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $203060.32         | $200756.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  |  | $8769526.36        | $8818977.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX8819 | 2053-04-01      | 5.5000%  |  | $232610.93         | $239092.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIBT6626 | 2038-04-01      | 4.5000%  |  | $291827.11         | $293217.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS9760 | 2047-06-01      | 4.5000%  |  | $86251.67          | $86323.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9994 | 2053-10-01      | 6.0000%  |  | $39701851.00       | $41467789.33       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3787 | 2053-08-01      | 5.0000%  |  | $260448.36         | $263918.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  |  | $977687.38         | $940310.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD6536 | 2052-02-01      | 3.0000%  |  | $1121130.62        | $1010022.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0721 | 2053-05-01      | 5.0000%  |  | $1556586.11        | $1590443.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2247 | 2055-06-01      | 5.5000%  |  | $2541701.12        | $2615059.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9726 | 2055-09-01      | 6.0000%  |  | $5505519.11        | $5707935.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8921 | 2055-11-01      | 5.5000%  |  | $11874432.00       | $12155381.06       | Agency Mortgage-Backed Securities |

### Security 128: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.090%, 12/1/2025
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 05.000 CLCB8828 | 2054-07-01      | 5.0000%  |  | $23837575.47       | $23903843.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS9324 | 2052-09-01      | 3.5000%  |  | $56606440.18       | $52596156.93       | Agency Mortgage-Backed Securities |

### Security 129: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.080%, 12/1/2025
- **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):** $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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  |  | $10437978.15       | $10382812.29       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $27192745.07       | $27691848.48       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $3268669.87        | $3393182.91        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $3142261.90        | $3140843.35        | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $6864571.44        | $6801437.08        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $41559857.14       | $41746183.76       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $14808309.52       | $14403880.11       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $8105000.00        | $5847323.55        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $3842809.52        | $2431164.35        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48        | 2048-02-15      | 1.0000%  |  | $7406333.19        | $5584584.53        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $878047.62         | $685164.07         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $11602380.95       | $8357173.56        | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $5457000.00        | $4482714.58        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $192380.95         | $178459.06         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  |  | $11965880.95       | $12539417.46       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  |  | $3012995.60        | $2260309.97        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $33608547.62       | $26486840.86       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $12682833.33       | $9395309.35        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $7057952.38        | $4112223.24        | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  |  | $21161348.78       | $22408447.75       | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $3606957.50        | $3777505.74        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $25373571.43       | $26427985.16       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $3138785.71        | $3174925.07        | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  |  | $4378799.01        | $4453822.69        | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $4865117.28        | $4836445.87        | U.S. Treasuries (including strips) |

### Security 130: Fixed Income Clearing Corporation ("FICC") - MIZUHO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  4.090%, 12/1/2025
- **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: 65999B002, 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:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $200.00            | $200.10            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $4999800.00        | $5113401.60        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $11935900.00       | $11964640.59       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $100.00            | $94.53             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  |  | $999800.00         | $1007632.12        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $999900.00         | $1026906.06        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $101000.00         | $51726.67          | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $2231500.00        | $2127055.81        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $57943500.00       | $56789269.89       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $104300.00         | $99175.95          | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $1400.00           | $1370.04           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $30988000.00       | $29190234.24       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $2784600.00        | $2620544.97        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $2161700.00        | $1900972.12        | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $707600.00         | $665272.69         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $4999700.00        | $4750510.33        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $8000100.00        | $7623412.84        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $15480500.00       | $13949069.30       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $2073000.00        | $1968136.99        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $1031900.00        | $1024740.97        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $94700.00          | $90153.82          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $2483000.00        | $2353697.40        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $2500500.00        | $2362929.34        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $4439500.00        | $3880936.71        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $9598900.00        | $9173482.80        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $4700600.00        | $4443164.77        | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  |  | $59000.00          | $58302.21          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $7162000.00        | $7212418.24        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $4700.00           | $3819.22           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $418700.00         | $438768.71         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $12060100.00       | $12182935.65       | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $700.00            | $713.62            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  |  | $9700.00           | $9622.35           | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $6900000.00        | $6503626.30        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $100.00            | $75.82             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $7000300.00        | $7193495.23        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $2318000.00        | $2076428.90        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $987200.00         | $989626.72         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $250577500.00      | $256136512.00      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $2570000.00        | $1930090.59        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $44125500.00       | $43817063.24       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $7955600.00        | $8364456.96        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $755200.00         | $600619.98         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $9001100.00        | $9107612.65        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $999900.00         | $1021034.80        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $214300.00         | $220600.87         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $40000300.00       | $38177518.59       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $1000.00           | $1052.49           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $97266000.00       | $99021152.28       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $600.00            | $627.75            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $3700600.00        | $3517382.65        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $42200.00          | $30885.91          | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $955000.00         | $933128.60         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $5715500.00        | $5953749.81        | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $176100.00         | $171413.63         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $666700.00         | $474669.59         | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $200000.00         | $170250.83         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $5208200.00        | $5147936.97        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $1451000.00        | $1490333.91        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $400.00            | $406.80            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $800.00            | $821.94            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $100.00            | $103.29            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $658800.00         | $685043.89         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $800.00            | $792.50            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $12500400.00       | $12331037.81       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $3265800.00        | $3217746.49        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $999100.00         | $987884.99         | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $51800.00          | $54402.93          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $3999700.00        | $4117783.10        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $9800.00           | $9532.35           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $19999900.00       | $20092897.77       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $399600.00         | $396670.90         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $29701100.00       | $29734652.56       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $1800100.00        | $1697453.54        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $37740300.00       | $31481554.15       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $130300.00         | $109980.38         | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $73235700.00       | $68540153.85       | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $209400.00         | $187116.80         | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $2000000.00        | $1742945.51        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $17838200.00       | $12869306.22       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $800.00            | $806.03            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $1517700.00        | $868232.68         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $100.00            | $99.23             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $3385700.00        | $3424682.28        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $999800.00         | $958149.01         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $1862200.00        | $1838228.56        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $9000100.00        | $8570670.12        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $2749900.00        | $2613318.74        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $49160200.00       | $49976680.85       | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $437000.00         | $302737.08         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $27200.00          | $26983.83          | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  |  | $61900.00          | $60848.56          | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $1800400.00        | $1596830.70        | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $10001000.00       | $10234828.55       | U.S. Treasuries (including strips) |
| USTR 4  NOTE AV 25        | 2025-12-15      | 4.0000%  |  | $600.00            | $610.92            | U.S. Treasuries (including strips) |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $200.00            | $197.51            | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $16100.00          | $10479.91          | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $10999900.00       | $8331637.70        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $11956800.00       | $7564503.44        | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $5000900.00        | $3561587.13        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $266300.00         | $159117.58         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $2516600.00        | $1366401.97        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $19999400.00       | $12954491.46       | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $3119600.00        | $1548110.53        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $7400200.00        | $5660596.38        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $400.00            | $308.46            | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $408700.00         | $318919.56         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $200.00            | $136.23            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $1300.00           | $1008.73           | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $49999800.00       | $36582961.28       | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $1482500.00        | $1174176.10        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  |  | $1200.00           | $981.71            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $510000.00         | $430645.03         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $200.00            | $178.23            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $2000000.00        | $1668032.88        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $2900000.00        | $2275799.85        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $2180500.00        | $2139808.04        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $1000000.00        | $951577.39         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $1214000.00        | $1261362.18        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $178600.00         | $183917.22         | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  |  | $4300000.00        | $4162202.20        | U.S. Treasuries (including strips) |
| USTR BILL 01/20/26        | 2026-01-20      | 0.0000%  |  | $221800.00         | $220631.11         | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $100.00            | $98.96             | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $123370600.00      | $119740049.98      | U.S. Treasuries (including strips) |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  |  | $55000.00          | $54467.77          | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $100.00            | $66.23             | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  |  | $115000.00         | $114210.41         | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $683400.00         | $666923.23         | U.S. Treasuries (including strips) |
| USTR BILL 01/02/26        | 2026-01-02      | 0.0000%  |  | $426000.00         | $424560.12         | U.S. Treasuries (including strips) |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  |  | $47123400.00       | $47072412.48       | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $1833000.00        | $1807656.94        | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  |  | $257600.00         | $255479.18         | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $87000.00          | $86524.98          | U.S. Treasuries (including strips) |
| USTR BILL 12/26/25        | 2025-12-26      | 0.0000%  |  | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $2045000.00        | $1890788.37        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $6580200.00        | $6454625.47        | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE T 26      | 2026-12-31      | 1.7500%  |  | $18752900.00       | $18517058.03       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  |  | $618700.00         | $579069.45         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  |  | $50000000.00       | $49318526.24       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $476600.00         | $447838.40         | U.S. Treasuries (including strips) |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $36233300.00       | $37130359.32       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $495635000.00      | $507486451.73      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $7000000.00        | $7198233.95        | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $7200700.00        | $7468792.29        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $100017900.00      | $102262526.03      | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $500.00            | $508.98            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $8583000.00        | $8712845.66        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $1200.00           | $1206.47           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $4998800.00        | $5048867.51        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $110099500.00      | $113649061.04      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $500.00            | $514.01            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $1269600.00        | $1350592.01        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $800.00            | $832.06            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $999700.00         | $1023726.65        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $100.00            | $100.15            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $843000.00         | $847503.37         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $700.00            | $702.68            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $1000.00           | $1015.82           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $669600.00         | $676712.69         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $5000300.00        | $5189519.18        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $499500.00         | $507875.83         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $55538800.00       | $57399583.92       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $10441400.00       | $10578906.83       | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $20300.00          | $20917.23          | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $5007300.00        | $5152556.98        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $5000300.00        | $5127143.02        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $50000900.00       | $48608475.77       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $999300.00         | $1002131.20        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $999200.00         | $1003635.42        | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $700.00            | $718.66            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $112058300.00      | $111018557.32      | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  |  | $2999600.00        | $3035049.40        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $4935600.00        | $4978841.01        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $400.00            | $409.36            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $1800.00           | $1847.23           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $300.00            | $306.73            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $7433000.00        | $7565752.69        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $15000000.00       | $14993228.36       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $3811600.00        | $3627143.18        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $29999100.00       | $29724040.41       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $510500.00         | $501061.24         | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $91100.00          | $88169.64          | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $49300000.00       | $44536183.60       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $700.00            | $742.83            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $12921900.00       | $13284773.78       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $8411300.00        | $8760836.54        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $400.00            | $405.21            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $490000.00         | $502686.89         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $700.00            | $716.81            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $1000.00           | $1004.33           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $999100.00         | $1008703.96        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $4769100.00        | $4907272.65        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $3290400.00        | $3386474.67        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $900.00            | $921.64            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $8886500.00        | $9306003.75        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $3000000.00        | $3110699.33        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $2546800.00        | $2645224.52        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $6000100.00        | $6152389.30        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $999600.00         | $1032241.83        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $1000.00           | $1017.98           | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $94261100.00       | $96134543.46       | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $460300.00         | $474269.86         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $2719900.00        | $2777717.54        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $482500.00         | $509532.51         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $1000.00           | $1010.72           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $16886900.00       | $17658986.33       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $1020500.00        | $997381.37         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $12399600.00       | $10904759.37       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $8999000.00        | $8820666.12        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $500.00            | $394.05            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $67935300.00       | $70417322.09       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $1513400.00        | $1121110.78        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $17045200.00       | $17090415.58       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  |  | $999900.00         | $1021245.30        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $7134000.00        | $4156531.39        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $57000100.00       | $58052847.86       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $4999100.00        | $4715022.94        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $6955000.00        | $7005043.91        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AJ 26     | 2026-01-15      | 3.8750%  |  | $600.00            | $608.65            | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $353600.00         | $328011.29         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $200.00            | $203.39            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $3000000.00        | $3161748.30        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $32649900.00       | $33444312.65       | U.S. Treasuries (including strips) |
| GNMA GNII SF DO7199 C     | 2055-11-20      | 6.0000%  |  | $14646.00          | $15152.14          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN7174 C     | 2055-11-20      | 5.5000%  |  | $448144.00         | $461471.80         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH6988 C     | 2055-09-20      | 5.5000%  |  | $129488.00         | $132244.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  |  | $67.99             | $68.06             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSL2928 | 2055-01-01      | 7.0000%  |  | $941.89            | $993.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ9571 | 2055-12-01      | 6.0000%  |  | $3480.00           | $3633.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ8205 | 2055-11-01      | 6.5000%  |  | $1056064.00        | $1105768.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ8122 | 2055-11-01      | 6.5000%  |  | $1257536.00        | $1332438.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7741 | 2055-11-01      | 5.5000%  |  | $1000.00           | $1030.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2654 | 2052-08-01      | 4.0000%  |  | $1285206.68        | $1237875.09        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ0761 | 2035-02-01      | 5.1400%  |  | $1000.00           | $1053.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5980 | 2055-12-01      | 5.5000%  |  | $1008.00           | $1035.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4046 | 2055-11-01      | 5.5000%  |  | $2386128.00        | $2441028.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF2507 | 2055-11-01      | 5.0000%  |  | $1000.00           | $1002.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6278 | 2055-11-01      | 5.5000%  |  | $1024.00           | $1048.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6395 | 2054-08-01      | 6.0000%  |  | $194617.81         | $202266.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2495 | 2054-05-01      | 6.0000%  |  | $806.08            | $829.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4922 | 2053-10-01      | 6.5000%  |  | $143955.54         | $150897.80         | Agency Mortgage-Backed Securities  |
| FMAC FKAR W9WV7003        | 2035-07-01      | 4.7510%  |  | $10466112.00       | $10461132.75       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQZ7618 | 2055-11-01      | 4.5000%  |  | $1000.00           | $988.53            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN7175 C     | 2055-11-20      | 5.5000%  |  | $5361504.00        | $5520955.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF4004 | 2055-11-01      | 6.0000%  |  | $4904448.00        | $5046985.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3789 | 2055-11-01      | 6.0000%  |  | $1000.00           | $1035.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  |  | $1879.27           | $1746.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  |  | $49626.61          | $51037.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $740.67            | $762.21            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4109 | 2032-07-01      | 4.5200%  |  | $1000.00           | $1020.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA3555 | 2055-11-01      | 6.5000%  |  | $1692928.00        | $1786953.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3570 | 2055-01-01      | 5.5000%  |  | $747946.00         | $763471.86         | Agency Mortgage-Backed Securities  |

### Security 131: Fixed Income Clearing Corporation ("FICC") - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  4.080%, 12/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 69999A006, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $900.00            | $891.65            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $431615200.00      | $409086383.14      | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $128295400.00      | $122086731.24      | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $100.00            | $90.11             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  |  | $61874900.00       | $61501355.76       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $100.00            | $94.93             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $3669900.00        | $3674045.79        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $433000.00         | $442606.02         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $100.00            | $84.41             | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $301600.00         | $214796.27         | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $168254200.00      | $116560150.85      | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $53334000.00       | $31867732.83       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $798576000.00      | $599736973.43      | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $200.00            | $132.46            | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $13999900.00       | $7601323.59        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $6648200.00        | $4306331.70        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $2200.00           | $1126.72           | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $16073200.00       | $12294789.02       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $24242000.00       | $18381459.13       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $100.00            | $68.12             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $12192800.00       | $8921010.29        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $24999900.00       | $19618885.75       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $7906500.00        | $6288138.02        | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $100.00            | $82.15             | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $11000.00          | $10989.99          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  |  | $100.00            | $107.45            | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 3.9854%  |  | $23768800.00       | $23848688.13       | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 3.9304%  |  | $3247800.00        | $3257391.64        | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26 | 2026-01-31      | 4.0254%  |  | $2000.00           | $2006.53           | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $186241800.00      | $123260578.21      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $15629800.00       | $9888237.31        | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $487633600.00      | $497325339.00      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $4000.00           | $3336.65           | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $273730200.00      | $287485027.61      | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $100.00            | $87.15             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $26394100.00       | $26512433.50       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/27 | 2027-10-31      | 4.0218%  |  | $500.00            | $501.72            | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $32314600.00       | $24825232.02       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $279000.00         | $291756.17         | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $100.00            | $77.11             | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $1048922700.00     | $1096475240.06     | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $5211200.00        | $5414506.27        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $50396300.00       | $50026890.67       | U.S. Treasuries (including strips) |

### Security 132: Fixed Income Clearing Corporation ("FICC") - ING

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  4.080%, 12/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 76599M009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 3 7/8 NOTE Y 30 | 2030-04-30      | 3.8750%  |  | $646640500.00      | $656423031.11      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30 | 2030-01-31      | 4.2500%  |  | $60811200.00       | $63247947.09       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31 | 2031-10-31      | 4.1250%  |  | $650000000.00      | $666829545.03      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29 | 2029-03-31      | 4.1250%  |  | $638000000.00      | $654193158.63      | U.S. Treasuries (including strips) |

### Security 133: Fixed Income Clearing Corporation ("FICC") - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  4.090%, 12/1/2025
- **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: 795991009, 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:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 CORP ('FICC') - CITI (CITIGROUP GLOBAL MARKETS

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $2032000.00        | $1616074.93        | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 29        | 2029-08-15      | 6.1250%  |  | $21300.00          | $23559.36          | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $5000.00           | $4852.86           | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $16500.00          | $16316.73          | U.S. Treasuries (including strips) |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $195.11            | $187.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  |  | $6077.79           | $5711.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3664 | 2049-05-01      | 4.0000%  |  | $608.46            | $592.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5526 | 2054-10-01      | 3.5000%  |  | $9544.23           | $8868.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5468 | 2054-09-01      | 4.5000%  |  | $82280.49          | $80922.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5417 | 2054-07-01      | 4.0000%  |  | $8644.77           | $8276.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  |  | $10463.82          | $10767.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $1226231.29        | $1232077.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5207 | 2053-11-01      | 4.0000%  |  | $1809.39           | $1738.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  |  | $6971.11           | $7087.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $54996274.99       | $56092625.73       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  |  | $25944.59          | $26095.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  |  | $32701.18          | $32899.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  |  | $4395.56           | $4219.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5088 | 2038-07-01      | 6.0000%  |  | $66944.76          | $69719.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $1201.80           | $1236.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $171845.92         | $177179.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $3009.39           | $3073.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  |  | $9551136.18        | $9843305.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  |  | $4897.21           | $4376.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  |  | $22693.56          | $22868.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  |  | $1330.53           | $1298.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  |  | $2558.14           | $2459.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA4849 | 2037-11-01      | 4.5000%  |  | $8184.34           | $8226.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  |  | $42540.56          | $39570.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $9181.29           | $8541.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $1735990.02        | $1671697.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $12473.83          | $11603.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  |  | $484036.07         | $491720.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  |  | $14121.90          | $14194.98          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  |  | $6339.49           | $6006.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  |  | $14809.13          | $14450.61          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $23156.19          | $21939.40          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8092 | 2036-03-01      | 1.5000%  |  | $304223.92         | $275628.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8085 | 2036-01-01      | 2.5000%  |  | $276704.74         | $262571.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $2472.03           | $2299.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4692 | 2037-08-01      | 2.5000%  |  | $759.10            | $719.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  |  | $5878.74           | $5735.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $3974.55           | $3827.77           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $49922014.00       | $50793252.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CNRD5242 | 2035-04-01      | 4.5000%  |  | $11940.80          | $12097.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5219 | 2034-11-01      | 5.0000%  |  | $4603.71           | $4674.41           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5164 | 2033-10-01      | 5.0000%  |  | $247179.43         | $252512.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  |  | $828634.56         | $851916.70         | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08721 G | 2046-09-01      | 3.0000%  |  | $1918.84           | $1764.27           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08711 G | 2046-06-01      | 3.5000%  |  | $8277.10           | $7874.55           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G08729 G | 2046-09-01      | 4.5000%  |  | $8836.48           | $8876.07           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  |  | $1141.03           | $1115.66           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G08674 G | 2045-10-01      | 4.5000%  |  | $410.85            | $413.71            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08701 G | 2046-04-01      | 3.0000%  |  | $284.09            | $261.50            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  |  | $168.83            | $165.15            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  |  | $1189.82           | $1164.96           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  |  | $3422.80           | $3272.24           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08551 G | 2043-10-01      | 4.0000%  |  | $24733.32          | $24397.64          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08484 G | 2042-03-01      | 3.0000%  |  | $18885.59          | $17659.51          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G08368 G | 2039-10-01      | 4.5000%  |  | $5283.29           | $5377.55           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08886 G | 2049-05-01      | 3.0000%  |  | $9311.13           | $8457.29           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  |  | $303.47            | $296.02            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  |  | $12092.76          | $12102.09          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08857 G | 2049-01-01      | 4.0000%  |  | $9090.51           | $8869.97           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08851 G | 2048-12-01      | 3.5000%  |  | $394.28            | $372.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  |  | $16159.08          | $15541.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7659 | 2052-07-01      | 3.5000%  |  | $227090.13         | $211267.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5826 | 2051-09-01      | 2.5000%  |  | $18051.83          | $15590.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5152 | 2051-05-01      | 3.0000%  |  | $6223.53           | $5568.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $3166.49           | $2835.28           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  |  | $4537.72           | $4605.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  |  | $4104.83           | $3713.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBN5296 | 2034-02-01      | 4.0000%  |  | $3026.63           | $3044.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3110 | 2047-03-01      | 2.5000%  |  | $3204.16           | $2795.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3563 | 2049-01-01      | 4.0000%  |  | $344.28            | $334.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6578 | 2048-08-01      | 4.5000%  |  | $988.16            | $981.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  |  | $3775.80           | $3547.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  |  | $4176.62           | $3885.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS2429 | 2034-09-01      | 3.5000%  |  | $3217.57           | $3182.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBM1896 | 2031-11-01      | 2.5000%  |  | $807.14            | $783.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $8092.57           | $7523.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  |  | $4047.17           | $3837.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3730 | 2052-11-01      | 5.0000%  |  | $72864.32          | $73557.26          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G08700 G | 2046-03-01      | 4.5000%  |  | $442.08            | $445.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0054 | 2055-10-01      | 4.5000%  |  | $85548256.38       | $84136111.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3614 | 2049-03-01      | 3.5000%  |  | $2789.65           | $2623.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3610 | 2034-03-01      | 3.5000%  |  | $685.77            | $680.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $6972.83           | $5741.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  |  | $1763.80           | $1718.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  |  | $1987.82           | $1973.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  |  | $1924.44           | $1869.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  |  | $4766.67           | $4485.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  |  | $1793.04           | $1635.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3277 | 2048-02-01      | 4.0000%  |  | $500.43            | $488.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3275 | 2048-02-01      | 3.0000%  |  | $514.43            | $470.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  |  | $1049.81           | $1024.24           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0057 | 2055-10-01      | 6.0000%  |  | $120699097.69      | $124132987.02      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0025 | 2055-07-01      | 4.5000%  |  | $2767763.99        | $2722076.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5205 | 2055-11-01      | 5.5000%  |  | $31068799.00       | $31795001.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4979 | 2055-06-01      | 5.5000%  |  | $321210.25         | $326744.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  |  | $3347.55           | $2995.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4737 | 2055-05-01      | 6.0000%  |  | $260183.75         | $267606.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ3241 | 2055-01-01      | 6.5000%  |  | $63819763.04       | $66922935.20       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2701 | 2054-08-01      | 5.5000%  |  | $3345.12           | $3402.74           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2270 | 2054-06-01      | 6.5000%  |  | $131238.65         | $136615.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2242 | 2054-08-01      | 5.5000%  |  | $2909935.24        | $2976115.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2210 | 2054-08-01      | 6.0000%  |  | $3048603.22        | $3145420.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1986 | 2054-07-01      | 6.5000%  |  | $6863.33           | $7156.29           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1338 | 2054-04-01      | 5.5000%  |  | $24103780.48       | $24635630.40       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1757 | 2054-06-01      | 5.0000%  |  | $183226.57         | $185661.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0316 | 2053-11-01      | 6.5000%  |  | $3006098.23        | $3185481.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3183 | 2055-09-01      | 5.5000%  |  | $38643998.05       | $39321697.84       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3124 | 2055-09-01      | 6.0000%  |  | $20918042.53       | $21561753.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  |  | $1289.05           | $1260.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  |  | $1227.58           | $1197.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  |  | $1775.45           | $1677.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3147 | 2047-10-01      | 3.0000%  |  | $695.97            | $638.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3087 | 2047-08-01      | 3.5000%  |  | $477.17            | $450.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  |  | $613.12            | $593.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3082 | 2047-07-01      | 3.0000%  |  | $751.09            | $689.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  |  | $19813.53          | $19253.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM7313 | 2049-04-01      | 4.5000%  |  | $437.31            | $437.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7261 | 2036-05-01      | 2.0000%  |  | $8449.12           | $7868.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  |  | $14599.46          | $13814.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  |  | $48432.63          | $48184.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM2574 | 2035-02-01      | 2.5000%  |  | $1434.16           | $1383.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CTRB5230 | 2043-05-01      | 5.5000%  |  | $16745.28          | $17322.71          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM0037 | 2045-08-01      | 3.5000%  |  | $18888.50          | $17989.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  |  | $7497.74           | $6973.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $188244397.69      | $191605501.41      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLZA0846 | 2032-07-01      | 7.5000%  |  | $14709.18          | $15478.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0097 | 2034-10-01      | 2.5000%  |  | $1602.17           | $1535.49           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC J40419 G | 2034-03-01      | 3.5000%  |  | $8490.09           | $8365.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  |  | $6589.10           | $5936.12           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  |  | $111404.55         | $116176.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA3562 | 2050-09-01      | 2.0000%  |  | $9680.32           | $8063.50           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA2387 | 2050-04-01      | 3.0000%  |  | $7683.17           | $6989.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA1859 | 2049-12-01      | 3.0000%  |  | $19034.74          | $17211.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA1374 | 2049-09-01      | 3.5000%  |  | $140298.76         | $131756.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA1084 | 2049-07-01      | 4.5000%  |  | $14313.98          | $14290.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  |  | $54969.34          | $56154.20          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIQN5269 | 2036-02-01      | 2.0000%  |  | $6057464.32        | $5628153.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ6301 | 2054-09-01      | 5.0000%  |  | $1106300.24        | $1116015.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ4351 | 2054-09-01      | 6.0000%  |  | $1270396.39        | $1322678.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ4075 | 2054-09-01      | 5.5000%  |  | $7280234.06        | $7411627.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ3763 | 2054-08-01      | 7.0000%  |  | $5050.27           | $5343.16           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ3416 | 2054-09-01      | 6.0000%  |  | $753415.06         | $784483.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ3245 | 2054-09-01      | 6.0000%  |  | $1616259.72        | $1688902.51        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  |  | $181.93            | $182.10            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  |  | $12726.84          | $12747.14          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  |  | $23413.37          | $22129.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZJ5687 | 2032-01-01      | 7.0000%  |  | $7508.60           | $7901.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZI9157 | 2039-09-01      | 4.5000%  |  | $16528.43          | $16807.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZI8491 | 2039-01-01      | 7.0000%  |  | $10631.33          | $11187.62          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI7647 | 2038-06-01      | 5.5000%  |  | $7881.73           | $8209.83           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZI1265 | 2033-11-01      | 6.0000%  |  | $62193.30          | $63908.53          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  |  | $473.98            | $468.12            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC J32436 G | 2030-08-01      | 3.0000%  |  | $17513.93          | $17217.37          | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC J32209 G | 2030-07-01      | 2.5000%  |  | $8300.84           | $8080.12           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC J25876 G | 2028-09-01      | 3.0000%  |  | $8155.23           | $8077.23           | Agency Mortgage-Backed Securities  |
| FMAC 07.500 FGPC C51850 G | 2031-05-01      | 7.5000%  |  | $6453.58           | $6579.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB5711 | 2050-11-01      | 2.0000%  |  | $18649.24          | $15539.46          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q51685 G | 2047-10-01      | 3.5000%  |  | $21809.96          | $20711.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZS4141 | 2034-07-01      | 7.0000%  |  | $6439.35           | $6776.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6147 | 2036-02-01      | 2.0000%  |  | $25091.76          | $23361.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4820 | 2055-09-01      | 5.5000%  |  | $154729771.89      | $159010371.03      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6099 | 2051-02-01      | 2.0000%  |  | $6833.61           | $5601.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL985626 | 2033-04-01      | 6.0000%  |  | $4235.29           | $4419.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL985615 | 2034-04-01      | 5.5000%  |  | $21.82             | $22.49             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL938289 | 2037-07-01      | 5.5000%  |  | $387.93            | $406.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL931307 | 2039-06-01      | 4.5000%  |  | $3387.30           | $3444.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 GL931104 | 2039-05-01      | 5.0000%  |  | $779.74            | $800.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL930672 | 2039-03-01      | 4.5000%  |  | $1550.86           | $1577.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL906693 | 2036-12-01      | 5.5000%  |  | $665.04            | $690.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL899717 | 2037-09-01      | 6.0000%  |  | $1090.86           | $1162.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CI890838 | 2033-05-01      | 4.0000%  |  | $1006.40           | $1012.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  |  | $3287.84           | $3249.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  |  | $3874.53           | $3624.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $11419.23          | $11296.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $2268.03           | $2254.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5397 | 2053-01-01      | 6.0000%  |  | $13958.74          | $14422.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  |  | $2572.90           | $2520.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  |  | $35425.11          | $35037.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  |  | $6645.21           | $5944.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  |  | $165628.79         | $154830.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  |  | $9197.56           | $8858.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3745 | 2052-03-01      | 3.0000%  |  | $4960.96           | $4436.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  |  | $9624.81           | $9132.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA2995 | 2047-05-01      | 4.0000%  |  | $5088.58           | $4966.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  |  | $1090.39           | $1064.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  |  | $2532.02           | $2466.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  |  | $1047.03           | $1038.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  |  | $452.65            | $449.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP889151 | 2038-01-01      | 6.5000%  |  | $421.13            | $441.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 NP888412 | 2037-04-01      | 7.0000%  |  | $685.34            | $706.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL888219 | 2037-03-01      | 5.5000%  |  | $266.05            | $278.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1065 | 2055-09-01      | 6.5000%  |  | $43762287.65       | $45766425.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  |  | $2822.61           | $2309.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $2255.44           | $2198.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3517 | 2033-11-01      | 3.5000%  |  | $2173.55           | $2157.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $4471.52           | $4359.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  |  | $797.88            | $792.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKMA2252 | 2045-04-01      | 3.5000%  |  | $64.68             | $60.90             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  |  | $776.82            | $738.18            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G60174 G | 2043-10-01      | 4.0000%  |  | $24773.10          | $24493.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3093 | 2048-11-01      | 4.0000%  |  | $1183.73           | $1154.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $7332.42           | $7249.24           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8184 | 2051-12-01      | 3.0000%  |  | $26624.06          | $23985.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBM4681 | 2044-05-01      | 5.5000%  |  | $1009.88           | $1060.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CQAL6777 | 2044-07-01      | 5.0000%  |  | $553.83            | $570.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ2847 | 2054-09-01      | 5.0000%  |  | $999392.94         | $1015501.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQA0326 | 2049-06-01      | 5.0000%  |  | $6756.39           | $6850.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9474 | 2053-07-01      | 6.0000%  |  | $4977.21           | $5155.97           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD5185 | 2052-09-01      | 4.0000%  |  | $1719.61           | $1651.66           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTZA2119 | 2029-05-01      | 5.0000%  |  | $4159.25           | $4204.01           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $194201.71         | $177090.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  |  | $599.62            | $598.64            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC A32162 G | 2035-03-01      | 5.0000%  |  | $10081.96          | $10127.51          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC A16604 G | 2033-12-01      | 5.0000%  |  | $11090.31          | $11237.05          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC E02997 G | 2026-10-01      | 3.0000%  |  | $8670.29           | $8633.14           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC E02892 G | 2026-05-01      | 3.5000%  |  | $4.79              | $4.78              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CL253183 | 2030-04-01      | 7.5000%  |  | $56.15             | $58.08             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CL253355 | 2030-07-01      | 7.5000%  |  | $72.79             | $75.35             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL253482 | 2030-10-01      | 8.5000%  |  | $827.15            | $851.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 K2253607 | 2030-11-01      | 7.5000%  |  | $21.44             | $21.55             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL253671 | 2031-01-01      | 8.5000%  |  | $2952.61           | $3089.15           | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G01233 G | 2031-04-01      | 7.0000%  |  | $24.89             | $26.21             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CL253891 | 2031-07-01      | 7.5000%  |  | $355.81            | $367.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CL254009 | 2031-10-01      | 7.5000%  |  | $114.83            | $118.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 GO254125 | 2031-10-01      | 8.0000%  |  | $246.91            | $249.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL622321 | 2032-02-01      | 6.5000%  |  | $263.04            | $273.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 K2254360 | 2032-05-01      | 7.0000%  |  | $618.20            | $627.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 GO254485 | 2031-11-01      | 7.0000%  |  | $416.22            | $419.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL254766 | 2033-06-01      | 5.0000%  |  | $68.58             | $70.02             | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC G01624 G | 2033-11-01      | 6.5000%  |  | $4858.61           | $5076.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  |  | $493.70            | $509.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL836865 | 2035-11-01      | 5.0000%  |  | $2698.21           | $2787.47           | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC A50871 G | 2036-07-01      | 7.0000%  |  | $7720.79           | $8151.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL745820 | 2036-08-01      | 6.5000%  |  | $47.82             | $50.86             | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC D97196 G | 2027-02-01      | 6.5000%  |  | $7237.54           | $7333.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CT256639 | 2027-02-01      | 5.0000%  |  | $2748.50           | $2758.27           | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC A65293 G | 2037-09-01      | 6.0000%  |  | $18791.12          | $19717.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL928560 | 2037-07-01      | 5.5000%  |  | $153.88            | $159.53            | Agency Mortgage-Backed Securities  |
| FMAC 05.600 FGPC T30271 G | 2037-10-01      | 5.6000%  |  | $8215.27           | $8628.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA1034 | 2027-04-01      | 3.5000%  |  | $23.78             | $23.67             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA0949 | 2032-01-01      | 3.5000%  |  | $119.42            | $118.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAC4807 | 2039-10-01      | 4.5000%  |  | $45.45             | $46.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAC0391 | 2039-07-01      | 4.5000%  |  | $67.88             | $69.02             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAB5004 | 2027-04-01      | 3.5000%  |  | $25.21             | $25.12             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  |  | $4199.90           | $4257.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAA0862 | 2039-01-01      | 5.0000%  |  | $17592.44          | $18052.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3574 | 2054-09-01      | 5.5000%  |  | $3160592.11        | $3250966.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ1462 | 2054-08-01      | 5.5000%  |  | $2080994.41        | $2118650.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ1400 | 2054-08-01      | 5.5000%  |  | $565514.22         | $575882.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ0865 | 2054-08-01      | 5.5000%  |  | $202296.24         | $207728.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG1199 | 2053-04-01      | 6.0000%  |  | $2553910.40        | $2661266.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4523 | 2052-12-01      | 6.5000%  |  | $978728.26         | $1025327.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQF5343 | 2052-12-01      | 3.5000%  |  | $35588.05          | $33103.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0409 | 2052-09-01      | 5.0000%  |  | $2091586.34        | $2120805.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE9409 | 2052-09-01      | 4.0000%  |  | $12453.83          | $11997.77          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE6919 | 2052-07-01      | 4.0000%  |  | $23509.10          | $22616.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE7095 | 2052-08-01      | 4.0000%  |  | $318669.97         | $306946.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  |  | $8125.57           | $7818.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $1476.19           | $1474.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBX4573 | 2053-08-01      | 3.0000%  |  | $2794.69           | $2497.33           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2498 | 2038-03-01      | 3.5000%  |  | $5300.04           | $5155.19           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2497 | 2038-02-01      | 3.0000%  |  | $4687172.69        | $4467747.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2380 | 2035-06-01      | 3.5000%  |  | $6495.44           | $6380.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2403 | 2036-01-01      | 3.5000%  |  | $5295.31           | $5190.59           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2349 | 2034-08-01      | 3.5000%  |  | $5202.75           | $5115.35           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTZA2205 | 2031-05-01      | 4.5000%  |  | $17879.82          | $18079.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZA0921 | 2033-10-01      | 5.5000%  |  | $19731.92          | $20365.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZA0831 | 2032-05-01      | 7.0000%  |  | $8701.16           | $9156.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZA0809 | 2032-01-01      | 7.0000%  |  | $6805.63           | $7161.73           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  |  | $71.16             | $70.93             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  |  | $20906.10          | $20384.89          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.460 6IZM9669 | 2038-01-01      | 5.4600%  |  | $15486.83          | $16065.61          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4775 | 2047-11-01      | 3.5000%  |  | $19422.91          | $18312.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  |  | $3588.02           | $3403.96           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q45220 G | 2044-12-01      | 4.0000%  |  | $10726.35          | $10560.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKBE2954 | 2036-12-01      | 3.0000%  |  | $87.60             | $82.61             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8521 | 2055-04-01      | 4.0000%  |  | $20430.47          | $19559.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  |  | $1892.16           | $1860.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  |  | $65441599.36       | $67303347.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  |  | $324.40            | $344.05            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C92014 G | 2038-09-01      | 4.0000%  |  | $6011.68           | $5977.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  |  | $2502.36           | $2441.72           | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G08859 G | 2049-01-01      | 5.0000%  |  | $13061.31          | $13349.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9830 | 2047-06-01      | 4.0000%  |  | $1899.66           | $1854.37           | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G06385 G | 2040-08-01      | 5.5000%  |  | $23382.85          | $24453.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  |  | $3530.80           | $3579.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI4815 | 2041-06-01      | 4.5000%  |  | $846.08            | $857.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI7784 | 2041-07-01      | 4.5000%  |  | $184.22            | $186.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZJ5399 | 2031-10-01      | 7.0000%  |  | $12038.00          | $12667.89          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08706 G | 2046-05-01      | 3.5000%  |  | $10706.28          | $10192.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  |  | $6508.49           | $6349.59           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  |  | $568330.12         | $547282.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIAX5294 | 2027-01-01      | 4.0000%  |  | $21.66             | $21.64             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB0743 | 2036-06-01      | 2.0000%  |  | $135676.82         | $125764.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  |  | $660.51            | $656.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  |  | $3114.09           | $3022.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2054 | 2048-07-01      | 4.5000%  |  | $349.48            | $349.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM2414 | 2035-02-01      | 3.5000%  |  | $4893.40           | $4806.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  |  | $553.23            | $506.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAJ5336 | 2026-11-01      | 3.0000%  |  | $48.59             | $48.34             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAB4493 | 2027-02-01      | 3.5000%  |  | $875.18            | $871.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  |  | $554.04            | $520.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1732 | 2034-02-01      | 3.5000%  |  | $6691.80           | $6639.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  |  | $7001.16           | $6577.07           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 3IZK9862 | 2037-04-01      | 6.5000%  |  | $16432.76          | $17063.94          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 4LZT0589 | 2035-08-01      | 5.0000%  |  | $11176.02          | $11204.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  |  | $2630.39           | $2519.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFS6660 | 2039-01-01      | 4.0000%  |  | $8897.04           | $8809.12           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  |  | $9222.71           | $9158.02           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $15163.61          | $13566.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  |  | $36488.36          | $35001.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2870 | 2052-02-01      | 2.5000%  |  | $309723.41         | $266409.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAX2187 | 2029-11-01      | 3.5000%  |  | $590.43            | $585.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  |  | $3708.48           | $3657.61           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8365 | 2053-10-01      | 4.5000%  |  | $2464364.97        | $2426142.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  |  | $40653655.34       | $41470875.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1439 | 2048-03-01      | 3.5000%  |  | $13197.96          | $12435.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  |  | $1089.64           | $1077.78           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZA0834 | 2032-06-01      | 7.0000%  |  | $13974.52          | $14779.20          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  |  | $15695.78          | $15748.63          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  |  | $27179.14          | $28291.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $4408577.24        | $4533988.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  |  | $70823.61          | $71030.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8460 | 2054-09-01      | 4.5000%  |  | $11438946.77       | $11250146.96       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $278956272.94      | $283939268.85      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8452 | 2054-08-01      | 5.0000%  |  | $110821.65         | $111132.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  |  | $2274.01           | $2338.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  |  | $7523385.62        | $7663960.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8417 | 2054-03-01      | 4.5000%  |  | $753655.86         | $741216.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8413 | 2054-02-01      | 4.0000%  |  | $11242.25          | $10763.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  |  | $10126788.02       | $8337739.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $12170.25          | $10926.54          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $1023782.49        | $1056533.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $3636231.19        | $3308715.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $404088.12         | $366800.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  |  | $1913.04           | $1881.47           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7380 | 2055-01-01      | 5.0000%  |  | $88895.94          | $89141.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7344 | 2055-01-01      | 5.5000%  |  | $26776235.50       | $27599417.31       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  |  | $8811.85           | $8533.57           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  |  | $1839.32           | $1830.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  |  | $465.10            | $436.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  |  | $6738.03           | $6096.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  |  | $730.45            | $686.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  |  | $8625.39           | $8434.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS3955 | 2044-12-01      | 4.0000%  |  | $1408.34           | $1377.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS4485 | 2030-02-01      | 2.5000%  |  | $308.87            | $301.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $1270.39           | $1265.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAS1758 | 2029-02-01      | 3.5000%  |  | $151.64            | $150.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAS1756 | 2029-02-01      | 3.5000%  |  | $162.49            | $161.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAS0012 | 2028-07-01      | 3.5000%  |  | $163.89            | $162.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  |  | $20980.10          | $20129.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $148838826.76      | $153323340.61      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  |  | $9062527.00        | $9112733.40        | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  |  | $4404.23           | $4032.99           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08784 G | 2047-10-01      | 3.5000%  |  | $5660.75           | $5362.79           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  |  | $1380.19           | $1343.91           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G16617 G | 2033-09-01      | 4.0000%  |  | $10782.69          | $10811.51          | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G15601 G | 2029-01-01      | 2.5000%  |  | $8320.27           | $8206.15           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G14708 G | 2028-02-01      | 3.5000%  |  | $5217.69           | $5179.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $18757928.69       | $15439088.37       | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  |  | $634.72            | $635.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAK5978 | 2027-03-01      | 3.5000%  |  | $1054.76           | $1050.13           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC C91430 G | 2032-03-01      | 3.0000%  |  | $5774.53           | $5629.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK7376 | 2042-03-01      | 3.5000%  |  | $3025706.80        | $2907153.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK7510 | 2042-04-01      | 3.5000%  |  | $2932.10           | $2820.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3392 | 2033-06-01      | 3.5000%  |  | $177.68            | $176.42            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  |  | $6852.65           | $6300.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ4152 | 2054-08-01      | 6.5000%  |  | $249736.47         | $260078.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE8579 | 2052-08-01      | 4.5000%  |  | $17734.03          | $17570.49          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G15787 G | 2031-05-01      | 3.0000%  |  | $5640.91           | $5558.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  |  | $203.28            | $202.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3866 | 2034-12-01      | 3.5000%  |  | $900.87            | $884.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  |  | $636.44            | $598.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  |  | $167562.46         | $168223.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAL2596 | 2027-11-01      | 2.5000%  |  | $643.15            | $635.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $303.42            | $301.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS7802 | 2037-03-01      | 2.5000%  |  | $4177.58           | $3958.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH9980 | 2047-10-01      | 3.5000%  |  | $1848756.36        | $1743027.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  |  | $6184.74           | $5601.34           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U95046 G | 2042-12-01      | 3.5000%  |  | $6194788.62        | $5947399.74        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08823 G | 2048-07-01      | 3.5000%  |  | $7704.45           | $7262.85           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  |  | $535.76            | $485.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  |  | $3333.29           | $3247.65           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U91027 G | 2043-02-01      | 3.5000%  |  | $19409.28          | $18538.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  |  | $3853.93           | $3448.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZN0326 | 2032-10-01      | 3.5000%  |  | $9076.70           | $8934.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3364 | 2033-05-01      | 3.5000%  |  | $175.68            | $174.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  |  | $9617.20           | $9217.60           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  |  | $1477.88           | $1437.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL995094 | 2035-11-01      | 4.5000%  |  | $26.33             | $26.78             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G05120 G | 2038-12-01      | 5.5000%  |  | $6240.43           | $6524.31           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q19254 G | 2043-06-01      | 4.0000%  |  | $14242.36          | $13895.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0998 | 2051-07-01      | 3.0000%  |  | $10084.82          | $9010.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9563 | 2046-11-01      | 3.0000%  |  | $7182.09           | $6598.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $73499.26          | $76506.92          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  |  | $386.31            | $385.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995713 | 2038-10-01      | 6.0000%  |  | $963.88            | $1024.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIAL3757 | 2027-03-01      | 5.0000%  |  | $3588.04           | $3643.15           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $3377972.21        | $3436157.78        | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G07642 G | 2041-10-01      | 5.0000%  |  | $10280.03          | $10650.10          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8043 | 2050-02-01      | 2.5000%  |  | $4322.41           | $3741.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  |  | $1220.64           | $1185.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  |  | $967.42            | $875.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $330.88            | $299.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8010 | 2049-09-01      | 3.0000%  |  | $745.06            | $675.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  |  | $8867.47           | $8036.77           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  |  | $428.24            | $427.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7019 | 2052-11-01      | 3.5000%  |  | $31541.73          | $29407.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6708 | 2054-02-01      | 6.0000%  |  | $16483.71          | $16988.61          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  |  | $15675.67          | $14584.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  |  | $1680.61           | $1563.51           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6389 | 2054-08-01      | 5.0000%  |  | $612511.20         | $615065.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6320 | 2054-08-01      | 5.5000%  |  | $8390.99           | $8541.14           | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G07613 G | 2039-04-01      | 6.0000%  |  | $10324.99          | $10959.75          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G07574 G | 2040-05-01      | 6.0000%  |  | $9414.41           | $9887.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD7883 | 2046-09-01      | 3.5000%  |  | $397.49            | $376.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $727.47            | $690.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD1002 | 2046-03-01      | 3.5000%  |  | $413.34            | $394.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC6175 | 2031-07-01      | 2.5000%  |  | $1654.20           | $1606.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC2849 | 2046-09-01      | 3.0000%  |  | $1366.19           | $1248.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC2628 | 2031-11-01      | 2.5000%  |  | $5506.08           | $5319.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA2889 | 2045-11-01      | 4.0000%  |  | $2270.74           | $2195.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ8597 | 2030-08-01      | 3.0000%  |  | $1585.95           | $1558.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3196 | 2055-11-01      | 5.5000%  |  | $1906226.44        | $1962259.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF1940 | 2055-10-01      | 4.5000%  |  | $1401294.31        | $1383668.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1611 | 2055-11-01      | 5.5000%  |  | $1529840.00        | $1562073.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF1543 | 2055-11-01      | 6.5000%  |  | $1076492.92        | $1128810.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5766 | 2055-07-01      | 6.0000%  |  | $1030462.29        | $1064107.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0708 | 2055-06-01      | 6.5000%  |  | $3629.43           | $3806.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7734 | 2055-04-01      | 6.0000%  |  | $2978.32           | $3087.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7034 | 2055-04-01      | 5.5000%  |  | $1984.76           | $2044.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6320 | 2055-04-01      | 6.0000%  |  | $3672.78           | $3819.57           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8364 | 2053-09-01      | 6.5000%  |  | $314113.76         | $326965.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $23086334.05       | $23785157.39       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8361 | 2053-09-01      | 5.0000%  |  | $127918.48         | $128725.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $11377887.23       | $11207730.93       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  |  | $5019974.24        | $5168766.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  |  | $19845232.78       | $20235013.00       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $252622.10         | $254281.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA2371 | 2045-08-01      | 4.0000%  |  | $437.69            | $427.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  |  | $4149.07           | $3801.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA3913 | 2050-11-01      | 2.5000%  |  | $412765.79         | $361564.26         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC C91293 G | 2030-03-01      | 5.0000%  |  | $6999.60           | $7129.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS0190 | 2028-08-01      | 2.5000%  |  | $2794.33           | $2750.70           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  |  | $349145.61         | $300028.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZS9205 | 2036-04-01      | 3.5000%  |  | $9264.59           | $9091.13           | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G05815 G | 2035-07-01      | 5.5000%  |  | $8486.05           | $8770.42           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A93010 G | 2040-07-01      | 4.5000%  |  | $11853.79          | $12043.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  |  | $4011.07           | $4044.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAV9316 | 2044-03-01      | 4.5000%  |  | $50.60             | $50.89             | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q24955 G | 2044-02-01      | 4.0000%  |  | $19061.50          | $18767.38          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC J40517 G | 2034-04-01      | 3.5000%  |  | $11711.77          | $11608.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8508 | 2036-02-01      | 2.0000%  |  | $15819.52          | $14747.68          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  |  | $23707.83          | $21956.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  |  | $1504536.78        | $1419398.05        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC A93534 G | 2040-08-01      | 4.0000%  |  | $21990.54          | $21739.85          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC A94889 G | 2040-11-01      | 4.0000%  |  | $16388.51          | $16135.31          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC A95923 G | 2040-10-01      | 4.0000%  |  | $16910.38          | $16806.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  |  | $1430.73           | $1439.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  |  | $390.74            | $393.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW3616 | 2044-06-01      | 4.0000%  |  | $1048.41           | $1031.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  |  | $1805.47           | $1808.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS9990 | 2047-07-01      | 4.5000%  |  | $1239.71           | $1240.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS6386 | 2045-12-01      | 3.0000%  |  | $7552.93           | $6936.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  |  | $16254.53          | $15266.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA8518 | 2050-04-01      | 3.0000%  |  | $385601.12         | $350058.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAH3401 | 2041-01-01      | 4.5000%  |  | $382.04            | $387.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAH0057 | 2041-02-01      | 4.5000%  |  | $1541.37           | $1549.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAH9708 | 2041-04-01      | 4.5000%  |  | $1081.67           | $1096.60           | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G07794 G | 2041-06-01      | 5.5000%  |  | $4961.74           | $5204.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB0955 | 2038-08-01      | 5.5000%  |  | $59460.41          | $61188.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN3009 | 2048-11-01      | 4.0000%  |  | $828.20            | $805.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  |  | $306.07            | $305.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLZM1953 | 2046-10-01      | 2.5000%  |  | $28476.59          | $24996.10          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G30955 G | 2031-09-01      | 5.0000%  |  | $678.25            | $687.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIRC1872 | 2036-02-01      | 2.5000%  |  | $21583.19          | $20449.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $165.48            | $165.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $13280.78          | $11884.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS7979 | 2053-12-01      | 2.0000%  |  | $160218.57         | $131314.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAH1166 | 2040-12-01      | 4.5000%  |  | $99.95             | $101.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL624329 | 2032-02-01      | 6.5000%  |  | $147.07            | $152.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL607695 | 2031-11-01      | 6.5000%  |  | $45.05             | $46.83             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 09.000 CL564318 | 2030-11-01      | 9.0000%  |  | $38.29             | $39.50             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  |  | $427.32            | $441.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL545993 | 2032-11-01      | 6.0000%  |  | $3.05              | $3.18              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  |  | $81.54             | $86.23             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 GO535441 | 2030-03-01      | 8.0000%  |  | $0.06              | $0.07              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  |  | $1405.72           | $1406.32           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIZT1612 | 2034-01-01      | 4.5000%  |  | $8843.82           | $9022.21           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  |  | $16788.43          | $17138.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1566 | 2033-12-01      | 3.5000%  |  | $9800.68           | $9727.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAH6231 | 2041-03-01      | 4.5000%  |  | $245.92            | $247.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAH4407 | 2026-01-01      | 3.5000%  |  | $1.30              | $1.29              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAH3431 | 2026-01-01      | 3.5000%  |  | $131.81            | $131.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  |  | $3551800.50        | $3304534.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $97183.98          | $83552.47          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $67746.54          | $58244.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  |  | $9067.55           | $8117.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $5651.46           | $5258.02           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  |  | $16453.62          | $15394.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  |  | $43245003.07       | $35555046.89       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  |  | $61441.14          | $52893.75          | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC G01486 G | 2032-11-01      | 6.5000%  |  | $4996.09           | $5198.60           | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G01183 G | 2031-02-01      | 7.0000%  |  | $16.32             | $17.19             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  |  | $4342.80           | $4146.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX4887 | 2044-12-01      | 4.0000%  |  | $887.95            | $868.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAX3715 | 2027-06-01      | 3.5000%  |  | $773.10            | $770.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAX3298 | 2030-08-01      | 3.0000%  |  | $10525.82          | $10334.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAW8154 | 2042-01-01      | 3.5000%  |  | $2164.61           | $2093.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAW7396 | 2027-01-01      | 3.5000%  |  | $202.28            | $201.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAW3187 | 2044-06-01      | 5.0000%  |  | $2709.47           | $2740.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAW1543 | 2029-03-01      | 3.5000%  |  | $461.25            | $457.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  |  | $315.73            | $314.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  |  | $640.47            | $637.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAV4892 | 2043-12-01      | 4.5000%  |  | $145.51            | $145.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAV2326 | 2028-12-01      | 3.5000%  |  | $1718.29           | $1710.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAV1710 | 2043-11-01      | 4.5000%  |  | $3401.28           | $3437.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV0692 | 2043-12-01      | 4.0000%  |  | $3378.11           | $3328.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAU7552 | 2028-10-01      | 3.5000%  |  | $62.88             | $62.28             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $178655.95         | $181312.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $17895.98          | $16777.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  |  | $259057.21         | $231459.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU3058 | 2051-12-01      | 2.5000%  |  | $470720.64         | $403285.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5709 | 2054-07-01      | 6.0000%  |  | $245684.68         | $256228.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM7941 | 2035-02-01      | 2.5000%  |  | $1352.92           | $1312.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM6946 | 2034-07-01      | 3.0000%  |  | $2216.95           | $2178.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  |  | $7475.15           | $7522.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5070 | 2035-01-01      | 3.0000%  |  | $323338.14         | $315631.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  |  | $1562.92           | $1553.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0880 | 2037-05-01      | 3.0000%  |  | $25003.21          | $24393.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL8271 | 2031-04-01      | 3.5000%  |  | $2318.99           | $2307.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  |  | $150421.83         | $134398.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1086 | 2052-06-01      | 3.5000%  |  | $17714.79          | $16519.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS7712 | 2031-08-01      | 3.0000%  |  | $2235.46           | $2194.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS6430 | 2027-03-01      | 3.0000%  |  | $8095.56           | $8051.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  |  | $8628.91           | $8395.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  |  | $1103.56           | $1106.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBM1064 | 2030-11-01      | 3.5000%  |  | $932.23            | $927.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAZ7916 | 2026-04-01      | 3.5000%  |  | $16.69             | $16.66             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS3986 | 2041-06-01      | 5.5000%  |  | $9895.40           | $10290.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  |  | $478218.49         | $424971.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI9009 | 2054-07-01      | 6.0000%  |  | $3633875.22        | $3743352.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4839 | 2052-10-01      | 5.5000%  |  | $1397.04           | $1430.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  |  | $3379.48           | $3020.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  |  | $9525.15           | $8179.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  |  | $12547.24          | $12242.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  |  | $7878034.84        | $8102141.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA3890 | 2040-01-01      | 3.0000%  |  | $4083.59           | $3859.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  |  | $6127.83           | $5482.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 ZL310151 | 2034-11-01      | 5.5000%  |  | $3512.91           | $3632.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ2297 | 2030-07-01      | 3.0000%  |  | $3708.93           | $3620.50           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  |  | $10438.41          | $9993.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAZ2881 | 2030-08-01      | 3.5000%  |  | $426.56            | $421.32            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  |  | $1913.03           | $1831.49           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZI8015 | 2038-08-01      | 6.0000%  |  | $14672.28          | $15321.22          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6755 | 2052-11-01      | 3.5000%  |  | $51658.20          | $48658.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7594 | 2046-07-01      | 3.5000%  |  | $372.54            | $353.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $1297956.11        | $1282030.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $1721.11           | $1687.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS9689 | 2032-05-01      | 3.0000%  |  | $105.14            | $102.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8652 | 2032-04-01      | 3.5000%  |  | $5228.72           | $5197.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8670 | 2032-09-01      | 3.5000%  |  | $1119.93           | $1112.77           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8598 | 2031-02-01      | 3.0000%  |  | $281.40            | $276.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8447 | 2026-10-01      | 3.0000%  |  | $8668.04           | $8627.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTZS8890 | 2026-02-01      | 5.0000%  |  | $25.98             | $26.05             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7660 | 2032-02-01      | 3.0000%  |  | $11616.74          | $11397.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS6818 | 2027-04-01      | 3.0000%  |  | $17265.05          | $17147.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS6771 | 2026-12-01      | 3.5000%  |  | $9929.83           | $9918.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 GO254071 | 2030-12-01      | 8.0000%  |  | $601.54            | $605.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL253950 | 2031-09-01      | 7.0000%  |  | $1833.22           | $1929.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL253959 | 2031-08-01      | 8.5000%  |  | $386.63            | $395.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL253642 | 2031-02-01      | 7.0000%  |  | $2830.93           | $2979.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 K2253553 | 2030-10-01      | 8.0000%  |  | $1972.32           | $2038.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL253517 | 2030-11-01      | 8.5000%  |  | $553.63            | $584.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL253438 | 2030-09-01      | 8.5000%  |  | $172.93            | $180.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL253395 | 2030-07-01      | 8.5000%  |  | $1356.21           | $1436.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL253266 | 2030-05-01      | 8.0000%  |  | $23.89             | $25.02             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL253182 | 2030-04-01      | 7.0000%  |  | $1.85              | $1.94              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL253872 | 2031-05-01      | 8.5000%  |  | $126.62            | $129.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CL253796 | 2031-05-01      | 7.5000%  |  | $18.09             | $18.51             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL252805 | 2029-10-01      | 7.0000%  |  | $675.20            | $710.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL252498 | 2029-06-01      | 7.0000%  |  | $5.66              | $5.95              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 GL252409 | 2029-03-01      | 6.5000%  |  | $669.59            | $684.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 GL252284 | 2029-01-01      | 6.5000%  |  | $448.83            | $457.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 GL252285 | 2028-12-01      | 7.0000%  |  | $3466.31           | $3538.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS4736 | 2047-09-01      | 4.0000%  |  | $11683.56          | $11401.35          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4672 | 2046-08-01      | 3.5000%  |  | $25554.66          | $24443.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4581 | 2044-09-01      | 3.5000%  |  | $20377.54          | $19473.33          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLZS4257 | 2036-09-01      | 6.5000%  |  | $8532.32           | $9034.41           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZS4055 | 2031-07-01      | 4.5000%  |  | $6892.63           | $6932.60           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS3059 | 2038-12-01      | 5.5000%  |  | $8934.65           | $9330.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS1909 | 2038-02-01      | 5.5000%  |  | $21279.07          | $22248.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZS2680 | 2039-05-01      | 4.5000%  |  | $11715.16          | $11912.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS1651 | 2037-09-01      | 5.5000%  |  | $5169.30           | $5417.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS0830 | 2035-01-01      | 5.5000%  |  | $18820.94          | $19470.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZA7009 | 2049-05-01      | 4.5000%  |  | $1969.47           | $1961.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  |  | $13114.52          | $13116.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZA5889 | 2048-11-01      | 4.0000%  |  | $8933.58           | $8708.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA4803 | 2047-02-01      | 3.5000%  |  | $21160.95          | $20098.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAL7800 | 2030-11-01      | 2.5000%  |  | $624.07            | $608.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1567 | 2049-08-01      | 3.5000%  |  | $2108.16           | $1979.80           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 09.000 CLZS1867 | 2031-04-01      | 9.0000%  |  | $18244.26          | $18755.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  |  | $4219.77           | $3780.61           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 3LZL0733 | 2036-01-01      | 4.5000%  |  | $5190.09           | $5251.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBT0101 | 2036-05-01      | 2.0000%  |  | $17138.08          | $15955.73          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q36302 G | 2045-09-01      | 3.5000%  |  | $18863.73          | $18014.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  |  | $3060861.40        | $2829659.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4771 | 2048-06-01      | 3.5000%  |  | $10585.54          | $9980.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5447 | 2052-09-01      | 2.5000%  |  | $1718.07           | $1479.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $2376.19           | $2393.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  |  | $1768.56           | $1720.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8335 | 2053-04-01      | 3.0000%  |  | $83353.88          | $74491.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5407 | 2039-06-01      | 6.0000%  |  | $34696.46          | $36103.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  |  | $2150.00           | $2093.75           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQA2780 | 2049-09-01      | 5.0000%  |  | $9257.77           | $9392.83           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08619 G | 2044-12-01      | 3.0000%  |  | $5616.34           | $5218.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $22603.10          | $21001.78          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD2987 | 2053-03-01      | 3.5000%  |  | $9248.66           | $8593.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $73741.98          | $76031.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  |  | $578606.79         | $517893.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7799 | 2050-11-01      | 2.0000%  |  | $5262.32           | $4335.19           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $3054.94           | $2751.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4809 | 2052-10-01      | 4.0000%  |  | $4929538.04        | $4747490.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLZJ6315 | 2032-08-01      | 6.5000%  |  | $290.60            | $302.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $1771.86           | $1781.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8196 | 2037-12-01      | 3.5000%  |  | $3795.23           | $3703.33           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G07925 G | 2045-02-01      | 4.0000%  |  | $18973.12          | $18741.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  |  | $4723.35           | $4412.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0100 | 2034-10-01      | 2.5000%  |  | $1735.87           | $1663.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH9277 | 2048-02-01      | 3.5000%  |  | $322.96            | $305.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $8897.42           | $8278.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL6206 | 2028-06-01      | 3.5000%  |  | $820.52            | $817.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $1647.10           | $1474.83           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8381 | 2053-12-01      | 4.5000%  |  | $893071.58         | $879992.54         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  |  | $15144.64          | $14486.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $28571.79          | $26251.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ7833 | 2030-08-01      | 3.0000%  |  | $10115.97          | $9888.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM5594 | 2033-01-01      | 2.5000%  |  | $1424.00           | $1382.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM1007 | 2034-05-01      | 4.0000%  |  | $489.96            | $492.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3PZA3246 | 2047-10-01      | 3.0000%  |  | $27561.73          | $24731.60          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2505 | 2038-05-01      | 3.5000%  |  | $3301.28           | $3210.67           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2493 | 2038-02-01      | 3.0000%  |  | $15008.59          | $14300.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL251568 | 2028-03-01      | 6.5000%  |  | $1.02              | $1.06              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 GL252033 | 2028-09-01      | 6.5000%  |  | $691.05            | $705.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL190404 | 2040-05-01      | 4.5000%  |  | $1382.45           | $1404.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4145 | 2040-09-01      | 4.5000%  |  | $1422050.84        | $1428329.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $3572.60           | $3222.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA5939 | 2035-06-01      | 2.0000%  |  | $124083.72         | $116883.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA5477 | 2035-03-01      | 3.5000%  |  | $896.00            | $880.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA5476 | 2035-03-01      | 3.5000%  |  | $4239.52           | $4164.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  |  | $754.60            | $707.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $9868.82           | $8971.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3971 | 2049-08-01      | 3.5000%  |  | $3968372.23        | $3737456.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  |  | $1562.32           | $1559.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  |  | $1730.54           | $1687.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2327 | 2048-09-01      | 4.0000%  |  | $5071.22           | $4973.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  |  | $485.04            | $463.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA0251 | 2032-08-01      | 3.5000%  |  | $1212.64           | $1205.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD5892 | 2052-02-01      | 2.0000%  |  | $19269.99          | $15806.94          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  |  | $193534.62         | $198383.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5781 | 2054-07-01      | 6.0000%  |  | $900636.47         | $937918.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD5580 | 2052-10-01      | 4.0000%  |  | $2742.23           | $2637.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  |  | $259.27            | $259.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL9259 | 2031-08-01      | 3.5000%  |  | $837.64            | $833.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL7504 | 2030-11-01      | 3.5000%  |  | $693.04            | $689.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL7205 | 2029-12-01      | 3.5000%  |  | $2824.76           | $2810.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO3738 | 2040-06-01      | 4.5000%  |  | $954637.09         | $961350.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO3023 | 2040-01-01      | 4.5000%  |  | $442066.02         | $443813.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO0932 | 2037-10-01      | 4.5000%  |  | $22596.75          | $22810.99          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI9732 | 2054-07-01      | 5.5000%  |  | $1811887.71        | $1844356.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI9503 | 2054-07-01      | 7.0000%  |  | $276711.80         | $292867.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI9099 | 2054-06-01      | 6.5000%  |  | $488582.08         | $510070.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI9816 | 2054-07-01      | 6.5000%  |  | $11059459.38       | $11654159.69       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI9800 | 2054-06-01      | 5.5000%  |  | $908272.31         | $924589.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8811 | 2054-06-01      | 6.0000%  |  | $352669.62         | $363227.49         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q34582 G | 2045-07-01      | 4.0000%  |  | $14540.26          | $14213.97          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC Q32110 G | 2045-03-01      | 3.0000%  |  | $10067.78          | $9325.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  |  | $78689.09          | $77956.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  |  | $13959.18          | $13440.73          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3KSE4017 | 2028-09-01      | 2.5000%  |  | $22562.21          | $22095.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD7089 | 2052-02-01      | 3.5000%  |  | $18856.71          | $17642.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2374 | 2048-09-01      | 4.0000%  |  | $2962.18           | $2889.24           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL0917 | 2054-05-01      | 4.5000%  |  | $15031960.37       | $14895740.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $25863.31          | $25070.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $1521.64           | $1556.51           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB1535 | 2040-06-01      | 5.5000%  |  | $6119.88           | $6295.75           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18557 G | 2030-06-01      | 3.0000%  |  | $10493.25          | $10346.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD2075 | 2052-02-01      | 2.0000%  |  | $20348.80          | $16799.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL2771 | 2055-04-01      | 6.5000%  |  | $32423212.76       | $34272892.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9426 | 2054-10-01      | 5.0000%  |  | $197391.90         | $197946.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFS4803 | 2038-06-01      | 4.5000%  |  | $4506.25           | $4529.57           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  |  | $6172.15           | $5892.95           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8263 | 2052-11-01      | 3.0000%  |  | $107566.00         | $96216.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS4169 | 2044-12-01      | 4.0000%  |  | $187.97            | $183.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  |  | $3675.39           | $3291.63           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI9699 | 2054-07-01      | 6.5000%  |  | $296213.22         | $312619.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $273.98            | $258.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS1377 | 2034-11-01      | 3.5000%  |  | $115.83            | $115.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  |  | $8200.68           | $7697.01           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $4258.58           | $3960.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $40797.88          | $35670.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $5184.49           | $4269.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  |  | $8638.36           | $8114.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  |  | $9028.79           | $8800.99           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  |  | $23340.42          | $22254.97          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  |  | $13362.54          | $11962.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX3195 | 2044-09-01      | 4.0000%  |  | $1805.08           | $1765.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA2161 | 2030-01-01      | 3.5000%  |  | $809.07            | $803.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ6448 | 2054-08-01      | 7.0000%  |  | $1191450.25        | $1264766.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  |  | $595.69            | $607.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD2067 | 2052-08-01      | 4.0000%  |  | $11857.16          | $11419.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0458 | 2042-08-01      | 4.0000%  |  | $13799.95          | $13588.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM9088 | 2035-06-01      | 3.5000%  |  | $835.69            | $827.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $4546.15           | $4531.80           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD0226 | 2051-10-01      | 3.0000%  |  | $18665.11          | $16815.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI9204 | 2054-06-01      | 6.5000%  |  | $1004284.73        | $1063463.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLZS2655 | 2039-01-01      | 6.5000%  |  | $4981.46           | $5211.66           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  |  | $252242785.28      | $259598184.90      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $39127.37          | $36683.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTAL8083 | 2029-03-01      | 6.0000%  |  | $4484.33           | $4608.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL8081 | 2031-02-01      | 3.5000%  |  | $156.35            | $155.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAL7969 | 2031-02-01      | 3.0000%  |  | $99038.99          | $97538.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAL6970 | 2035-07-01      | 3.5000%  |  | $1221.83           | $1190.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  |  | $95.31             | $95.20             | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC A97040 G | 2041-02-01      | 4.0000%  |  | $9616.53           | $9511.89           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A94898 G | 2040-11-01      | 4.5000%  |  | $6053.42           | $6152.72           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC A94779 G | 2040-11-01      | 4.0000%  |  | $11117.71          | $11035.65          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC A94713 G | 2040-11-01      | 4.0000%  |  | $11771.96          | $11647.48          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC A93463 G | 2040-08-01      | 5.0000%  |  | $7882.28           | $8166.04           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A89385 G | 2039-10-01      | 4.5000%  |  | $987.16            | $1004.97           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A88472 G | 2039-09-01      | 4.5000%  |  | $8912.13           | $9072.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  |  | $2406.21           | $2313.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8459 | 2052-04-01      | 3.0000%  |  | $2423.96           | $2169.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  |  | $16865.58          | $15670.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  |  | $22682.57          | $22408.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBV7970 | 2037-08-01      | 3.0000%  |  | $20948.13          | $20215.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV3787 | 2052-03-01      | 3.5000%  |  | $4865.31           | $4526.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  |  | $6736.34           | $6022.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT8676 | 2051-09-01      | 2.5000%  |  | $8861.58           | $7629.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  |  | $213544.10         | $175239.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ6556 | 2051-09-01      | 3.0000%  |  | $288683.89         | $258379.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  |  | $9778.56           | $9489.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO6225 | 2049-12-01      | 3.0000%  |  | $1533.48           | $1388.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $1929.68           | $1812.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  |  | $1157.33           | $1125.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBN4811 | 2034-02-01      | 3.5000%  |  | $12560.14          | $12488.42          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q25332 G | 2044-03-01      | 4.5000%  |  | $9836.32           | $9953.22           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q24368 G | 2044-01-01      | 3.5000%  |  | $21086.50          | $20224.51          | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC V60905 G | 2030-07-01      | 2.5000%  |  | $7139.94           | $6959.76           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC V60840 G | 2030-06-01      | 3.0000%  |  | $11260.95          | $11114.07          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q19236 G | 2043-06-01      | 4.0000%  |  | $13702.77          | $13521.05          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G31106 G | 2031-09-01      | 5.0000%  |  | $493.59            | $499.76            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G31077 G | 2031-09-01      | 5.0000%  |  | $319.28            | $322.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $2613.27           | $2577.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8338 | 2053-06-01      | 4.0000%  |  | $5880.89           | $5641.83           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  |  | $1358991.79        | $1402870.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $7868931.54        | $8028946.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  |  | $1698.30           | $1676.06           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8304 | 2053-03-01      | 3.5000%  |  | $6099.24           | $5667.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  |  | $1973649.53        | $2012560.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $584058.95         | $596338.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  |  | $11970.75          | $10701.14          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G06507 G | 2041-02-01      | 4.0000%  |  | $13381.51          | $13238.59          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G06025 G | 2040-09-01      | 4.5000%  |  | $19640.59          | $19946.67          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G05205 G | 2039-01-01      | 5.0000%  |  | $17710.04          | $18346.89          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G03819 G | 2038-01-01      | 6.0000%  |  | $12719.31          | $13501.55          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G03781 G | 2038-01-01      | 6.0000%  |  | $7792.16           | $8273.56           | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G03204 G | 2035-11-01      | 5.5000%  |  | $9317.04           | $9774.46           | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G02023 G | 2035-06-01      | 5.5000%  |  | $6238.92           | $6359.24           | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G01976 G | 2033-12-01      | 6.0000%  |  | $10378.42          | $10864.60          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G01820 G | 2035-06-01      | 5.5000%  |  | $8306.25           | $8703.50           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7260 | 2052-08-01      | 4.0000%  |  | $26358273.91       | $25398490.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD1154 | 2055-02-01      | 5.0000%  |  | $2972.49           | $3003.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5790 | 2055-08-01      | 4.5000%  |  | $11611441.42       | $11419771.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4232 | 2040-10-01      | 4.5000%  |  | $2036680.45        | $2047242.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  |  | $27791283.26       | $28945538.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  |  | $9082.12           | $8194.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3TZN0047 | 2032-11-01      | 4.0000%  |  | $7169.25           | $7120.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9972 | 2047-07-01      | 4.0000%  |  | $2011.31           | $1963.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1389 | 2052-07-01      | 3.0000%  |  | $4761.80           | $4261.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF1541 | 2055-11-01      | 6.0000%  |  | $1687289.71        | $1746120.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLMA5606 | 2055-01-01      | 7.5000%  |  | $33729.60          | $35958.38          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4978 | 2055-06-01      | 6.0000%  |  | $13626.65          | $14024.38          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL2778 | 2055-09-01      | 6.5000%  |  | $47969789.04       | $50402624.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4118 | 2050-08-01      | 4.5000%  |  | $1266.78           | $1253.67           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSL0414 | 2052-03-01      | 2.0000%  |  | $11576028.47       | $9660253.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CICC0492 | 2040-05-01      | 6.5000%  |  | $5721584.08        | $5998205.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC8769 | 2055-01-01      | 5.0000%  |  | $3052.99           | $3092.77           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8503 | 2055-02-01      | 4.0000%  |  | $12486.28          | $11954.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIQO3499 | 2040-04-01      | 5.5000%  |  | $246145.72         | $254437.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA2713 | 2027-04-01      | 3.0000%  |  | $5255.73           | $5225.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  |  | $4847.37           | $4876.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ5151 | 2055-08-01      | 6.5000%  |  | $61225.45          | $63734.17          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  |  | $20426717.61       | $20778669.96       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  |  | $7584.96           | $7995.80           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8588 | 2030-11-01      | 3.0000%  |  | $12817.70          | $12608.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2240 | 2055-07-01      | 6.5000%  |  | $1453138.24        | $1513366.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4817 | 2055-09-01      | 5.5000%  |  | $113600614.09      | $116402459.63      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  |  | $2887.34           | $2764.28           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1511 | 2053-11-01      | 6.0000%  |  | $46040104.56       | $47544833.30       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM0901 | 2046-03-01      | 3.5000%  |  | $12293.65          | $11715.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CNRD5261 | 2035-09-01      | 5.5000%  |  | $1426123.50        | $1469671.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ0851 | 2055-08-01      | 5.0000%  |  | $8804.70           | $8854.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1846 | 2055-10-01      | 5.5000%  |  | $5229240.12        | $5342636.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSL1513 | 2052-12-01      | 4.0000%  |  | $14387236.21       | $13975602.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  |  | $1260.82           | $1154.97           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL2090 | 2047-12-01      | 3.5000%  |  | $46850359.97       | $43952946.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  |  | $42281284.00       | $42397895.78       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $7423212.94        | $7551300.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  |  | $159314.66         | $163867.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ9480 | 2048-03-01      | 4.5000%  |  | $5632.50           | $5642.44           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  |  | $2061.32           | $2016.99           | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC C03545 G | 2040-08-01      | 5.0000%  |  | $6785.60           | $7029.81           | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC C02556 G | 2036-06-01      | 7.0000%  |  | $14050.28          | $14800.08          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC C02551 G | 2036-06-01      | 6.0000%  |  | $6692.63           | $7084.13           | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC C01649 G | 2033-10-01      | 5.5000%  |  | $18041.88          | $18642.37          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A82880 G | 2038-11-01      | 5.5000%  |  | $7725.56           | $8084.07           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC J17848 G | 2027-01-01      | 3.0000%  |  | $22154.81          | $22030.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  |  | $2560.52           | $2552.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL0921 | 2051-05-01      | 3.5000%  |  | $25248794.99       | $23735558.96       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSL1696 | 2052-01-01      | 2.0000%  |  | $8256239.29        | $6827645.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0447 | 2054-07-01      | 6.0000%  |  | $29485111.04       | $30379777.77       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0041 | 2054-03-01      | 6.0000%  |  | $6371187.92        | $6637815.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7875 | 2055-10-01      | 5.5000%  |  | $1440673.00        | $1481814.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7436 | 2055-11-01      | 5.5000%  |  | $5788127.19        | $5925085.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ7429 | 2055-11-01      | 6.0000%  |  | $11933.69          | $12313.35          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ6120 | 2055-10-01      | 5.5000%  |  | $9606.30           | $9853.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX8354 | 2055-03-01      | 5.0000%  |  | $8431.19           | $8457.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAE0725 | 2041-01-01      | 4.5000%  |  | $18962.38          | $19226.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIMA5895 | 2040-09-01      | 6.5000%  |  | $995284.20         | $1044288.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5890 | 2045-11-01      | 5.0000%  |  | $591216.81         | $599073.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5885 | 2040-11-01      | 4.5000%  |  | $5367023.24        | $5388239.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5908 | 2055-12-01      | 4.5000%  |  | $23401400.00       | $23015089.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CTMA5869 | 2045-08-01      | 7.0000%  |  | $140852.80         | $148785.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5859 | 2040-10-01      | 4.5000%  |  | $1897976.02        | $1905478.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5851 | 2055-10-01      | 4.5000%  |  | $108835413.19      | $107038867.02      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5794 | 2055-08-01      | 6.5000%  |  | $4583.21           | $4773.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $53743842.31       | $55272854.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  |  | $1765.38           | $1815.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  |  | $22930286.92       | $23582653.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  |  | $11731.55          | $10900.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5747 | 2040-06-01      | 6.0000%  |  | $7945.72           | $8268.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  |  | $20984.24          | $21317.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5706 | 2045-05-01      | 5.5000%  |  | $3270929.00        | $3346372.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $7602038.79        | $7818316.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  |  | $1726.01           | $1774.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $224892812.51      | $231291013.02      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $107742379.56      | $110807542.52      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  |  | $24564.06          | $24158.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  |  | $4827.84           | $4485.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  |  | $1790915.50        | $1714586.68        | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G01810 G | 2035-05-01      | 5.5000%  |  | $7954.56           | $8341.58           | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC A51843 G | 2036-08-01      | 7.0000%  |  | $7170.01           | $7552.41           | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC D97105 G | 2026-11-01      | 6.5000%  |  | $10343.29          | $10448.43          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G30485 G | 2029-08-01      | 5.0000%  |  | $2983.78           | $3008.36           | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G30333 G | 2027-03-01      | 5.0000%  |  | $47.52             | $47.75             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC P50521 G | 2035-12-01      | 5.5000%  |  | $5494.88           | $5482.71           | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC T45017 G | 2027-10-01      | 2.5000%  |  | $24213.25          | $23932.16          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC T30182 G | 2037-08-01      | 5.5000%  |  | $60829.89          | $63568.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  |  | $249629.33         | $253930.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1945 | 2055-02-01      | 5.5000%  |  | $39802.38          | $40502.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD0628 | 2055-08-01      | 4.5000%  |  | $301294.89         | $296321.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1963 | 2054-09-01      | 5.5000%  |  | $63033.03          | $64118.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2615 | 2055-04-01      | 6.0000%  |  | $1982.98           | $2058.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB1267 | 2054-04-01      | 6.0000%  |  | $334502.35         | $345633.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA0017 | 2053-09-01      | 6.0000%  |  | $14162.55          | $14591.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL832244 | 2035-08-01      | 5.0000%  |  | $1911.10           | $1974.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CT831587 | 2026-07-01      | 6.5000%  |  | $71.20             | $74.01             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL776591 | 2034-04-01      | 5.0000%  |  | $1.51              | $1.56              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL772646 | 2034-03-01      | 5.5000%  |  | $23589.06          | $24037.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL725704 | 2034-08-01      | 6.0000%  |  | $741.79            | $777.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL669954 | 2033-01-01      | 6.0000%  |  | $661.93            | $680.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL647012 | 2032-06-01      | 7.0000%  |  | $41.82             | $44.01             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ6973 | 2045-11-01      | 4.0000%  |  | $193.16            | $187.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAZ0084 | 2030-06-01      | 3.5000%  |  | $517.80            | $512.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAX9700 | 2030-07-01      | 3.0000%  |  | $8163.65           | $8021.11           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  |  | $2405.51           | $2423.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $572030.40         | $564951.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  |  | $3350.10           | $2996.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $7230309.46        | $6961045.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $9095.89           | $8141.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  |  | $41134277.15       | $40659299.65       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8259 | 2052-10-01      | 5.5000%  |  | $1479.75           | $1511.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $9024.35           | $8680.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  |  | $104487.11         | $100617.75         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G30988 G | 2034-10-01      | 4.5000%  |  | $5895.58           | $5970.83           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC Q14935 G | 2043-01-01      | 3.0000%  |  | $9798.14           | $9155.95           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q11909 G | 2042-10-01      | 3.5000%  |  | $8634.88           | $8373.88           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC Q11553 G | 2042-10-01      | 3.0000%  |  | $5489.46           | $5130.78           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U90598 G | 2042-12-01      | 3.5000%  |  | $11805.86          | $11334.34          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U90608 G | 2042-12-01      | 3.5000%  |  | $8666.52           | $8277.49           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4144 | 2040-09-01      | 4.5000%  |  | $1045137.17        | $1050040.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  |  | $2755.62           | $2641.61           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS2993 | 2040-01-01      | 5.5000%  |  | $23365.23          | $24422.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5746 | 2040-06-01      | 5.5000%  |  | $4472.94           | $4598.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0573 | 2055-01-01      | 5.0000%  |  | $4026127.27        | $4092163.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZI3165 | 2032-07-01      | 7.0000%  |  | $6583.24           | $6927.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL6720 | 2034-06-01      | 4.0000%  |  | $2044.03           | $2039.01           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  |  | $4482.30           | $3690.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA5036 | 2053-04-01      | 3.0000%  |  | $4368.24           | $3903.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  |  | $9990.14           | $9174.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5820 | 2055-09-01      | 4.5000%  |  | $23379927.40       | $22993994.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $520295.12         | $529259.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2601 | 2055-04-01      | 6.5000%  |  | $1988.84           | $2086.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  |  | $57318148.81       | $60126451.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  |  | $9173.38           | $9331.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSL1035 | 2054-07-01      | 4.0000%  |  | $8751.29           | $8378.35           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2087 | 2055-06-01      | 5.5000%  |  | $110311.78         | $113017.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4043 | 2055-08-01      | 6.0000%  |  | $974677.74         | $1009196.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CTSC0792 | 2045-09-01      | 6.0000%  |  | $12801352.00       | $13258859.52       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF3201 | 2055-11-01      | 5.0000%  |  | $1257993.00        | $1277226.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3115 | 2055-09-01      | 6.0000%  |  | $20417959.34       | $21294318.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3675 | 2055-11-01      | 6.0000%  |  | $87051158.00       | $89607502.31       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ7426 | 2055-11-01      | 5.0000%  |  | $2251796.35        | $2262030.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3122 | 2054-08-01      | 6.0000%  |  | $34056355.58       | $35617532.97       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7086 | 2053-10-01      | 5.5000%  |  | $15464355.83       | $15943967.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  |  | $19198.18          | $17838.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  |  | $2001.45           | $2082.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  |  | $4011.67           | $4078.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $7065.99           | $7189.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  |  | $4709.95           | $4846.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7229 | 2053-10-01      | 5.5000%  |  | $1653.42           | $1686.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  |  | $17031.73          | $17162.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6348 | 2053-05-01      | 4.5000%  |  | $1710.65           | $1688.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB7083 | 2053-09-01      | 4.5000%  |  | $29314410.30       | $28866925.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB6012 | 2053-04-01      | 4.0000%  |  | $310978.13         | $298849.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  |  | $37838.03          | $38196.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  |  | $11299.85          | $10861.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4959 | 2052-10-01      | 4.5000%  |  | $3171.50           | $3132.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM5849 | 2050-12-01      | 2.0000%  |  | $1015133.85        | $830470.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  |  | $11498.30          | $11131.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $15116.34          | $14604.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6270 | 2051-03-01      | 2.0000%  |  | $665010.57         | $557312.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3119 | 2055-09-01      | 6.0000%  |  | $48933404.43       | $50702298.07       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3117 | 2055-09-01      | 6.0000%  |  | $44853745.65       | $46624661.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  |  | $1508.27           | $1415.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4579 | 2050-10-01      | 2.5000%  |  | $104416.06         | $90130.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9783 | 2054-11-01      | 5.5000%  |  | $14263.43          | $14689.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  |  | $2725.10           | $2236.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  |  | $3090.92           | $3200.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8068 | 2054-05-01      | 5.5000%  |  | $43252.75          | $44085.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  |  | $2631.02           | $2354.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  |  | $1740.99           | $1558.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $45475.67          | $40687.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6598 | 2052-08-01      | 3.5000%  |  | $1712.54           | $1592.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $1665.86           | $1660.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTFS5700 | 2042-07-01      | 4.0000%  |  | $4290.12           | $4272.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  |  | $3723.97           | $3853.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS6240 | 2052-04-01      | 3.0000%  |  | $252111.88         | $228168.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  |  | $2587.20           | $2311.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  |  | $362615.10         | $342751.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  |  | $65338.32          | $69251.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3826 | 2052-01-01      | 3.0000%  |  | $2344.21           | $2096.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4512 | 2050-04-01      | 3.5000%  |  | $6744.90           | $6391.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4324 | 2050-07-01      | 3.5000%  |  | $15710.15          | $14733.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4317 | 2050-09-01      | 3.0000%  |  | $26107.57          | $23596.03          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  |  | $19331.31          | $18463.63          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q08239 G | 2042-05-01      | 3.5000%  |  | $6952.57           | $6692.16           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q04441 G | 2041-11-01      | 4.0000%  |  | $12681.96          | $12533.45          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC U79018 G | 2028-07-01      | 3.0000%  |  | $5970.90           | $5916.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5485 | 2049-02-01      | 3.5000%  |  | $5158.34           | $4832.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTBM5440 | 2038-11-01      | 4.5000%  |  | $476.72            | $483.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM5108 | 2033-02-01      | 3.0000%  |  | $4359.61           | $4274.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM5279 | 2033-12-01      | 4.0000%  |  | $1106.28           | $1112.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBM3403 | 2030-02-01      | 2.5000%  |  | $807.20            | $793.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBM3257 | 2032-11-01      | 3.5000%  |  | $3882.13           | $3854.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBM1036 | 2032-02-01      | 2.5000%  |  | $1506.63           | $1462.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  |  | $683.16            | $666.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK4284 | 2048-09-01      | 4.5000%  |  | $3926.57           | $3916.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBK0677 | 2050-02-01      | 3.0000%  |  | $3953.42           | $3575.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  |  | $313.08            | $305.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  |  | $2578.50           | $2434.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ1999 | 2047-10-01      | 3.5000%  |  | $2096.48           | $2000.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBE7150 | 2032-02-01      | 3.5000%  |  | $293.19            | $291.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBE3667 | 2047-06-01      | 3.5000%  |  | $936.09            | $888.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  |  | $1836.20           | $1837.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  |  | $2035.66           | $2021.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  |  | $2313.18           | $1904.16           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8196 | 2052-02-01      | 3.5000%  |  | $669717.84         | $624929.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $5079.73           | $4735.28           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  |  | $13176.03          | $11366.50          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8134 | 2051-03-01      | 2.0000%  |  | $293401.33         | $241662.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRAR4217 | 2043-01-01      | 3.0000%  |  | $486.30            | $453.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAO7976 | 2027-06-01      | 3.0000%  |  | $146.37            | $145.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO3048 | 2042-06-01      | 3.5000%  |  | $4817.07           | $4625.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO2881 | 2042-05-01      | 3.5000%  |  | $4833.86           | $4662.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL8272 | 2031-03-01      | 3.5000%  |  | $533.56            | $530.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL8238 | 2030-08-01      | 3.5000%  |  | $2572.17           | $2558.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $1778.77           | $1696.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL9578 | 2045-06-01      | 4.0000%  |  | $3062.50           | $3021.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL9501 | 2045-11-01      | 4.5000%  |  | $14305.30          | $14387.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS9490 | 2047-04-01      | 4.5000%  |  | $570.13            | $570.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  |  | $937.03            | $940.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7796 | 2046-08-01      | 3.0000%  |  | $1672.22           | $1535.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7538 | 2046-07-01      | 3.0000%  |  | $531.74            | $488.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAS6709 | 2036-02-01      | 3.5000%  |  | $733.43            | $718.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  |  | $26985.19          | $26229.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTFM3350 | 2040-04-01      | 3.5000%  |  | $2605.19           | $2530.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  |  | $1407.21           | $1392.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3278 | 2048-11-01      | 3.5000%  |  | $789.44            | $746.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  |  | $3512.67           | $3267.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  |  | $2300.81           | $2250.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  |  | $12274.73          | $11419.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  |  | $1866.27           | $1531.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2896 | 2052-02-01      | 3.0000%  |  | $219152.68         | $195808.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3516 | 2052-05-01      | 3.0000%  |  | $509732.63         | $456414.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  |  | $1597.76           | $1430.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  |  | $35016.77          | $30256.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  |  | $2386.68           | $2049.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  |  | $5742.56           | $4928.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1808 | 2051-10-01      | 2.5000%  |  | $17334.82          | $15077.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2666 | 2052-01-01      | 3.0000%  |  | $392581.83         | $350881.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  |  | $130109.73         | $111844.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1027 | 2051-07-01      | 2.5000%  |  | $31779.66          | $27288.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0988 | 2051-07-01      | 2.5000%  |  | $39000.58          | $33878.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0738 | 2051-06-01      | 3.0000%  |  | $4334.06           | $3875.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  |  | $1952.65           | $1857.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  |  | $1416.89           | $1160.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7021 | 2050-09-01      | 2.0000%  |  | $2040.05           | $1672.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  |  | $20879.50          | $19544.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  |  | $55922.05          | $53115.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $108368.84         | $96823.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  |  | $20994.01          | $19564.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS3325 | 2037-04-01      | 2.0000%  |  | $7977.76           | $7436.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $3890.96           | $3648.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  |  | $2815512.58        | $2412514.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS3208 | 2052-05-01      | 2.0000%  |  | $2547.35           | $2088.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3116 | 2052-11-01      | 5.0000%  |  | $9219.25           | $9374.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  |  | $721721.41         | $617526.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS3489 | 2037-01-01      | 2.0000%  |  | $4755.65           | $4418.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  |  | $3167.79           | $2724.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM2995 | 2027-01-01      | 4.5000%  |  | $13.50             | $13.55             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $1018.54           | $930.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM2547 | 2035-02-01      | 3.0000%  |  | $786.73            | $766.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1886 | 2049-06-01      | 3.5000%  |  | $3838.98           | $3612.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM1649 | 2030-07-01      | 3.0000%  |  | $1721.12           | $1701.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS6675 | 2046-02-01      | 4.0000%  |  | $962.30            | $939.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6520 | 2046-01-01      | 3.5000%  |  | $872.36            | $830.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS6431 | 2031-01-01      | 2.5000%  |  | $1125.46           | $1094.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6408 | 2046-01-01      | 3.5000%  |  | $2875.82           | $2738.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS6406 | 2045-12-01      | 4.0000%  |  | $697.89            | $681.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS5942 | 2045-10-01      | 4.0000%  |  | $2038.11           | $1990.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  |  | $3274.35           | $3123.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  |  | $11219.94          | $10703.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  |  | $5264.12           | $5026.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  |  | $23505.91          | $23725.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAS4198 | 2029-12-01      | 3.5000%  |  | $487.89            | $485.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1936 | 2052-06-01      | 3.5000%  |  | $1193470.94        | $1114815.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  |  | $4523.97           | $4288.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB0546 | 2036-01-01      | 2.0000%  |  | $624362.18         | $583696.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  |  | $1727.88           | $1676.06           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0355 | 2035-06-01      | 3.5000%  |  | $847.71            | $831.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  |  | $1074.49           | $1065.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0233 | 2033-04-01      | 3.0000%  |  | $5886.97           | $5784.30           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  |  | $1799.97           | $1752.32           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT1953 | 2049-05-01      | 4.5000%  |  | $2582.92           | $2579.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZT1871 | 2034-04-01      | 3.0000%  |  | $9288.39           | $9085.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL491672 | 2029-03-01      | 6.5000%  |  | $197.23            | $205.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL323979 | 2029-04-01      | 6.5000%  |  | $957.37            | $995.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  |  | $1453.49           | $1505.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL255898 | 2035-10-01      | 5.0000%  |  | $107.18            | $110.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL254312 | 2032-05-01      | 7.0000%  |  | $11.88             | $12.50             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 K2254107 | 2031-11-01      | 7.0000%  |  | $912.08            | $924.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIZT1800 | 2034-03-01      | 4.0000%  |  | $71190.46          | $71611.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1799 | 2034-03-01      | 3.5000%  |  | $20211.75          | $20053.09          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0085 | 2047-06-01      | 4.5000%  |  | $11615.60          | $11634.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3TZT0900 | 2032-09-01      | 3.5000%  |  | $18484.84          | $18261.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTZS9040 | 2031-11-01      | 5.0000%  |  | $13462.58          | $13599.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTZS8807 | 2026-08-01      | 5.0000%  |  | $3014.51           | $3022.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8716 | 2033-09-01      | 3.5000%  |  | $574.74            | $570.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8691 | 2033-03-01      | 3.5000%  |  | $201.50            | $200.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8705 | 2033-07-01      | 3.5000%  |  | $587.77            | $583.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  |  | $29119.53          | $29965.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM3481 | 2047-06-01      | 3.5000%  |  | $18264.99          | $17342.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD4958 | 2052-06-01      | 2.0000%  |  | $1548532.60        | $1273897.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD4556 | 2054-01-01      | 4.0000%  |  | $1734.02           | $1668.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  |  | $4233.88           | $4130.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  |  | $413.98            | $410.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM1568 | 2046-05-01      | 4.5000%  |  | $2515.65           | $2553.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1449 | 2049-09-01      | 3.5000%  |  | $470.64            | $442.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1090 | 2049-05-01      | 4.0000%  |  | $1190.40           | $1158.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTFM1043 | 2039-06-01      | 4.5000%  |  | $3300.54           | $3358.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $8808.34           | $7996.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3329 | 2055-08-01      | 6.0000%  |  | $14273560.91       | $14949913.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1031 | 2055-02-01      | 5.0000%  |  | $83014539.49       | $83410435.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA0901 | 2052-10-01      | 2.0000%  |  | $1901.44           | $1561.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8751 | 2054-06-01      | 4.5000%  |  | $4464.82           | $4413.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  |  | $9370.44           | $8984.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3081 | 2033-04-01      | 3.0000%  |  | $1374.93           | $1350.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1977 | 2051-11-01      | 2.0000%  |  | $55460646.56       | $45657200.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1386 | 2051-10-01      | 3.0000%  |  | $42011.90          | $38070.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  |  | $993.49            | $974.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  |  | $1625.61           | $1452.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $21771.91          | $20451.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  |  | $5553.06           | $5406.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM9679 | 2046-09-01      | 4.5000%  |  | $13137.84          | $13320.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9499 | 2051-11-01      | 2.5000%  |  | $97992.12          | $85192.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  |  | $2934.62           | $2621.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9086 | 2051-10-01      | 2.5000%  |  | $15256.07          | $13072.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8601 | 2051-08-01      | 2.5000%  |  | $2308.97           | $1988.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM8521 | 2036-09-01      | 2.0000%  |  | $14164.29          | $13139.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM8544 | 2041-06-01      | 5.0000%  |  | $12608.12          | $13046.17          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC C91296 G | 2030-04-01      | 5.0000%  |  | $7214.73           | $7349.05           | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC C91028 G | 2027-02-01      | 5.0000%  |  | $5927.84           | $5952.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL6745 | 2044-08-01      | 4.0000%  |  | $3198.55           | $3145.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  |  | $148.01            | $144.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL6598 | 2030-04-01      | 3.5000%  |  | $1229.96           | $1224.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL6146 | 2030-01-01      | 3.5000%  |  | $123.20            | $122.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIAL6132 | 2029-03-01      | 4.5000%  |  | $284.57            | $285.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL5876 | 2042-01-01      | 4.5000%  |  | $1050.91           | $1068.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL5231 | 2042-09-01      | 4.5000%  |  | $2540.42           | $2579.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIAL5083 | 2029-02-01      | 4.0000%  |  | $22.15             | $22.18             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAL3803 | 2028-06-01      | 3.0000%  |  | $139.49            | $138.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAL2908 | 2027-08-01      | 3.0000%  |  | $582.45            | $579.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2120 | 2041-02-01      | 4.0000%  |  | $4505.30           | $4452.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIAL2088 | 2026-09-01      | 4.0000%  |  | $61.87             | $61.84             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4522 | 2052-06-01      | 3.5000%  |  | $8751.80           | $8141.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3414 | 2053-07-01      | 5.5000%  |  | $683633.52         | $697794.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3372 | 2053-07-01      | 5.0000%  |  | $249909.43         | $253972.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  |  | $6894.34           | $7057.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  |  | $1605.84           | $1623.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD2269 | 2052-01-01      | 3.0000%  |  | $4861.23           | $4351.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  |  | $12458.73          | $11614.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2206 | 2053-02-01      | 5.5000%  |  | $2372.61           | $2423.11           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI8003 | 2054-06-01      | 7.0000%  |  | $10439019.23       | $11052896.19       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI6910 | 2054-06-01      | 5.5000%  |  | $2868305.01        | $2920657.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQI5785 | 2054-04-01      | 7.5000%  |  | $1595299.49        | $1717585.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI5692 | 2054-05-01      | 5.5000%  |  | $851663.50         | $871431.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI4860 | 2054-04-01      | 5.5000%  |  | $1483534.93        | $1536384.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI5343 | 2054-05-01      | 5.0000%  |  | $598947.92         | $601263.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI3925 | 2054-03-01      | 6.0000%  |  | $75331.19          | $77802.12          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD3399 | 2051-12-01      | 2.5000%  |  | $25887.31          | $22202.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC0945 | 2051-04-01      | 2.5000%  |  | $588133.01         | $506867.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  |  | $10064.07          | $9021.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB8934 | 2051-02-01      | 2.5000%  |  | $23248.44          | $19923.08          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB3745 | 2050-09-01      | 2.5000%  |  | $111112.75         | $95865.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQA9393 | 2050-05-01      | 5.0000%  |  | $527175.99         | $536389.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA7267 | 2050-02-01      | 4.5000%  |  | $5558.20           | $5519.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI8383 | 2054-06-01      | 6.5000%  |  | $3923237.37        | $4097688.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8298 | 2054-06-01      | 6.0000%  |  | $2934178.04        | $3069408.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8874 | 2054-07-01      | 6.0000%  |  | $143921.81         | $148485.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI7864 | 2054-06-01      | 7.0000%  |  | $838968.76         | $898496.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  |  | $441479.92         | $397080.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1840 | 2052-06-01      | 3.0000%  |  | $383887.91         | $346389.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  |  | $21404.14          | $20700.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1454 | 2052-08-01      | 4.5000%  |  | $284206.70         | $282238.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  |  | $1009708.61        | $1017028.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0972 | 2052-04-01      | 4.0000%  |  | $559054.65         | $542761.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  |  | $4655.15           | $4333.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD0716 | 2051-07-01      | 2.0000%  |  | $25890.18          | $21686.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0490 | 2045-01-01      | 4.0000%  |  | $1784124.00        | $1762134.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0406 | 2041-12-01      | 2.0000%  |  | $3542364.00        | $3100950.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8368 | 2040-02-01      | 6.0000%  |  | $4972.04           | $5173.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8360 | 2040-01-01      | 6.0000%  |  | $5583.07           | $5813.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  |  | $43889.60          | $45670.02          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  |  | $4958.93           | $5098.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2118 | 2042-05-01      | 4.0000%  |  | $4535.52           | $4481.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIAL1953 | 2027-01-01      | 4.5000%  |  | $4.73              | $4.75              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIAL1867 | 2026-06-01      | 4.5000%  |  | $826.34            | $829.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  |  | $188.78            | $188.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL1472 | 2039-05-01      | 4.5000%  |  | $2349.88           | $2389.52           | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC C90987 G | 2026-06-01      | 5.0000%  |  | $1254.45           | $1259.04           | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC C90968 G | 2026-05-01      | 5.0000%  |  | $1192.19           | $1196.55           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC C91707 G | 2033-06-01      | 3.0000%  |  | $6162.97           | $6001.62           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G18713 G | 2033-11-01      | 3.5000%  |  | $10161.10          | $10096.72          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18582 G | 2031-01-01      | 3.0000%  |  | $5530.32           | $5440.11           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G18555 G | 2030-05-01      | 3.5000%  |  | $10600.33          | $10560.40          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C91850 G | 2035-09-01      | 4.0000%  |  | $22638.77          | $22639.68          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL2777 | 2055-09-01      | 6.5000%  |  | $29433597.43       | $30906896.15       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL2776 | 2055-09-01      | 6.5000%  |  | $32864262.05       | $34550231.56       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1836 | 2054-05-01      | 6.0000%  |  | $9703768.57        | $10074646.60       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL1621 | 2047-03-01      | 2.5000%  |  | $3038461.13        | $2675444.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL1464 | 2050-08-01      | 3.0000%  |  | $2175651.75        | $1976281.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSL1430 | 2054-08-01      | 7.0000%  |  | $5237538.59        | $5660008.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL1436 | 2047-05-01      | 3.0000%  |  | $2528196.73        | $2325910.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1083 | 2054-05-01      | 6.0000%  |  | $29246140.53       | $30257442.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $4898.27           | $4211.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  |  | $1400.95           | $1298.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4567 | 2037-03-01      | 2.0000%  |  | $27279.53          | $25277.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $170847.14         | $147289.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  |  | $21112.62          | $20212.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIMA5302 | 2039-03-01      | 6.5000%  |  | $836554.54         | $877700.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  |  | $390992.39         | $407031.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8203 | 2051-07-01      | 2.5000%  |  | $1482239.15        | $1268239.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $16826.44          | $15798.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  |  | $11144.36          | $10463.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $21038.82          | $19742.73          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL2979 | 2054-01-01      | 2.5000%  |  | $38919860.45       | $33477112.56       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8048 | 2035-06-01      | 2.0000%  |  | $61208.88          | $57062.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  |  | $3205.47           | $3142.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  |  | $219198.78         | $209835.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB1547 | 2035-07-01      | 3.0000%  |  | $137208.94         | $134171.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIAL0519 | 2026-03-01      | 4.0000%  |  | $14.52             | $14.52             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  |  | $1803.73           | $1826.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  |  | $569.71            | $577.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAK5983 | 2027-03-01      | 3.5000%  |  | $2622.63           | $2611.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8283 | 2039-02-01      | 6.0000%  |  | $1005.29           | $1046.78           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5718 | 2050-01-01      | 3.0000%  |  | $23892.67          | $21829.73          | Agency Mortgage-Backed Securities  |
| FMAC 05.625 FGPC U30297 G | 2037-03-01      | 5.6250%  |  | $13565.33          | $13798.50          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G61355 G | 2048-01-01      | 5.0000%  |  | $13876.81          | $14082.18          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLZM1824 | 2046-10-01      | 2.5000%  |  | $8222.89           | $7221.29           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL9924 | 2045-07-01      | 4.0000%  |  | $620956.86         | $606700.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL5915 | 2043-05-01      | 3.5000%  |  | $258381.89         | $247510.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL5724 | 2043-05-01      | 3.5000%  |  | $243313.61         | $233075.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5283 | 2054-02-01      | 4.0000%  |  | $3738.01           | $3580.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTFM7334 | 2040-03-01      | 4.0000%  |  | $2263.10           | $2251.31           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD5622 | 2052-02-01      | 2.5000%  |  | $27718.64          | $24122.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  |  | $156721.84         | $135051.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  |  | $10272.91          | $10435.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZS9469 | 2042-05-01      | 4.5000%  |  | $317506.62         | $322407.97         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08734 G | 2046-11-01      | 4.0000%  |  | $6180.19           | $6038.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1543 | 2048-11-01      | 3.5000%  |  | $4239.74           | $4007.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  |  | $6633.52           | $6478.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2091 | 2054-04-01      | 5.5000%  |  | $2223461.98        | $2264495.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  |  | $345.06            | $323.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL5931 | 2028-09-01      | 3.5000%  |  | $122.19            | $121.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 4UZL1047 | 2035-05-01      | 5.0000%  |  | $54655.76          | $54407.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBU1256 | 2037-03-01      | 1.5000%  |  | $25600.06          | $23128.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $27881837.25       | $28423999.57       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1719 | 2052-10-01      | 5.5000%  |  | $2248.14           | $2292.83           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC1890 | 2036-03-01      | 2.0000%  |  | $24312.49          | $22589.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8171 | 2054-06-01      | 6.0000%  |  | $462337.85         | $482902.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8390 | 2053-11-01      | 4.0000%  |  | $7236.45           | $6940.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  |  | $6091.83           | $5866.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  |  | $3673.20           | $3584.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  |  | $2229.98           | $2112.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $5520.18           | $4938.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $3614.95           | $3450.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS4488 | 2030-02-01      | 2.5000%  |  | $566.17            | $552.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4746 | 2047-12-01      | 3.0000%  |  | $23467.19          | $21463.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK8422 | 2031-12-01      | 2.5000%  |  | $20010.19          | $19412.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI4073 | 2054-04-01      | 5.5000%  |  | $895070.30         | $911561.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8346 | 2039-12-01      | 4.0000%  |  | $16331.14          | $16166.67          | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC J32491 G | 2030-07-01      | 2.5000%  |  | $5201.47           | $5064.12           | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G30826 G | 2031-07-01      | 5.0000%  |  | $16551.49          | $16755.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8369 | 2053-10-01      | 6.5000%  |  | $3018673.81        | $3147402.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAK5982 | 2027-03-01      | 3.5000%  |  | $1231.63           | $1226.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAK5980 | 2027-03-01      | 3.5000%  |  | $1426.69           | $1421.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAK5545 | 2027-03-01      | 3.5000%  |  | $99.07             | $98.63             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAJ9386 | 2026-12-01      | 3.0000%  |  | $136.15            | $135.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAJ3142 | 2041-10-01      | 4.5000%  |  | $316.36            | $320.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  |  | $2693.67           | $2731.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI3534 | 2041-06-01      | 4.5000%  |  | $942.97            | $940.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI1886 | 2041-05-01      | 4.5000%  |  | $336.56            | $341.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIAH9694 | 2026-04-01      | 4.0000%  |  | $19.98             | $19.97             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAH6500 | 2026-03-01      | 3.5000%  |  | $28.06             | $28.03             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAH5801 | 2026-02-01      | 3.5000%  |  | $88.95             | $88.90             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAH5695 | 2041-02-01      | 4.0000%  |  | $969.11            | $957.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAH5616 | 2026-02-01      | 3.5000%  |  | $1.35              | $1.35              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB1467 | 2037-02-01      | 1.5000%  |  | $54959695.34       | $49794143.50       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB1456 | 2040-01-01      | 5.5000%  |  | $7962.22           | $8190.60           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0954 | 2035-06-01      | 3.5000%  |  | $53583.64          | $53062.86          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  |  | $3248552.19        | $3077850.52        | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  |  | $6043.77           | $5556.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  |  | $589.63            | $556.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $4458.47           | $4477.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  |  | $466212.30         | $479474.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4229 | 2036-01-01      | 2.0000%  |  | $578248.00         | $538377.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4195 | 2050-10-01      | 4.5000%  |  | $1043.58           | $1034.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  |  | $943.30            | $814.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  |  | $3769.10           | $3644.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  |  | $3913.01           | $3535.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  |  | $1582.24           | $1428.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  |  | $1941.42           | $1754.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  |  | $1413.65           | $1220.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  |  | $3254.82           | $2928.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  |  | $3044.77           | $2746.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  |  | $3561.08           | $3333.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  |  | $2322.80           | $2100.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  |  | $4709.05           | $4420.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  |  | $12983.69          | $11750.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  |  | $3996.64           | $3884.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $9695.04           | $9104.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  |  | $1335.38           | $1254.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  |  | $581.24            | $579.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  |  | $1979.09           | $1924.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $2188.99           | $1984.54           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  |  | $3329.64           | $3248.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  |  | $427.23            | $418.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS9270 | 2051-09-01      | 4.5000%  |  | $4116.74           | $4117.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  |  | $5663.75           | $5371.16           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE8533 | 2052-07-01      | 4.0000%  |  | $7406.82           | $7127.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  |  | $8531.55           | $8167.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV2451 | 2052-06-01      | 3.0000%  |  | $2554.95           | $2285.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  |  | $673.24            | $676.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  |  | $17432.31          | $16374.57          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC J32181 G | 2030-07-01      | 3.0000%  |  | $16035.30          | $15789.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1478 | 2054-08-01      | 6.0000%  |  | $513198.28         | $529398.93         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G30892 G | 2030-04-01      | 5.5000%  |  | $5201.05           | $5294.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI1990 | 2054-03-01      | 6.0000%  |  | $4632722.84        | $4779302.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3306 | 2048-03-01      | 4.0000%  |  | $722.99            | $706.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2777 | 2042-03-01      | 3.5000%  |  | $23723.78          | $22794.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZL1807 | 2041-08-01      | 5.0000%  |  | $17600.18          | $18169.90          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZL1806 | 2041-08-01      | 4.5000%  |  | $16319.37          | $16551.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 4UZL1100 | 2036-11-01      | 6.5000%  |  | $14303.18          | $14954.02          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 3LZL0672 | 2030-10-01      | 6.5000%  |  | $14237.73          | $14703.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZK9957 | 2033-08-01      | 3.5000%  |  | $18198.06          | $17842.56          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 3IZK9865 | 2037-07-01      | 6.5000%  |  | $6631.12           | $7037.95           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 3IZK9863 | 2037-05-01      | 5.5000%  |  | $18040.17          | $18820.44          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK6912 | 2029-06-01      | 2.5000%  |  | $645724.49         | $637107.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIZK4134 | 2027-05-01      | 4.0000%  |  | $12244.25          | $12207.70          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 4LZJ9546 | 2036-06-01      | 6.0000%  |  | $9907.34           | $10161.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTZJ9356 | 2027-05-01      | 5.0000%  |  | $4319.05           | $4330.87           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZJ6519 | 2032-10-01      | 6.0000%  |  | $247.79            | $254.62            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G61033 G | 2041-05-01      | 5.0000%  |  | $4937.47           | $5114.95           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G61722 G | 2048-02-01      | 3.5000%  |  | $6571.97           | $6223.81           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G60238 G | 2045-10-01      | 3.5000%  |  | $23960.25          | $22898.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA1790 | 2049-08-01      | 3.0000%  |  | $64517.54          | $58231.59          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q54427 G | 2048-02-01      | 4.0000%  |  | $14161.74          | $13829.93          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q52312 G | 2047-11-01      | 4.0000%  |  | $13462.12          | $13117.49          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G67714 G | 2048-07-01      | 4.0000%  |  | $24353.21          | $23782.86          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC Q49905 G | 2047-08-01      | 3.0000%  |  | $18881.64          | $17360.29          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q47884 G | 2047-05-01      | 4.0000%  |  | $10216.65          | $9983.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQI3609 | 2054-04-01      | 7.5000%  |  | $1199657.38        | $1296124.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI3442 | 2054-04-01      | 7.0000%  |  | $152117.01         | $161293.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI3375 | 2054-03-01      | 5.0000%  |  | $529378.30         | $531898.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3TSF3003 | 2033-10-01      | 2.5000%  |  | $8132.20           | $7748.26           | Agency Mortgage-Backed Securities  |

### Security 134: Societe Generale SA

- **C.1 - Title:** Societe Generale SA, REPO,  4.060%, 12/5/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 8336P1001, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **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:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $114.29            | $119.67            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $135.79            | $134.59            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $4857120.00        | $4109416.10        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $16047954.29       | $16579510.50       | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $1428571.43        | $1498213.78        | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $5.71              | $5.93              | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  |  | $28.57             | $28.37             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $3775451.43        | $3764921.36        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $1142342.86        | $1173533.27        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $45.71             | $44.89             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $4705982.86        | $2705061.74        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $738737.14         | $763885.39         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $57.14             | $57.99             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $57.14             | $55.65             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $1428462.86        | $1440980.03        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $114.29            | $113.00            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $65.71             | $64.55             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $5.71              | $5.62              | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $11.43             | $10.87             | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $5011.43           | $4401.95           | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $51805.71          | $48513.38          | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $12453725.71       | $12358560.16       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $45.50             | $45.08             | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $7778622.86        | $8198462.98        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $8571428.57        | $8621493.53        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $3428571.43        | $3350146.36        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $3611337.14        | $3440844.84        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $16400.00          | $15540.04          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $2285714.29        | $2303796.37        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $697645.71         | $709084.17         | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $686457.14         | $636445.79         | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $11428571.43       | $10650015.84       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $5714280.00        | $4845269.84        | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $4668571.43        | $3988926.06        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $2571428.57        | $1954340.99        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $3946560.00        | $2622894.77        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $1428571.43        | $735733.19         | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $45714.29          | $37305.74          | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $3298114.29        | $2554182.88        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $28227200.00       | $19316291.77       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $5714280.00        | $4086326.14        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $51428.57          | $45776.16          | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $16575737.14       | $13192305.28       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $4285702.86        | $3587058.04        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $4067885.71        | $3203108.41        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $2857142.86        | $2279264.19        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $2582857.14        | $2196292.38        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $1253708.57        | $1167102.04        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $10194685.71       | $10251583.61       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $3142857.14        | $3245332.12        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $1428571.43        | $1426360.35        | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26    | 2026-03-12      | 0.0000%  |  | $1428571.43        | $1413165.71        | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26    | 2026-05-14      | 0.0000%  |  | $859874.29         | $845230.63         | U.S. Treasuries (including strips) |
| USTR BILL 12/26/25    | 2025-12-26      | 0.0000%  |  | $2685714.29        | $2677469.14        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $57.14             | $57.25             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $5.71              | $5.75              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  |  | $5.71              | $5.79              | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $5.71              | $5.74              | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  |  | $5.71              | $5.78              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $45.71             | $47.05             | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $22.86             | $23.73             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $11.43             | $11.70             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $34.29             | $34.63             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $5.71              | $5.81              | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $5.71              | $5.89              | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $57.14             | $59.56             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $11.43             | $11.58             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $51.43             | $52.16             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $2989091.43        | $3102354.34        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $40.00             | $41.18             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $57.14             | $59.55             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $114.29            | $120.54            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $290914.29         | $301745.35         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $4556171.43        | $4743333.92        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $5.71              | $5.82              | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $641988.57         | $672075.96         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $57.14             | $59.97             | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $11428.57          | $5701.00           | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $8666514.29        | $6448012.01        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $8571428.57        | $7888642.07        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $171.43            | $174.62            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $335080.00         | $319532.80         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $47971.43          | $45446.04          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $17.14             | $17.85             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $1428571.43        | $1112950.18        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $4285657.14        | $3748436.11        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $57.14             | $59.40             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $57.14             | $57.85             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  |  | $11.43             | $11.72             | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $6057142.86        | $5687381.33        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $2649542.86        | $1947635.42        | U.S. Treasuries (including strips) |

### Security 135: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.090%, 12/1/2025
- **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:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $341455200.00      | $353657488.30      | U.S. Treasuries (including strips) |
| FMAC FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  |  | $36954582.59       | $38553200.88       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  |  | $13079009.06       | $13320382.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ7959 | 2055-11-01      | 6.0000%  |  | $1531450.00        | $1591162.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ6168 | 2055-10-01      | 6.0000%  |  | $62527.61          | $65309.40          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ1226 | 2055-08-01      | 6.5000%  |  | $2260365.52        | $2354247.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1189 | 2055-08-01      | 6.0000%  |  | $1257049.05        | $1293581.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CQMA1372 | 2043-03-01      | 3.5000%  |  | $1520807.62        | $1454637.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  |  | $241199.11         | $232122.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  |  | $104839.95         | $107596.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  |  | $222501.66         | $227678.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  |  | $50549339.00       | $51870445.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  |  | $6362415.24        | $6540906.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  |  | $62864538.47       | $65562370.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  |  | $5917320.99        | $5906226.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9784 | 2055-01-01      | 5.0000%  |  | $34926072.63       | $35303274.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  |  | $32502460.68       | $32814354.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  |  | $4742010.33        | $4836087.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8734 | 2054-06-01      | 6.5000%  |  | $4135843.60        | $4314065.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8685 | 2054-06-01      | 5.5000%  |  | $31655737.73       | $32432031.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  |  | $51303377.63       | $52483252.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  |  | $650892.29         | $653995.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  |  | $34655930.91       | $37415825.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  |  | $54437930.72       | $56984101.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  |  | $29859215.10       | $31237486.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  |  | $30282036.67       | $31865030.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  |  | $73463270.65       | $75454272.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  |  | $82254610.23       | $86101658.35       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  |  | $68200375.12       | $70383400.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  |  | $59384145.79       | $61149992.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7145 | 2053-09-01      | 6.5000%  |  | $42364707.97       | $45336422.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  |  | $7523289.66        | $7852892.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5984 | 2053-04-01      | 5.0000%  |  | $44860571.66       | $45180786.42       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9079 | 2052-08-01      | 5.0000%  |  | $2365446.56        | $2431832.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  |  | $132066.87         | $135495.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD8010 | 2052-03-01      | 2.0000%  |  | $2177070.20        | $1784653.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $3472162.76        | $3531988.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2352 | 2052-11-01      | 4.5000%  |  | $45441091.90       | $45052116.15       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  |  | $367616.09         | $351913.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  |  | $42460192.88       | $44297657.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  |  | $32739792.17       | $33831009.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6255 | 2053-05-01      | 5.5000%  |  | $75037732.31       | $77620981.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  |  | $45394332.27       | $46132080.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5086 | 2052-11-01      | 5.0000%  |  | $18629212.44       | $19186170.01       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5314 | 2052-12-01      | 6.0000%  |  | $26497065.14       | $27849713.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  |  | $44131722.11       | $45676111.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  |  | $31223680.79       | $32349762.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  |  | $43408894.85       | $41794518.05       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  |  | $1333891.61        | $1152035.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7559 | 2050-11-01      | 2.0000%  |  | $80871112.93       | $66643700.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  |  | $73127584.50       | $60913888.46       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  |  | $5233045.68        | $4512732.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7346 | 2050-10-01      | 2.0000%  |  | $69530084.90       | $57294806.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  |  | $2272684.08        | $1891820.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7341 | 2050-10-01      | 2.0000%  |  | $46457855.20       | $38287219.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7312 | 2050-10-01      | 2.5000%  |  | $102000927.23      | $88386047.46       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7283 | 2050-10-01      | 2.0000%  |  | $40251724.40       | $33172573.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  |  | $43939124.36       | $36381814.67       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLCA8010 | 2050-12-01      | 1.5000%  |  | $63164595.82       | $49468616.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  |  | $46326868.66       | $38358600.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  |  | $96954939.57       | $80933038.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  |  | $45335881.41       | $38407062.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  |  | $71246892.44       | $62146028.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4738 | 2049-11-01      | 3.0000%  |  | $44331838.07       | $40081345.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1897 | 2048-06-01      | 4.5000%  |  | $34251608.27       | $34317371.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  |  | $19988981.88       | $19527836.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  |  | $698895.18         | $745190.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9275 | 2053-10-01      | 6.0000%  |  | $4897.62           | $5063.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6992 | 2053-07-01      | 5.5000%  |  | $8648.73           | $8979.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  |  | $927222.95         | $987518.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  |  | $989729.78         | $1056669.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9026 | 2053-04-01      | 5.0000%  |  | $700821.44         | $722217.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5914 | 2053-01-01      | 6.0000%  |  | $941126.04         | $987793.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2159 | 2053-01-01      | 5.5000%  |  | $8967.28           | $9321.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  |  | $782594.10         | $793644.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1141 | 2052-11-01      | 5.0000%  |  | $4192904.68        | $4277974.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0975 | 2052-10-01      | 5.0000%  |  | $1143986.11        | $1161402.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9961 | 2052-09-01      | 5.0000%  |  | $1057952.56        | $1066739.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9958 | 2052-09-01      | 5.0000%  |  | $1040808.65        | $1062414.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8759 | 2052-10-01      | 5.0000%  |  | $1610.63           | $1645.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW1139 | 2052-09-01      | 4.0000%  |  | $703099.12         | $682024.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1714 | 2052-08-01      | 5.0000%  |  | $946315.13         | $964257.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  |  | $114376.20         | $116749.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV5097 | 2052-08-01      | 5.0000%  |  | $862888.09         | $886921.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  |  | $18088012.64       | $14906873.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK9601 | 2048-06-01      | 4.0000%  |  | $671449.05         | $656889.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF5445 | 2055-11-01      | 5.0000%  |  | $1560440.00        | $1572946.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0496 | 2055-10-01      | 6.0000%  |  | $1434135.00        | $1484926.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE5575 | 2055-07-01      | 5.5000%  |  | $3438334.62        | $3532627.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5011 | 2055-07-01      | 6.5000%  |  | $1139118.56        | $1198067.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE3307 | 2055-07-01      | 7.0000%  |  | $1675355.63        | $1787721.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0309 | 2055-06-01      | 5.5000%  |  | $31735733.38       | $32321543.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2252 | 2054-05-01      | 6.0000%  |  | $9645292.21        | $9951607.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4602 | 2053-11-01      | 7.0000%  |  | $1094681.93        | $1175261.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7385 | 2046-06-01      | 3.5000%  |  | $14751782.65       | $14180475.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS2489 | 2044-05-01      | 4.0000%  |  | $11577787.24       | $11346729.34       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  |  | $76320159.93       | $78813386.91       | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC A48686 G | 2036-05-01      | 6.0000%  |  | $50.89             | $54.02             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  |  | $27596829.01       | $28271129.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  |  | $71310586.59       | $73201101.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  |  | $33945626.61       | $33020268.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8056 | 2050-12-01      | 2.0000%  |  | $42165818.66       | $35274996.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  |  | $33121047.71       | $33795094.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  |  | $1119238.30        | $1156501.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4138 | 2052-12-01      | 5.0000%  |  | $9911708.78        | $10059095.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  |  | $33842384.80       | $35343937.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  |  | $43641138.81       | $45721948.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7979 | 2050-12-01      | 2.0000%  |  | $86536498.39       | $72149545.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  |  | $41211424.75       | $43725733.78       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ3722 | 2054-09-01      | 5.0000%  |  | $5136752.15        | $5153975.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7908 | 2052-08-01      | 4.5000%  |  | $1902.07           | $1882.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  |  | $23053.39          | $23932.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6187 | 2053-05-01      | 5.5000%  |  | $48761457.76       | $50344547.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9004 | 2053-08-01      | 6.0000%  |  | $762896.15         | $796297.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6874 | 2053-08-01      | 6.0000%  |  | $16962640.32       | $17572413.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW0030 | 2052-07-01      | 4.5000%  |  | $730.99            | $727.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8784 | 2052-09-01      | 5.0000%  |  | $1143842.25        | $1157858.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  |  | $80381780.22       | $82215851.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  |  | $2387667.81        | $2006261.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  |  | $24786703.95       | $24524336.69       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9307 | 2052-09-01      | 5.0000%  |  | $598.53            | $604.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $60204450.35       | $50148922.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3390 | 2049-04-01      | 4.5000%  |  | $10570087.89       | $10595931.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6399 | 2053-08-01      | 5.5000%  |  | $8923855.64        | $9150236.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ3177 | 2055-09-01      | 5.0000%  |  | $5284707.70        | $5330721.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  |  | $35130323.11       | $35907405.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  |  | $4427648.62        | $4444296.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  |  | $23364571.40       | $23975204.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4553 | 2052-09-01      | 4.5000%  |  | $61839664.97       | $61573197.86       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0736 | 2055-02-01      | 5.5000%  |  | $4313715.77        | $4455015.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  |  | $53177304.73       | $54093549.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  |  | $11454780.85       | $11352524.03       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSL1033 | 2054-01-01      | 4.0000%  |  | $2346079.23        | $2257725.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $4368120.89        | $4492393.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF2888 | 2055-11-01      | 5.5000%  |  | $4201912.00        | $4317229.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT7892 | 2052-10-01      | 5.0000%  |  | $3936115.23        | $4015975.08        | Agency Mortgage-Backed Securities  |

### Security 136: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.090%, 12/1/2025
- **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):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLQG8811 | 2053-07-01      | 5.5000%  |  | $830443.41         | $849238.00         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q56865 G | 2048-06-01      | 4.5000%  |  | $482009.00         | $481884.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  |  | $137.29            | $138.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAY1242 | 2045-01-01      | 4.0000%  |  | $209906.53         | $204999.76         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  |  | $487052.24         | $475305.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7413 | 2048-07-01      | 4.5000%  |  | $172.03            | $173.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAT1349 | 2043-03-01      | 4.0000%  |  | $309110.17         | $305201.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH4281 | 2047-06-01      | 4.5000%  |  | $413.10            | $414.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK9876 | 2048-10-01      | 4.5000%  |  | $1171114.65        | $1169441.13        | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC H09184 G | 2038-09-01      | 6.5000%  |  | $81.98             | $85.55             | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC H09192 G | 2038-04-01      | 5.5000%  |  | $1.87              | $1.90              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM5724 | 2048-02-01      | 4.5000%  |  | $257.29            | $257.82            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  |  | $118.35            | $120.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM8446 | 2048-09-01      | 4.5000%  |  | $563.78            | $560.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  |  | $465429.09         | $445895.03         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G07630 G | 2044-02-01      | 4.5000%  |  | $94.19             | $95.15             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS2259 | 2044-04-01      | 4.0000%  |  | $147.00            | $143.93            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q61703 G | 2049-02-01      | 5.0000%  |  | $773532.89         | $795918.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8242 | 2049-11-01      | 3.5000%  |  | $712186.59         | $676229.72         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q23585 G | 2043-12-01      | 4.5000%  |  | $1480965.78        | $1496746.95        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  |  | $105439.00         | $103192.62         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18298 G | 2043-05-01      | 3.5000%  |  | $266859.98         | $258296.44         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18598 G | 2043-05-01      | 3.5000%  |  | $1206251.46        | $1157588.87        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q17383 G | 2043-04-01      | 4.0000%  |  | $115.35            | $113.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3864 | 2049-03-01      | 4.5000%  |  | $272.77            | $270.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN3861 | 2049-03-01      | 4.0000%  |  | $235.78            | $229.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  |  | $154.69            | $155.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN2981 | 2048-11-01      | 4.5000%  |  | $416.94            | $417.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  |  | $698781.62         | $699223.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN1207 | 2048-11-01      | 4.0000%  |  | $839539.68         | $819775.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN1033 | 2049-04-01      | 4.5000%  |  | $261148.76         | $261677.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN1028 | 2049-03-01      | 5.0000%  |  | $83849.88          | $85842.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN0714 | 2048-09-01      | 5.0000%  |  | $845468.90         | $864506.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0697 | 2048-09-01      | 4.5000%  |  | $433382.88         | $438026.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN0507 | 2048-09-01      | 5.0000%  |  | $93.81             | $96.41             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBBM7876 | 2051-01-01      | 6.0700%  |  | $14272461.22       | $14813737.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRBM7223 | 2046-05-01      | 4.0000%  |  | $2979.60           | $2930.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4518 | 2048-10-01      | 4.5000%  |  | $1312.85           | $1313.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK9051 | 2048-11-01      | 4.5000%  |  | $3891.90           | $3871.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  |  | $7175.79           | $7140.02           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q16986 G | 2043-04-01      | 4.0000%  |  | $130.29            | $128.71            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q11101 G | 2042-09-01      | 4.0000%  |  | $1477.99           | $1460.22           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q06568 G | 2042-03-01      | 4.0000%  |  | $197.80            | $195.36            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q05105 G | 2041-12-01      | 4.0000%  |  | $344443.71         | $339291.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  |  | $43504.04          | $44628.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG1643 | 2053-04-01      | 6.0000%  |  | $659391.07         | $689748.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  |  | $662.80            | $664.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3660 | 2047-07-01      | 4.5000%  |  | $304.33            | $305.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZA3576 | 2042-06-01      | 4.0000%  |  | $283.79            | $280.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  |  | $942365.42         | $917776.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7243 | 2048-10-01      | 4.5000%  |  | $887.11            | $893.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0962 | 2052-09-01      | 5.0000%  |  | $5342.53           | $5460.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8625 | 2052-08-01      | 5.0000%  |  | $5535.37           | $5666.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN7868 | 2049-04-01      | 5.0000%  |  | $242.75            | $248.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  |  | $1064478.78        | $1065068.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  |  | $1223.43           | $1226.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4710 | 2049-04-01      | 4.5000%  |  | $401.84            | $400.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH1041 | 2053-09-01      | 6.5000%  |  | $925.52            | $986.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  |  | $1045485.32        | $1047602.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  |  | $6020.56           | $5713.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  |  | $392.33            | $374.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  |  | $1345.80           | $1353.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3472 | 2049-02-01      | 4.5000%  |  | $476.24            | $479.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  |  | $761.20            | $797.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU8600 | 2052-01-01      | 3.0000%  |  | $1035720.63        | $935645.16         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  |  | $287.70            | $282.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8728 | 2053-08-01      | 6.5000%  |  | $841996.40         | $897760.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP0048 | 2050-01-01      | 3.5000%  |  | $752.27            | $712.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5624 | 2052-07-01      | 5.0000%  |  | $841419.37         | $859787.55         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58465 G | 2048-09-01      | 5.0000%  |  | $581.13            | $600.07            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  |  | $280.66            | $274.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD0984 | 2052-04-01      | 4.5000%  |  | $945.75            | $938.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  |  | $236915.95         | $225134.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA4212 | 2043-04-01      | 3.5000%  |  | $262.05            | $251.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8692 | 2048-07-01      | 4.5000%  |  | $1280.80           | $1283.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8690 | 2048-07-01      | 4.5000%  |  | $607829.40         | $611868.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7247 | 2048-10-01      | 4.5000%  |  | $993.81            | $994.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6096 | 2049-05-01      | 4.5000%  |  | $70.01             | $70.18             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6041 | 2049-05-01      | 4.5000%  |  | $3135.20           | $3156.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5961 | 2049-05-01      | 4.5000%  |  | $759623.49         | $759323.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6203 | 2049-05-01      | 4.5000%  |  | $302.77            | $302.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5232 | 2049-04-01      | 4.5000%  |  | $1846.48           | $1850.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5053 | 2049-04-01      | 4.5000%  |  | $278.99            | $277.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5010 | 2049-04-01      | 4.5000%  |  | $15174.37          | $15275.23          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4978 | 2049-04-01      | 4.5000%  |  | $247.55            | $248.78            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4932 | 2049-04-01      | 4.5000%  |  | $1446.40           | $1456.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4032 | 2049-03-01      | 4.5000%  |  | $675.22            | $672.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3987 | 2049-03-01      | 4.5000%  |  | $268.85            | $267.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6879 | 2048-07-01      | 4.5000%  |  | $1771.07           | $1787.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6691 | 2048-11-01      | 4.5000%  |  | $1552.09           | $1555.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  |  | $589723.46         | $593643.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7199 | 2048-09-01      | 4.5000%  |  | $482.93            | $484.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7198 | 2048-09-01      | 4.5000%  |  | $823.14            | $828.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  |  | $784.95            | $790.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6150 | 2048-08-01      | 4.5000%  |  | $206.60            | $207.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6134 | 2048-07-01      | 4.5000%  |  | $612.75            | $613.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6129 | 2048-07-01      | 4.5000%  |  | $675.93            | $678.38            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  |  | $193.10            | $193.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  |  | $949.80            | $970.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7337 | 2048-10-01      | 4.5000%  |  | $2837.35           | $2839.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ8377 | 2049-07-01      | 3.5000%  |  | $2125.39           | $2009.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  |  | $493689.52         | $471306.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7244 | 2048-10-01      | 4.5000%  |  | $418.72            | $420.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  |  | $3841.87           | $4096.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1152 | 2054-08-01      | 7.0000%  |  | $694.65            | $742.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6432 | 2053-01-01      | 5.5000%  |  | $414.17            | $425.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5408 | 2049-04-01      | 4.5000%  |  | $371.87            | $368.62            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q33608 G | 2045-05-01      | 4.0000%  |  | $160.79            | $157.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0624 | 2043-02-01      | 4.0000%  |  | $782.80            | $770.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7076 | 2048-06-01      | 4.5000%  |  | $1418.02           | $1421.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4183 | 2047-09-01      | 4.5000%  |  | $1657.23           | $1657.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  |  | $672.69            | $702.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  |  | $2664.73           | $2727.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  |  | $1254.64           | $1254.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9626 | 2049-04-01      | 4.5000%  |  | $313.68            | $314.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0281 | 2049-04-01      | 5.0000%  |  | $168950.58         | $172736.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4805 | 2049-11-01      | 3.5000%  |  | $1225744.18        | $1156441.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6326 | 2049-05-01      | 4.5000%  |  | $164.89            | $164.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4713 | 2047-11-01      | 4.5000%  |  | $303.31            | $301.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN8300 | 2049-07-01      | 3.5000%  |  | $506755.89         | $481881.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2431 | 2049-07-01      | 3.5000%  |  | $923650.31         | $874050.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7299 | 2048-05-01      | 4.5000%  |  | $488.27            | $489.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4967 | 2049-04-01      | 4.5000%  |  | $180.06            | $179.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6032 | 2048-11-01      | 4.5000%  |  | $933.62            | $935.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6172 | 2048-09-01      | 4.5000%  |  | $7819.22           | $7825.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK0122 | 2048-06-01      | 4.5000%  |  | $467392.69         | $468939.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3962 | 2049-03-01      | 4.5000%  |  | $847.49            | $853.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3922 | 2049-03-01      | 4.5000%  |  | $426.70            | $429.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3186 | 2049-02-01      | 4.5000%  |  | $304.66            | $305.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3183 | 2049-02-01      | 4.5000%  |  | $181.40            | $182.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3205 | 2049-02-01      | 4.5000%  |  | $153.90            | $153.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3156 | 2049-02-01      | 4.5000%  |  | $388849.06         | $391433.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN1509 | 2048-11-01      | 4.5000%  |  | $305.76            | $307.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0565 | 2042-12-01      | 4.0000%  |  | $173.35            | $170.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0495 | 2042-10-01      | 4.0000%  |  | $114.84            | $112.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM8410 | 2048-09-01      | 4.5000%  |  | $88.73             | $88.51             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7829 | 2048-08-01      | 4.5000%  |  | $380159.56         | $381089.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ8310 | 2048-01-01      | 4.5000%  |  | $1024.40           | $1029.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  |  | $2650.66           | $2665.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7762 | 2049-04-01      | 4.5000%  |  | $514147.50         | $517565.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  |  | $160533.42         | $161827.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH8165 | 2047-07-01      | 4.0000%  |  | $536333.81         | $526744.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH5111 | 2047-08-01      | 3.5000%  |  | $563264.16         | $538430.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  |  | $396.87            | $386.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7301 | 2048-07-01      | 4.5000%  |  | $322.84            | $324.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7250 | 2048-07-01      | 4.5000%  |  | $214.24            | $214.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7203 | 2048-07-01      | 4.5000%  |  | $159484.35         | $159069.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6043 | 2048-09-01      | 4.5000%  |  | $2480.83           | $2497.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM8026 | 2048-09-01      | 4.5000%  |  | $1150.15           | $1144.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8748 | 2052-08-01      | 5.0000%  |  | $7651.85           | $7869.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7553 | 2052-08-01      | 5.0000%  |  | $953.41            | $960.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN2995 | 2048-11-01      | 4.5000%  |  | $4856.06           | $4842.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  |  | $451520.10         | $463596.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3601 | 2048-11-01      | 4.5000%  |  | $218.36            | $217.73            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3549 | 2032-04-01      | 4.9200%  |  | $20853000.00       | $21779186.00       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V81756 G | 2045-05-01      | 4.0000%  |  | $374.38            | $366.10            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $85264525.80       | $85624342.10       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5065 | 2032-09-01      | 4.4800%  |  | $11625000.00       | $11838760.50       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4707 | 2035-09-01      | 4.8400%  |  | $19305000.00       | $19982875.77       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4298 | 2035-07-01      | 4.9600%  |  | $10955000.00       | $11397801.10       | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q59886 G | 2048-11-01      | 4.5000%  |  | $5625.64           | $5636.94           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0623 M     | 2055-09-20      | 5.5000%  |  | $39766118.40       | $40399632.43       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2507 | 2053-05-01      | 5.5000%  |  | $865824.19         | $897783.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0555 M     | 2055-08-20      | 5.0000%  |  | $11926062.60       | $11975770.43       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4860 | 2035-09-01      | 4.6650%  |  | $53951000.00       | $55169200.09       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF4791 | 2052-12-01      | 6.5000%  |  | $635.86            | $666.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV8835 | 2044-09-01      | 4.0000%  |  | $138.82            | $137.18            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5205 | 2035-10-01      | 4.4900%  |  | $35517000.00       | $35807262.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  |  | $790.89            | $795.02            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3233 | 2032-03-01      | 4.6600%  |  | $9771000.00        | $10066944.05       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $13520000.00       | $13483022.80       | Agency Mortgage-Backed Securities |
| GNMA GNAR WB 788268 M     | 2055-10-20      | 5.5000%  |  | $41716231.00       | $42586640.16       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA5745 | 2049-12-01      | 3.5000%  |  | $588995.43         | $555352.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $11905202.88       | $12088959.69       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $29698119.90       | $30165390.12       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE8750 | 2047-05-01      | 4.5000%  |  | $710410.22         | $711699.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3591 | 2048-06-01      | 4.5000%  |  | $552968.56         | $556164.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE2669 | 2047-04-01      | 4.0000%  |  | $616854.11         | $601826.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD8003 | 2046-09-01      | 3.5000%  |  | $158.91            | $151.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRBC2809 | 2046-08-01      | 3.5000%  |  | $510460.45         | $484469.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  |  | $132835.50         | $130748.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL882005 | 2036-04-01      | 6.0000%  |  | $452766.94         | $478735.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL880829 | 2036-04-01      | 6.0000%  |  | $6.09              | $6.44              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL879177 | 2036-01-01      | 6.0000%  |  | $670333.37         | $708749.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  |  | $259420.58         | $266757.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7156 | 2048-07-01      | 4.5000%  |  | $184.21            | $183.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM5359 | 2048-01-01      | 4.5000%  |  | $417468.21         | $415330.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM5308 | 2047-12-01      | 4.5000%  |  | $636738.24         | $638885.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4366 | 2047-10-01      | 4.5000%  |  | $722761.81         | $727508.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4287 | 2047-09-01      | 4.5000%  |  | $593702.49         | $595154.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4154 | 2047-09-01      | 4.5000%  |  | $232.95            | $233.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3779 | 2047-07-01      | 4.5000%  |  | $294.25            | $294.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4387 | 2047-10-01      | 4.5000%  |  | $393361.18         | $397201.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3450 | 2047-06-01      | 4.5000%  |  | $256.07            | $257.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3542 | 2047-06-01      | 4.5000%  |  | $496027.12         | $498894.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL2943 | 2042-04-01      | 4.0000%  |  | $41.07             | $39.93             | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC K39030 G | 2047-12-01      | 6.5000%  |  | $194750.19         | $201483.29         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC K00031 G | 2037-04-01      | 5.5000%  |  | $47979.10          | $49821.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP878450 | 2036-08-01      | 6.0000%  |  | $4.01              | $4.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL872316 | 2036-05-01      | 6.0000%  |  | $24.51             | $25.84             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7186 | 2048-07-01      | 4.5000%  |  | $804234.41         | $810491.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP871040 | 2037-02-01      | 5.5000%  |  | $278562.14         | $283226.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL850088 | 2035-11-01      | 6.0000%  |  | $262290.03         | $276487.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  |  | $564824.45         | $597177.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL831404 | 2036-03-01      | 6.0000%  |  | $118958.32         | $124702.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $9862878.40        | $10013208.39       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $70725833.28       | $71817486.52       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  |  | $68980776.90       | $69270220.24       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5225 | 2035-10-01      | 4.5500%  |  | $13525000.00       | $13700520.69       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5203 | 2035-10-01      | 4.4900%  |  | $20009000.00       | $20172523.55       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5073 | 2035-10-01      | 4.7450%  |  | $32194000.00       | $32987026.75       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1403 | 2052-10-01      | 5.0000%  |  | $234443.34         | $238992.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1294 | 2052-10-01      | 5.0000%  |  | $599.19            | $604.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  |  | $716.89            | $730.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1000 | 2052-10-01      | 5.0000%  |  | $6844.27           | $6993.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0702 | 2052-09-01      | 5.0000%  |  | $668902.53         | $676243.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  |  | $6622.51           | $6749.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0006 | 2052-08-01      | 5.0000%  |  | $843018.80         | $855765.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9651 | 2052-09-01      | 4.5000%  |  | $727.29            | $720.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9574 | 2052-09-01      | 5.0000%  |  | $650.25            | $657.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2683 | 2045-11-01      | 3.5000%  |  | $231.99            | $221.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAY4215 | 2045-05-01      | 3.5000%  |  | $61.70             | $59.24             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX6481 | 2044-11-01      | 4.0000%  |  | $1211493.31        | $1189688.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV8875 | 2044-12-01      | 4.0000%  |  | $625971.32         | $618631.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  |  | $297562.33         | $300140.11         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A97806 G | 2041-03-01      | 4.5000%  |  | $325203.81         | $329987.89         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A97236 G | 2041-03-01      | 4.5000%  |  | $58.74             | $59.45             | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A94284 G | 2040-10-01      | 4.5000%  |  | $628429.43         | $637965.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  |  | $405093.85         | $399887.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU0304 | 2043-07-01      | 4.0000%  |  | $699359.60         | $686910.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9307 | 2052-09-01      | 5.0000%  |  | $1503668.40        | $1517536.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  |  | $516.82            | $532.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8232 | 2052-08-01      | 5.0000%  |  | $2028791.89        | $2059369.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7761 | 2052-07-01      | 5.0000%  |  | $2415.99           | $2436.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7424 | 2052-08-01      | 5.0000%  |  | $872980.49         | $888589.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8074 | 2052-08-01      | 5.0000%  |  | $1801888.00        | $1830727.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE5867 | 2052-07-01      | 4.5000%  |  | $2556.00           | $2524.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE6298 | 2052-07-01      | 5.0000%  |  | $6020.11           | $6180.12           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4830 | 2035-09-01      | 4.7600%  |  | $18743000.00       | $19204808.78       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4811 | 2035-09-01      | 4.8100%  |  | $34870000.00       | $35920929.49       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4804 | 2035-09-01      | 4.8500%  |  | $14263000.00       | $14715786.07       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4619 | 2035-08-01      | 4.9600%  |  | $21175000.00       | $22127282.10       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4521 | 2032-08-01      | 4.4100%  |  | $21702000.00       | $22003408.23       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4047 | 2035-06-01      | 4.8900%  |  | $20100000.00       | $20848453.65       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4484 | 2032-09-01      | 4.2250%  |  | $38406000.00       | $38524895.37       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3550 | 2035-05-01      | 4.4800%  |  | $15897000.00       | $16082676.96       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1826 | 2034-09-01      | 4.5700%  |  | $13457000.00       | $13713201.09       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1030 | 2029-05-01      | 4.9620%  |  | $4092732.00        | $4238963.27        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0585 | 2034-04-01      | 4.5700%  |  | $10000000.00       | $10209475.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  |  | $5314.29           | $5659.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBT7892 | 2052-10-01      | 5.0000%  |  | $542081.57         | $553079.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBT7887 | 2052-10-01      | 5.0000%  |  | $3010.62           | $3067.28           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7978 | 2033-05-01      | 4.6200%  |  | $50000000.00       | $51324050.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR7726 | 2051-04-01      | 2.5000%  |  | $1932.77           | $1679.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ3099 | 2050-10-01      | 3.0000%  |  | $7549.42           | $6833.74           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE3851 | 2052-06-01      | 5.0000%  |  | $737127.32         | $750515.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAP4450 | 2042-08-01      | 4.0000%  |  | $104.66            | $103.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  |  | $346218.93         | $332648.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  |  | $475069.95         | $488792.34         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A90953 G | 2040-02-01      | 5.5000%  |  | $793118.99         | $829235.25         | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC A82560 G | 2038-10-01      | 7.0000%  |  | $14716.50          | $15701.43          | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC A82013 G | 2038-09-01      | 7.0000%  |  | $29.94             | $31.54             | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC H09186 G | 2038-06-01      | 5.0000%  |  | $112205.79         | $113707.78         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC H09047 G | 2037-07-01      | 5.5000%  |  | $398917.40         | $412789.75         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H09062 G | 2037-08-01      | 6.0000%  |  | $455721.04         | $476283.63         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC H19004 G | 2037-01-01      | 5.5000%  |  | $70519.94          | $71706.23          | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H19029 G | 2037-09-01      | 6.0000%  |  | $1.27              | $1.29              | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC H19026 G | 2037-06-01      | 5.5000%  |  | $246373.31         | $252363.63         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H02223 G | 2038-01-01      | 6.0000%  |  | $41.26             | $42.18             | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H02643 G | 2038-05-01      | 6.0000%  |  | $177773.54         | $181511.76         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H01482 G | 2036-06-01      | 6.0000%  |  | $331936.94         | $339961.85         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC H01001 G | 2037-07-01      | 5.0000%  |  | $143778.91         | $145827.62         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G07314 G | 2043-01-01      | 4.0000%  |  | $574983.27         | $568249.07         | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC G04876 G | 2038-10-01      | 7.0000%  |  | $71189.52          | $76275.01          | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  |  | $21.95             | $23.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK1516 | 2042-02-01      | 4.0000%  |  | $234934.35         | $231890.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  |  | $69302.88          | $70470.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL555135 | 2032-10-01      | 6.5000%  |  | $2.20              | $2.29              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP256327 | 2036-07-01      | 6.0000%  |  | $83276.19          | $87830.73          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI9241 | 2054-07-01      | 6.5000%  |  | $2435830.61        | $2586233.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7401 | 2052-05-01      | 4.5000%  |  | $632.33            | $625.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR3198 | 2043-03-01      | 3.5000%  |  | $189320.35         | $183602.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  |  | $813837.20         | $772218.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1131 | 2050-01-01      | 3.5000%  |  | $378.55            | $358.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  |  | $407.42            | $385.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO9991 | 2049-12-01      | 3.5000%  |  | $536293.22         | $506395.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8284 | 2049-11-01      | 3.5000%  |  | $9059.25           | $8586.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  |  | $873.28            | $829.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  |  | $453162.48         | $445652.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  |  | $361.51            | $341.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  |  | $954.90            | $910.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  |  | $6789.71           | $6463.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  |  | $196.93            | $186.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2685 | 2049-07-01      | 3.5000%  |  | $1120576.37        | $1060404.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO0567 | 2049-06-01      | 3.5000%  |  | $566013.82         | $540418.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  |  | $764.44            | $721.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO0325 | 2049-05-01      | 3.5000%  |  | $615929.64         | $585340.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBO0306 | 2049-04-01      | 4.5000%  |  | $485422.54         | $483708.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE4399 | 2052-06-01      | 3.0000%  |  | $839177.87         | $764538.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD3323 | 2051-12-01      | 3.0000%  |  | $1314.14           | $1181.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC6994 | 2051-09-01      | 3.0000%  |  | $367602.14         | $333451.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB9065 | 2051-02-01      | 2.5000%  |  | $601.95            | $519.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQB0734 | 2050-07-01      | 3.5000%  |  | $702650.24         | $659417.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  |  | $184711.71         | $185163.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  |  | $1140401.17        | $1073813.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQA6204 | 2050-01-01      | 4.0000%  |  | $1658.21           | $1620.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA6190 | 2050-01-01      | 4.5000%  |  | $515475.63         | $516735.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1147 | 2050-01-01      | 3.5000%  |  | $1157.32           | $1092.14           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  |  | $479045.75         | $492268.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0735 | 2053-09-01      | 6.5000%  |  | $663.25            | $707.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0323 | 2053-09-01      | 6.5000%  |  | $1464642.95        | $1561846.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8729 | 2053-08-01      | 6.5000%  |  | $9612.82           | $10226.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8684 | 2053-08-01      | 6.5000%  |  | $755.52            | $798.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8368 | 2053-08-01      | 6.5000%  |  | $843296.92         | $899152.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG8896 | 2053-08-01      | 6.0000%  |  | $986950.79         | $1030173.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG7960 | 2053-07-01      | 5.0000%  |  | $193837.24         | $194610.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG7619 | 2053-07-01      | 6.5000%  |  | $764328.02         | $814029.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG7427 | 2053-07-01      | 6.5000%  |  | $541530.18         | $566627.40         | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC G03822 G | 2038-01-01      | 7.0000%  |  | $60.06             | $64.01             | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC G03577 G | 2037-11-01      | 7.0000%  |  | $333037.51         | $352475.24         | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC G03344 G | 2037-10-01      | 6.5000%  |  | $434694.92         | $462874.45         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A41752 G | 2036-01-01      | 5.5000%  |  | $641145.99         | $670664.99         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC L10220 G | 2034-01-01      | 5.5000%  |  | $58.54             | $59.72             | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  |  | $206.54            | $211.62            | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  |  | $80.63             | $83.26             | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  |  | $467299.81         | $484087.09         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  |  | $2558.17           | $2655.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG1644 | 2053-04-01      | 6.0000%  |  | $737249.35         | $772182.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  |  | $5076.08           | $5153.37           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  |  | $864956.63         | $920163.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  |  | $999766.88         | $1053763.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  |  | $833515.18         | $860957.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  |  | $1118411.30        | $1143158.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  |  | $979025.87         | $1011065.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0121 | 2049-06-01      | 3.5000%  |  | $522395.13         | $494040.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0086 | 2049-06-01      | 3.5000%  |  | $896225.71         | $856383.10         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59891 G | 2048-11-01      | 5.0000%  |  | $504694.07         | $520092.29         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  |  | $194.30            | $199.83            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58384 G | 2048-09-01      | 5.0000%  |  | $872.50            | $893.06            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58037 G | 2048-08-01      | 5.0000%  |  | $389.34            | $398.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8892 | 2053-03-01      | 5.5000%  |  | $776.05            | $791.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7808 | 2053-01-01      | 5.5000%  |  | $5155.91           | $5356.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  |  | $1418.98           | $1456.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF6337 | 2053-01-01      | 6.5000%  |  | $432178.77         | $461409.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6157 | 2053-01-01      | 5.5000%  |  | $1050078.53        | $1087283.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  |  | $613208.80         | $627735.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  |  | $1259.70           | $1302.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF5419 | 2053-01-01      | 6.0000%  |  | $509.03            | $536.26            | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC H09173 G | 2037-10-01      | 6.5000%  |  | $767377.83         | $803845.93         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC A48582 G | 2036-04-01      | 6.0000%  |  | $493799.97         | $522663.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  |  | $428708.30         | $454907.10         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC H09089 G | 2037-09-01      | 5.5000%  |  | $72.54             | $73.54             | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC P51359 G | 2036-10-01      | 5.5000%  |  | $690.54            | $708.18            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC P51363 G | 2036-09-01      | 5.5000%  |  | $83.81             | $84.92             | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P51367 G | 2036-11-01      | 6.0000%  |  | $40.78             | $42.08             | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC G03878 G | 2038-02-01      | 6.0000%  |  | $779426.49         | $815103.96         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H02644 G | 2038-05-01      | 6.0000%  |  | $206.88            | $212.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  |  | $544993.99         | $495443.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM5367 | 2048-01-01      | 4.5000%  |  | $573816.35         | $573817.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  |  | $278.87            | $262.59            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q53573 G | 2048-01-01      | 4.5000%  |  | $340.79            | $341.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  |  | $6183638.36        | $5096121.88        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48105 G | 2047-05-01      | 4.0000%  |  | $281.45            | $276.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  |  | $685544.09         | $668843.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ8218 | 2045-08-01      | 4.0000%  |  | $170.71            | $166.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF8910 | 2053-03-01      | 6.5000%  |  | $631.72            | $674.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBO0296 | 2049-05-01      | 4.5000%  |  | $541470.83         | $545069.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBO0315 | 2049-05-01      | 4.5000%  |  | $375164.49         | $373159.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  |  | $485.78            | $486.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  |  | $235947.28         | $235854.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN9557 | 2049-07-01      | 3.5000%  |  | $725094.87         | $692867.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN8599 | 2049-05-01      | 3.5000%  |  | $332.11            | $313.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN8266 | 2049-05-01      | 4.5000%  |  | $451204.64         | $450174.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  |  | $277875.56         | $277478.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN8870 | 2049-05-01      | 3.5000%  |  | $1215131.81        | $1155314.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN7933 | 2049-06-01      | 3.5000%  |  | $437.45            | $415.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7888 | 2049-05-01      | 4.5000%  |  | $728.69            | $728.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7869 | 2049-04-01      | 4.5000%  |  | $696.03            | $695.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  |  | $631367.36         | $632911.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6805 | 2049-02-01      | 4.5000%  |  | $279.29            | $279.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  |  | $485.77            | $498.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5465 | 2049-01-01      | 4.5000%  |  | $494242.75         | $497946.61         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q48725 G | 2047-06-01      | 3.5000%  |  | $201.58            | $193.13            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  |  | $739.68            | $727.30            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48220 G | 2047-05-01      | 4.0000%  |  | $169.93            | $167.82            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q44618 G | 2046-11-01      | 4.0000%  |  | $884708.37         | $869905.43         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q63397 G | 2049-05-01      | 4.0000%  |  | $393356.04         | $386389.32         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62759 G | 2049-04-01      | 4.5000%  |  | $1026774.92        | $1033905.88        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q62244 G | 2049-03-01      | 4.0000%  |  | $483057.93         | $469724.56         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q61698 G | 2049-02-01      | 5.0000%  |  | $342.92            | $352.67            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q37989 G | 2045-12-01      | 4.0000%  |  | $144.03            | $140.82            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  |  | $467.54            | $443.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8294 | 2053-08-01      | 6.5000%  |  | $1044757.42        | $1111431.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7656 | 2052-08-01      | 5.0000%  |  | $5526.13           | $5617.36           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G07175 G | 2041-12-01      | 3.5000%  |  | $792026.49         | $766939.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0573 | 2053-04-01      | 5.5000%  |  | $821261.05         | $854705.26         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48209 G | 2047-05-01      | 4.0000%  |  | $746583.35         | $733168.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  |  | $866782.71         | $818145.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM5455 | 2048-01-01      | 4.5000%  |  | $727837.61         | $730531.33         | Agency Mortgage-Backed Securities |

### Security 137: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.080%, 12/1/2025
- **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):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  |  | $511887000.00      | $509337746.49      | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $564332000.00      | $578086755.30      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $128652300.00      | $132306557.41      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  |  | $48943667.52       | $45804516.44       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $778808750.00      | $774464520.93      | U.S. Treasuries (including strips) |

### Security 138: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  4.090%, 12/1/2025
- **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):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $29194300.00       | $30046485.31       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $400.00            | $420.56            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $300.00            | $302.63            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $39200.00          | $40281.85          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $500.00            | $513.12            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $7785900.00        | $8025676.53        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $100.00            | $98.15             | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $11800000.00       | $11094146.06       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $7582500.00        | $6728156.36        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $2876200.00        | $2733798.84        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $12347300.00       | $12824478.05       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $7222100.00        | $7307561.22        | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $100.00            | $104.53            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $124800.00         | $115206.21         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $248200.00         | $157024.43         | U.S. Treasuries (including strips) |
| FMAC FEPC 05.000 CLQZ9023 | 2055-11-01      | 5.0000%  |  | $22720.00          | $22822.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ8021 | 2055-11-01      | 5.5000%  |  | $1000.00           | $1024.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ6761 | 2055-10-01      | 6.5000%  |  | $1172114.66        | $1232123.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ6027 | 2055-08-01      | 5.0000%  |  | $1067405.08        | $1072990.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFA3776 | 2035-02-01      | 2.5000%  |  | $3354940.00        | $3280406.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA3623 | 2052-06-01      | 2.0000%  |  | $202534.00         | $165686.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA3326 | 2055-08-01      | 4.5000%  |  | $13136800.86       | $12997747.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF6364 | 2055-12-01      | 6.5000%  |  | $1000.00           | $1047.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0157 | 2055-12-01      | 5.5000%  |  | $1000.00           | $1024.80           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ7406 | 2055-11-01      | 6.5000%  |  | $999.62            | $1051.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $2205913.78        | $2243921.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1433 | 2055-07-01      | 5.5000%  |  | $1658677.33        | $1708807.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2519 | 2055-06-01      | 5.5000%  |  | $1191367.66        | $1227996.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLMA5796 | 2055-08-01      | 7.5000%  |  | $379438.00         | $406689.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  |  | $985.80            | $943.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $658438.83         | $677170.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $2353921.73        | $2253597.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  |  | $8192609.43        | $7843440.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  |  | $147494.96         | $127446.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $775971.50         | $707802.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $66094.29          | $60334.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9558 | 2051-10-01      | 2.5000%  |  | $297942.38         | $255302.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $23127.10          | $22289.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $111858.58         | $96610.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  |  | $943178.87         | $808173.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8893 | 2051-02-01      | 2.0000%  |  | $1333170.62        | $1101060.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  |  | $21305.98          | $19797.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFS3009 | 2042-05-01      | 2.0000%  |  | $76056.36          | $67285.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS2920 | 2036-07-01      | 3.0000%  |  | $140737.11         | $136514.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  |  | $218860.48         | $207317.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $30263515.95       | $28471825.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2516 | 2052-07-01      | 4.0000%  |  | $45469.54          | $43794.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $108.52            | $110.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  |  | $5730019.40        | $5377033.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2293 | 2052-07-01      | 4.5000%  |  | $323007.06         | $321615.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2061 | 2052-06-01      | 4.0000%  |  | $172905.58         | $166520.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  |  | $251827.44         | $255573.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2583 | 2052-08-01      | 4.5000%  |  | $728048.14         | $720498.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $2147674.09        | $1923027.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  |  | $175.72            | $161.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  |  | $2037804.53        | $1679002.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  |  | $434404.35         | $374882.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4074 | 2035-07-01      | 2.0000%  |  | $144043.60         | $134285.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4748 | 2052-08-01      | 3.5000%  |  | $205112.08         | $190832.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4683 | 2053-06-01      | 5.0000%  |  | $30867860.15       | $31253677.53       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS4798 | 2038-04-01      | 3.0000%  |  | $153864.11         | $148479.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4629 | 2053-05-01      | 5.5000%  |  | $1183094.46        | $1218273.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTFS4616 | 2043-05-01      | 5.0000%  |  | $1002302.08        | $1027640.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4238 | 2053-03-01      | 5.0000%  |  | $572375.23         | $576460.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  |  | $158888.07         | $160958.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3972 | 2051-04-01      | 3.0000%  |  | $1837568.90        | $1680820.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3884 | 2052-02-01      | 3.0000%  |  | $1233993.15        | $1106738.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3672 | 2053-02-01      | 5.5000%  |  | $79928.12          | $82191.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3642 | 2052-11-01      | 5.0000%  |  | $300541.40         | $302732.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5368 | 2055-04-01      | 6.0000%  |  | $2435693.98        | $2533041.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $29252.88          | $30020.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0259 | 2055-01-01      | 5.5000%  |  | $2315352.09        | $2381061.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM5111 | 2033-11-01      | 3.0000%  |  | $47379.19          | $46459.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  |  | $77725.37          | $79109.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9580 | 2055-04-01      | 6.5000%  |  | $994.86            | $1043.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0564 | 2054-05-01      | 5.5000%  |  | $4517620.76        | $4617555.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1782 | 2051-10-01      | 2.0000%  |  | $1659248.89        | $1366192.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA0803 | 2055-02-01      | 4.5000%  |  | $30492478.85       | $30188316.37       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7088 | 2054-11-01      | 5.0000%  |  | $889.92            | $894.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4803 | 2055-09-01      | 5.5000%  |  | $928649.91         | $945220.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3445 | 2048-09-01      | 4.0000%  |  | $1554443.07        | $1516825.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2600 | 2052-05-01      | 3.0000%  |  | $12146148.27       | $10972563.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $951426.58         | $975363.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1973 | 2055-07-01      | 5.5000%  |  | $9421044.23        | $9588578.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0149 | 2054-12-01      | 5.0000%  |  | $13498007.48       | $13589119.03       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDD2618 | 2055-03-01      | 4.0000%  |  | $1721898.66        | $1648511.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  |  | $989.56            | $1009.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6634 | 2053-06-01      | 5.5000%  |  | $7401565.81        | $7671819.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2505 | 2055-09-01      | 5.5000%  |  | $3849059.33        | $3960485.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDE6362 | 2055-08-01      | 4.0000%  |  | $2965524.98        | $2839128.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4298 | 2055-07-01      | 6.0000%  |  | $1684247.41        | $1759177.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3966 | 2055-08-01      | 5.5000%  |  | $5998539.23        | $6105211.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3154 | 2055-06-01      | 6.0000%  |  | $1428787.38        | $1494747.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDE3109 | 2055-07-01      | 4.0000%  |  | $77149.70          | $73861.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1237 | 2032-11-01      | 3.0000%  |  | $188049.75         | $182727.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9058 | 2054-08-01      | 5.0000%  |  | $1888.47           | $1900.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8858 | 2054-07-01      | 6.0000%  |  | $31289.78          | $32393.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8501 | 2054-05-01      | 6.0000%  |  | $17310849.62       | $18200575.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  |  | $1441845.30        | $1471188.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  |  | $590493.12         | $616110.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8421 | 2054-02-01      | 5.5000%  |  | $566606.39         | $577977.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  |  | $11882449.46       | $11931143.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8982 | 2054-08-01      | 5.0000%  |  | $127731.57         | $128340.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $15014305.10       | $16195855.83       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE4957 | 2052-06-01      | 4.5000%  |  | $11665357.97       | $11523425.56       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9463 | 2052-04-01      | 3.5000%  |  | $106926.20         | $100232.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD5748 | 2052-02-01      | 2.0000%  |  | $808.39            | $662.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $706.55            | $615.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC6209 | 2051-08-01      | 2.5000%  |  | $698.84            | $605.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5519 | 2049-12-01      | 3.0000%  |  | $328252.03         | $298915.49         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G60506 G | 2046-04-01      | 3.5000%  |  | $33570.91          | $32042.26          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58645 G | 2048-09-01      | 4.5000%  |  | $2469847.82        | $2472772.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ4410 | 2055-10-01      | 6.5000%  |  | $989.46            | $1035.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1557 | 2055-09-01      | 5.5000%  |  | $1326783.76        | $1361208.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ0054 | 2055-08-01      | 5.5000%  |  | $111690.36         | $113614.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9867 | 2055-08-01      | 6.0000%  |  | $5033224.75        | $5186224.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3814 | 2053-02-01      | 6.0000%  |  | $2183498.45        | $2252584.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $85922.29          | $88168.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9957 | 2052-09-01      | 5.0000%  |  | $1502898.15        | $1540215.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  |  | $2079754.89        | $2130954.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $95354.65          | $94023.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1042462.55        | $1056866.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  |  | $603377.92         | $583146.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQI5499 | 2054-05-01      | 4.5000%  |  | $5776.82           | $5681.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC1886 | 2036-03-01      | 2.0000%  |  | $135234.80         | $125317.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  |  | $74661.50          | $70323.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $5893961.72        | $6064314.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $822.69            | $828.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9846 | 2053-09-01      | 5.5000%  |  | $68794221.22       | $70336587.66       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8135 | 2052-10-01      | 5.5000%  |  | $29269.10          | $29963.77          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $5636.99           | $5592.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  |  | $73141.01          | $68183.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7483 | 2052-06-01      | 4.0000%  |  | $32276.04          | $30945.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7390 | 2052-05-01      | 4.0000%  |  | $1293241.95        | $1250817.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA6416 | 2052-05-01      | 3.5000%  |  | $792.94            | $738.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA0975 | 2042-02-01      | 3.5000%  |  | $90.92             | $87.88             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $3079886.83        | $3025064.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  |  | $18.33             | $18.65             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  |  | $32735.87          | $32753.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB9703 | 2043-06-01      | 3.5000%  |  | $4067426.88        | $3900471.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB9046 | 2043-04-01      | 3.5000%  |  | $1089114.36        | $1043970.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB9011 | 2028-04-01      | 3.0000%  |  | $169313.93         | $167715.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $62177.42          | $61410.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  |  | $64634.29          | $63880.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4276 | 2027-01-01      | 3.0000%  |  | $79254.06          | $78820.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL995203 | 2035-07-01      | 5.0000%  |  | $49447.12          | $50521.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  |  | $231808.93         | $240243.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CA991216 | 2038-09-01      | 5.5000%  |  | $31253.14          | $31679.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL974966 | 2038-04-01      | 5.5000%  |  | $138235.38         | $144062.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL931507 | 2039-07-01      | 4.5000%  |  | $147298.65         | $149633.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CKBV2554 | 2052-06-01      | 5.0000%  |  | $41293.32          | $41062.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  |  | $72838.58          | $67771.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $61014.91          | $52457.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  |  | $722.52            | $695.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  |  | $693430.71         | $603467.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU5732 | 2055-02-01      | 4.0000%  |  | $2917877.95        | $2794422.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $79498.48          | $69435.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1575 | 2050-09-01      | 2.0000%  |  | $1565269.93        | $1312013.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $724912.29         | $701414.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  |  | $2276082.88        | $2149198.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN8876 | 2049-05-01      | 4.0000%  |  | $4527132.00        | $4437988.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  |  | $708.96            | $696.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $179764.37         | $167775.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $92.70             | $90.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $218.28            | $207.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4824 | 2052-10-01      | 2.5000%  |  | $364194.72         | $312058.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $4525546.64        | $4469085.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4779 | 2042-10-01      | 4.0000%  |  | $395138.32         | $392008.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4769 | 2052-09-01      | 2.0000%  |  | $3175641.80        | $2606808.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $21399.06          | $21590.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  |  | $1515336.32        | $1356968.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $7229139.66        | $7141182.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  |  | $806.79            | $777.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA4671 | 2032-07-01      | 3.0000%  |  | $44627.48          | $43466.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $94902.63          | $91582.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA4245 | 2050-12-01      | 2.0000%  |  | $29966.82          | $25000.42          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7797 | 2055-07-01      | 5.5000%  |  | $138664.42         | $141138.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  |  | $2208634.91        | $2357428.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $187190.10         | $168871.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS1116 | 2047-12-01      | 5.0000%  |  | $27585.64          | $28474.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $1340410.72        | $1221623.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  |  | $3760583.17        | $3099213.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  |  | $105580181.53      | $88000447.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $23954675.91       | $19953789.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  |  | $146466.65         | $121275.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  |  | $1444543.12        | $1182656.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  |  | $128016782.42      | $105997767.83      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $1804961.28        | $1497865.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $36595.50          | $31614.89          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3RZA3083 | 2030-08-01      | 3.0000%  |  | $167953.86         | $165065.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3MZA3002 | 2029-12-01      | 2.5000%  |  | $47130.10          | $46220.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA1224 | 2042-06-01      | 3.5000%  |  | $3358861.88        | $3231413.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  |  | $163.49            | $159.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $63473.77          | $67003.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  |  | $698.34            | $657.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY4128 | 2055-05-01      | 7.0000%  |  | $1284269.78        | $1360654.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $13354600.65       | $13682883.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4621 | 2052-09-01      | 5.0000%  |  | $779.30            | $786.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $22853774.87       | $23839800.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4341 | 2052-08-01      | 4.5000%  |  | $760.42            | $758.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $63391.32          | $62672.14          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8310 | 2048-09-01      | 4.5000%  |  | $1513825.06        | $1517526.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $290.37            | $291.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $357.78            | $344.42            | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A88478 G | 2039-09-01      | 5.5000%  |  | $696.44            | $728.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  |  | $28650.17          | $29277.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  |  | $57353.89          | $57678.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $57284.09          | $56137.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $180587.19         | $170372.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $139565.30         | $136744.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA2838 | 2046-11-01      | 3.0000%  |  | $56206.52          | $51895.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $44725.52          | $42083.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3595 | 2049-02-01      | 4.5000%  |  | $53938.93          | $52183.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $44772.85          | $45546.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  |  | $1006959.08        | $1024835.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $427744.97         | $397988.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  |  | $205720.61         | $168955.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $19982045.14       | $16426779.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM5066 | 2050-10-01      | 3.0000%  |  | $382222.69         | $343166.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  |  | $54961.56          | $56823.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  |  | $7115706.27        | $6732774.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS9459 | 2045-07-01      | 3.5000%  |  | $890.71            | $850.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  |  | $33735.40          | $31847.97          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $30641.15          | $28139.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS3998 | 2044-08-01      | 4.0000%  |  | $115766.23         | $113919.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $29558.07          | $28652.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  |  | $18272.39          | $17982.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $46246.72          | $39982.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  |  | $285412.39         | $278611.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  |  | $148.05            | $144.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0281 | 2055-01-01      | 5.5000%  |  | $462057.83         | $470302.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC9630 | 2055-01-01      | 6.5000%  |  | $940455.50         | $978988.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9587 | 2055-01-01      | 5.5000%  |  | $4828453.40        | $4916838.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9269 | 2054-12-01      | 4.5000%  |  | $1494149.66        | $1474897.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3XZT1022 | 2030-04-01      | 3.5000%  |  | $91428.11          | $91026.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZT0657 | 2040-07-01      | 6.0000%  |  | $282144.82         | $301119.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0041 | 2047-04-01      | 3.5000%  |  | $302.92            | $284.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $39987.98          | $35901.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2715 | 2054-12-01      | 5.5000%  |  | $25013.13          | $25451.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE7221 | 2055-08-01      | 5.5000%  |  | $2257804.54        | $2332856.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1128 | 2055-04-01      | 5.0000%  |  | $3516.69           | $3554.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8676 | 2055-09-01      | 6.5000%  |  | $1525153.06        | $1609863.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3241 | 2054-05-01      | 6.0000%  |  | $13403279.11       | $14021974.47       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $2418701.66        | $2468780.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ2763 | 2048-05-01      | 4.5000%  |  | $84276.31          | $84346.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  |  | $10832857.37       | $11052775.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9555 | 2055-10-01      | 5.5000%  |  | $1277904.83        | $1314395.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0907 | 2054-09-01      | 5.5000%  |  | $1848378.51        | $1891647.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3111 | 2054-10-01      | 6.0000%  |  | $892612.48         | $920731.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS5623 | 2030-08-01      | 3.0000%  |  | $61845.26          | $60919.44          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $125461.16         | $125565.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  |  | $85988.41          | $75034.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7013 | 2054-11-01      | 5.5000%  |  | $53133.53          | $54244.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ4983 | 2055-09-01      | 6.5000%  |  | $1006.18           | $1058.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9294 | 2055-04-01      | 5.5000%  |  | $998946.50         | $1016220.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $8078833.71        | $8223081.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $170.71            | $171.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  |  | $85559.68          | $82127.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $4803590.04        | $4717701.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM3674 | 2048-03-01      | 3.5000%  |  | $605.09            | $568.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM3084 | 2032-08-01      | 4.0000%  |  | $25125.86          | $25281.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $4389310.61        | $4293448.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $30404.47          | $29666.86          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49036 G | 2047-07-01      | 4.0000%  |  | $2941743.03        | $2889250.57        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46715 G | 2047-03-01      | 4.0000%  |  | $2623472.66        | $2576580.71        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  |  | $2723261.76        | $2593329.49        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q02014 G | 2041-07-01      | 4.5000%  |  | $1607289.60        | $1630527.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4373 | 2053-11-01      | 6.5000%  |  | $24148379.47       | $25842267.55       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $11169699.56       | $11362153.49       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $42997.89          | $44221.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  |  | $17104.12          | $16837.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  |  | $298043.25         | $310239.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $28635.91          | $29138.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $239122.91         | $240263.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  |  | $66645.21          | $69372.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  |  | $1812599.86        | $1887585.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  |  | $55346.58          | $57042.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5113 | 2043-08-01      | 5.5000%  |  | $653.00            | $676.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  |  | $42197.42          | $40503.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV9435 | 2052-06-01      | 4.0000%  |  | $1400984.00        | $1354569.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV8126 | 2052-04-01      | 2.5000%  |  | $730009.09         | $627459.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV6760 | 2052-03-01      | 3.5000%  |  | $1238502.69        | $1152146.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC9872 | 2054-12-01      | 4.0000%  |  | $3885385.00        | $3719789.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7845 | 2055-01-01      | 5.5000%  |  | $451627.42         | $459686.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7808 | 2054-12-01      | 5.5000%  |  | $26071.26          | $26956.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC7366 | 2054-12-01      | 4.0000%  |  | $1663769.74        | $1592859.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC6888 | 2054-11-01      | 4.0000%  |  | $966622.30         | $925424.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC6572 | 2054-11-01      | 4.0000%  |  | $32078.40          | $30711.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  |  | $628431.87         | $639587.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5475 | 2054-11-01      | 5.5000%  |  | $513517.69         | $522476.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4801 | 2055-08-01      | 5.5000%  |  | $997.27            | $1015.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $38700533.50       | $39367343.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  |  | $4062076.42        | $4136217.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNFA3510 | 2032-05-01      | 1.5000%  |  | $7712192.00        | $7194017.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2491 | 2049-09-01      | 3.0000%  |  | $73176.06          | $68017.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3303 | 2055-02-01      | 6.0000%  |  | $6205035.48        | $6408293.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7144 | 2055-02-01      | 5.5000%  |  | $5888033.30        | $5996720.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ4469 | 2055-09-01      | 6.5000%  |  | $1555798.13        | $1635672.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0213 | 2055-04-01      | 5.0000%  |  | $4901244.95        | $4940935.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $23568810.01       | $22129250.67       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  |  | $45138.01          | $44780.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9853 | 2054-11-01      | 5.5000%  |  | $33097.21          | $33781.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1187 | 2049-11-01      | 5.0000%  |  | $6793859.31        | $6894469.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1275583.48        | $1334384.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $1041846.12        | $1088183.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU3612 | 2051-11-01      | 4.0000%  |  | $1709925.75        | $1643247.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $76916.82          | $77469.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $66963.26          | $69740.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  |  | $1469779.70        | $1278906.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7744 | 2051-04-01      | 2.0000%  |  | $60938.82          | $50966.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  |  | $68616.28          | $56993.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  |  | $2875104.26        | $2970212.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQJ8917 | 2054-11-01      | 4.0000%  |  | $3107305.03        | $2974890.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ7705 | 2054-11-01      | 5.0000%  |  | $1890.04           | $1900.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQJ6926 | 2054-10-01      | 4.0000%  |  | $3772049.39        | $3611288.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $139295.41         | $136996.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  |  | $1509.64           | $1583.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  |  | $21701.66          | $22324.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  |  | $315092.15         | $310754.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7274 | 2053-02-01      | 6.0000%  |  | $3208481.01        | $3362767.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  |  | $12388055.61       | $12692343.42       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $418357.66         | $428408.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $48921.62          | $51382.13          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF5371 | 2053-01-01      | 5.0000%  |  | $7789436.12        | $7960126.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  |  | $752855.11         | $795240.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $727.83            | $732.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $7015105.57        | $7195421.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  |  | $1969488.90        | $2007338.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  |  | $8673606.27        | $8924689.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  |  | $191193.19         | $169904.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3845 | 2029-11-01      | 2.5000%  |  | $58697.26          | $57377.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $66024.68          | $57094.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $97.55             | $93.98             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3680 | 2029-06-01      | 3.5000%  |  | $25503.27          | $25363.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3670 | 2049-05-01      | 3.0000%  |  | $54341.32          | $49299.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA2467 | 2051-07-01      | 4.0000%  |  | $32583.64          | $31609.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2319 | 2055-07-01      | 5.5000%  |  | $5683693.49        | $5876757.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  |  | $939.92            | $962.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1963 | 2055-06-01      | 6.0000%  |  | $13457760.56       | $13864925.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1817 | 2051-07-01      | 3.5000%  |  | $43719021.21       | $41066894.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1449 | 2055-04-01      | 5.5000%  |  | $466370.66         | $475837.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  |  | $1093394.29        | $976920.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1124 | 2054-07-01      | 5.5000%  |  | $3285338.96        | $3350451.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1153 | 2046-07-01      | 3.0000%  |  | $1659804.12        | $1541977.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1150 | 2055-01-01      | 6.0000%  |  | $10701282.00       | $11224692.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB6590 | 2053-06-01      | 4.0000%  |  | $27514.74          | $26421.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKDA9397 | 2054-02-01      | 6.0000%  |  | $1187019.75        | $1204654.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1138 | 2032-08-01      | 3.5000%  |  | $37699.47          | $37376.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $5883480.73        | $4871586.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $33072.29          | $32114.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $17029.82          | $17370.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7061 | 2052-04-01      | 3.0000%  |  | $31604.46          | $28237.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP8713 | 2050-08-01      | 3.0000%  |  | $42139.37          | $38033.23          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  |  | $161269.77         | $154446.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5670 | 2053-01-01      | 5.5000%  |  | $760.07            | $776.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $716.67            | $645.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  |  | $703.22            | $661.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $280463.94         | $282508.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  |  | $794092.88         | $823575.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD9791 | 2052-04-01      | 2.0000%  |  | $31352.84          | $25714.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRAB7668 | 2043-01-01      | 3.0000%  |  | $30173.54          | $28160.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  |  | $34018.50          | $32354.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $50554.36          | $51434.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  |  | $36629145.50       | $37042322.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5021 | 2054-09-01      | 4.5000%  |  | $2586380.01        | $2566400.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  |  | $119755793.07      | $99687117.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAB9631 | 2028-06-01      | 2.5000%  |  | $127947.92         | $125865.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8208 | 2053-01-01      | 5.0000%  |  | $26598.72          | $26788.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA9177 | 2054-06-01      | 7.0000%  |  | $723812.15         | $776395.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3842 | 2052-04-01      | 3.0000%  |  | $270037.82         | $241643.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  |  | $92487607.72       | $80673333.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $73102.57          | $70105.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  |  | $1077386.17        | $1110972.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $76361420.89       | $77931717.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5022 | 2043-05-01      | 5.5000%  |  | $443155.03         | $454863.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3669 | 2049-05-01      | 5.0000%  |  | $85264.17          | $87195.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  |  | $7788592.56        | $6702660.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $38729.97          | $31889.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2204 | 2055-09-01      | 6.0000%  |  | $2708654.68        | $2811410.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6793 | 2055-09-01      | 5.5000%  |  | $2526017.18        | $2570439.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3115 | 2055-10-01      | 5.5000%  |  | $23655777.74       | $24156215.72       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  |  | $6800715.13        | $6917857.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE4238 | 2055-07-01      | 7.0000%  |  | $1990.30           | $2124.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7192 | 2053-02-01      | 5.5000%  |  | $1126405.13        | $1169214.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  |  | $3675567.25        | $3687494.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5886 | 2040-11-01      | 5.0000%  |  | $19529445.82       | $19839768.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0384 | 2055-05-01      | 5.0000%  |  | $39045819.45       | $39482703.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMB0294 | 2055-01-01      | 4.0000%  |  | $18469417.07       | $17682250.52       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  |  | $8383789.73        | $8026472.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2028 | 2055-06-01      | 5.5000%  |  | $7953090.02        | $8090121.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3028 | 2055-03-01      | 5.5000%  |  | $1110719.10        | $1143229.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8874 | 2055-09-01      | 5.5000%  |  | $2299771.29        | $2340810.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2583672.99        | $2257057.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1097 | 2055-10-01      | 5.5000%  |  | $1373954.28        | $1412504.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  |  | $26055244.57       | $26971607.52       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0262 | 2055-09-01      | 5.5000%  |  | $1476156.73        | $1519360.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3597 | 2052-05-01      | 3.5000%  |  | $2865351.58        | $2662745.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0065 | 2055-11-01      | 6.0000%  |  | $35492443.68       | $36502203.70       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1342 | 2055-05-01      | 5.5000%  |  | $3338553.07        | $3421325.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  |  | $94671.92          | $96302.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC8501 | 2054-12-01      | 5.5000%  |  | $144900.52         | $147523.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0559 | 2054-09-01      | 6.0000%  |  | $545094.96         | $568032.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2183 | 2055-06-01      | 7.0000%  |  | $943162.59         | $1009510.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX5451 | 2055-01-01      | 5.0000%  |  | $919934.22         | $923393.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX5267 | 2055-02-01      | 5.0000%  |  | $2377663.27        | $2421450.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX4884 | 2055-01-01      | 6.5000%  |  | $29500.89          | $30779.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  |  | $1146981.59        | $1130481.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3361 | 2052-12-01      | 5.5000%  |  | $6779444.54        | $7017918.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFS3265 | 2036-04-01      | 1.5000%  |  | $4405504.04        | $3991452.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  |  | $1017980.39        | $1042454.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  |  | $2027253.67        | $2060677.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7321 | 2052-08-01      | 5.0000%  |  | $4545350.00        | $4575499.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  |  | $30.27             | $30.30             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0927 | 2040-03-01      | 5.5000%  |  | $3075758.69        | $3212147.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAD0020 | 2037-12-01      | 7.0000%  |  | $315341.74         | $332549.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  |  | $775643.47         | $768693.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $90337440.67       | $93415146.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4967 | 2053-02-01      | 3.0000%  |  | $129595.40         | $115824.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $607673.30         | $620589.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $23139.30          | $22587.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0739 | 2052-02-01      | 3.5000%  |  | $119135.84         | $111341.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0735 | 2052-01-01      | 3.0000%  |  | $787234.91         | $709219.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  |  | $40964.87          | $36161.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  |  | $109047.56         | $108661.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS0854 | 2036-10-01      | 2.0000%  |  | $383827.96         | $356629.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9292 | 2051-11-01      | 3.0000%  |  | $545430.94         | $496522.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  |  | $171578.86         | $165565.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  |  | $826360.88         | $745971.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8122 | 2049-06-01      | 3.5000%  |  | $67940.18          | $64093.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8104 | 2051-07-01      | 3.0000%  |  | $102369.16         | $91621.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  |  | $49603.38          | $46764.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7869 | 2051-01-01      | 2.5000%  |  | $63280.22          | $55195.22          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  |  | $6753878.92        | $6936618.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  |  | $5385023.37        | $5621759.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $837.61            | $863.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $52375198.59       | $53394681.83       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $72061.20          | $74508.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $305451.88         | $280519.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0448 | 2040-06-01      | 4.5000%  |  | $29016.45          | $28682.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQB2339 | 2050-08-01      | 3.0000%  |  | $33697.75          | $30952.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5055 | 2052-11-01      | 6.0000%  |  | $77641.04          | $80560.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $361243.19         | $336094.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  |  | $585199.70         | $601890.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0357 | 2051-12-01      | 3.0000%  |  | $61500.62          | $56406.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD7557 | 2052-12-01      | 4.5000%  |  | $769.65            | $767.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $56088.55          | $52219.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4728 | 2054-06-01      | 6.5000%  |  | $2776095.34        | $2899534.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1000 | 2054-03-01      | 5.5000%  |  | $1175291.99        | $1208851.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $39799.86          | $40573.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0493 | 2052-09-01      | 5.5000%  |  | $439837.28         | $450236.79         | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G18687 G | 2033-05-01      | 2.5000%  |  | $4015.05           | $3885.54           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2473 | 2053-02-01      | 5.0000%  |  | $2000992.12        | $2010226.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  |  | $64778.91          | $67429.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  |  | $129239.25         | $121410.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1456 | 2048-12-01      | 3.0000%  |  | $718.80            | $657.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  |  | $94559331.03       | $97249544.00       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3414 | 2055-05-01      | 5.5000%  |  | $2115777.32        | $2182775.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY0450 | 2055-04-01      | 5.5000%  |  | $2866577.13        | $2944132.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $2579801.13        | $2595695.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX6919 | 2055-02-01      | 5.0000%  |  | $1682403.38        | $1690534.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX5524 | 2055-02-01      | 6.0000%  |  | $951190.16         | $989959.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4583 | 2050-10-01      | 2.0000%  |  | $780036.01         | $652078.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $44279.43          | $40018.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $70519.07          | $66131.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3869 | 2035-06-01      | 3.0000%  |  | $25150.44          | $24551.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $70863.54          | $58142.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4516 | 2037-01-01      | 2.0000%  |  | $627.99            | $582.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5383 | 2034-05-01      | 5.0000%  |  | $241880.89         | $246427.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  |  | $2980643.95        | $2990921.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $306606.18         | $312264.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $34776.10          | $34923.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  |  | $1145165.55        | $943043.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $281725.51         | $286857.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5986 | 2053-07-01      | 5.5000%  |  | $1174382.13        | $1199163.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2827 | 2053-06-01      | 5.5000%  |  | $6822586.48        | $6963309.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  |  | $311371.91         | $313009.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0889 | 2053-04-01      | 5.0000%  |  | $1029365.38        | $1036869.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $650999.96         | $654942.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $77674.07          | $78056.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7742 | 2053-02-01      | 6.5000%  |  | $1176507.75        | $1231740.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  |  | $12599877.82       | $13067698.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6116 | 2053-01-01      | 6.0000%  |  | $11854334.82       | $12316061.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $24981.14          | $26931.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5649 | 2055-04-01      | 5.5000%  |  | $892966.84         | $917126.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6233 | 2055-04-01      | 5.5000%  |  | $1573746.40        | $1614009.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  |  | $855379.49         | $875161.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  |  | $299.24            | $293.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  |  | $64181.57          | $55556.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  |  | $402.70            | $393.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7774 | 2036-07-01      | 2.0000%  |  | $102939.67         | $95643.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $860383.99         | $768735.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  |  | $397060.79         | $423624.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  |  | $346821.68         | $361254.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $84825.68          | $85356.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $147139.91         | $153797.70         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q39181 G | 2046-03-01      | 4.0000%  |  | $120.42            | $118.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ5545 | 2054-09-01      | 6.5000%  |  | $869520.96         | $905103.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5472 | 2054-09-01      | 6.5000%  |  | $7061271.89        | $7350233.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $36438.05          | $29949.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7338 | 2053-09-01      | 4.5000%  |  | $20443464.57       | $20338691.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $73379.07          | $68365.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  |  | $72643.25          | $73723.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  |  | $791.40            | $751.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  |  | $780977.33         | $787514.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  |  | $288707.77         | $269137.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $1983705.39        | $2025091.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  |  | $673771.62         | $648220.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  |  | $452148.91         | $438422.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $325611.56         | $312951.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  |  | $136.84            | $138.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  |  | $95.25             | $93.49             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $553501.77         | $543402.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2730 | 2055-01-01      | 5.5000%  |  | $909622.14         | $925741.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1963 | 2054-09-01      | 5.5000%  |  | $471346.98         | $479465.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1896491.36        | $1998951.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5213 | 2054-07-01      | 5.5000%  |  | $46274.53          | $47121.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2252 | 2054-05-01      | 6.0000%  |  | $745.70            | $769.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB0502 | 2054-07-01      | 7.0000%  |  | $3607226.56        | $3889455.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL740320 | 2033-10-01      | 4.5000%  |  | $13.04             | $13.14             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $535219.27         | $510749.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  |  | $111.92            | $106.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  |  | $31457618.55       | $30035765.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAW3585 | 2044-06-01      | 3.5000%  |  | $2135158.58        | $2044390.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  |  | $2572532.08        | $2537607.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $10136594.16       | $9713249.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $10048463.69       | $9628769.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3174 | 2043-05-01      | 3.0000%  |  | $1921227.96        | $1795262.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAS9144 | 2043-06-01      | 4.0000%  |  | $395910.27         | $389239.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $268.99            | $247.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKMA3524 | 2048-11-01      | 4.0000%  |  | $114395.69         | $108054.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $236468.15         | $224906.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $79091.37          | $78723.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CQCA4692 | 2049-02-01      | 4.5000%  |  | $372.65            | $375.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  |  | $1661368.22        | $1572423.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4155 | 2048-02-01      | 3.5000%  |  | $89.78             | $85.31             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  |  | $73240.01          | $66977.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4141 | 2049-09-01      | 3.0000%  |  | $199296.89         | $182076.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $168.02            | $166.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $264515.27         | $258210.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  |  | $137.85            | $137.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $152.98            | $151.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  |  | $113911.56         | $114006.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $167880.37         | $168020.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $3007972.33        | $2991127.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  |  | $2319105.39        | $2321041.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $383343.01         | $363016.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY8516 | 2053-08-01      | 6.0000%  |  | $19971290.33       | $20598528.64       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM6893 | 2049-04-01      | 5.5000%  |  | $2718829.54        | $2821144.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM6764 | 2051-03-01      | 2.5000%  |  | $459078.33         | $392807.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7185 | 2034-01-01      | 4.5000%  |  | $338401.06         | $343349.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  |  | $66073.96          | $61597.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7798 | 2046-08-01      | 3.0000%  |  | $348470.21         | $320098.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5762 | 2045-09-01      | 3.5000%  |  | $5679252.93        | $5434709.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4797 | 2045-04-01      | 3.5000%  |  | $27750.36          | $26490.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  |  | $4121001.15        | $3936442.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  |  | $77623.88          | $74382.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  |  | $2786345.62        | $2886790.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1017 | 2055-02-01      | 6.0000%  |  | $1578371.13        | $1638216.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  |  | $864346.80         | $900465.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0685 | 2055-01-01      | 6.0000%  |  | $5407276.73        | $5567115.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $2557057.13        | $2601102.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $219120.26         | $201234.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  |  | $172127.83         | $161611.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW1139 | 2052-09-01      | 4.0000%  |  | $6120091.91        | $5936648.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  |  | $258206.02         | $252922.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3375 | 2035-02-01      | 3.5000%  |  | $27531.82          | $27273.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB3546 | 2031-09-01      | 4.0000%  |  | $2676796.32        | $2677947.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $10052669.48       | $9561596.58        | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  |  | $142.16            | $149.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  |  | $991740.79         | $900467.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $22837497.89       | $21044160.53       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3661 | 2053-08-01      | 5.5000%  |  | $9764.32           | $9978.69           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $2000824.69        | $1977721.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $898966.55         | $940728.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9393 | 2042-04-01      | 3.5000%  |  | $218587.27         | $210699.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTAB4853 | 2032-04-01      | 3.0000%  |  | $120865.81         | $118229.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2115917.64        | $2065141.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  |  | $37242.90          | $36816.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  |  | $266426.62         | $262028.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  |  | $455609.86         | $474299.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2211 | 2051-11-01      | 2.5000%  |  | $471047.16         | $405272.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $35366.81          | $35469.73          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  |  | $7169.77           | $6748.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $4927902.76        | $5071255.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  |  | $16900271.26       | $16344083.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  |  | $792.63            | $827.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5536 | 2053-01-01      | 5.0000%  |  | $4225823.71        | $4267528.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $862.65            | $753.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  |  | $241059.83         | $188051.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $28954.53          | $23930.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4641 | 2052-08-01      | 6.0000%  |  | $1063614.44        | $1136251.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  |  | $16222.02          | $15334.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM5792 | 2035-12-01      | 1.5000%  |  | $59439.72          | $54036.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5522 | 2050-04-01      | 4.0000%  |  | $27470.60          | $26692.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA9358 | 2041-03-01      | 2.5000%  |  | $60583.25          | $55130.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5529 | 2049-12-01      | 3.0000%  |  | $9319509.42        | $8518739.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $277000.14         | $251822.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $319175.95         | $323922.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9777 | 2051-12-01      | 3.0000%  |  | $5846427.81        | $5239901.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  |  | $371877.64         | $332261.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  |  | $484981.62         | $396752.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $576258.31         | $496334.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $128316.01         | $130677.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  |  | $712.27            | $647.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3383 | 2048-06-01      | 3.5000%  |  | $110.58            | $104.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  |  | $72070.82          | $71283.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  |  | $999899.58         | $1017359.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM7043 | 2036-03-01      | 2.5000%  |  | $97838.62          | $93231.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  |  | $206396.66         | $173426.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  |  | $7055200.97        | $7143249.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $183495.32         | $160432.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $2518759.94        | $2536610.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $673083.67         | $647740.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  |  | $1430972.07        | $1407353.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $118838.25         | $117384.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0479 | 2060-06-01      | 2.5000%  |  | $1792086.57        | $1524264.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  |  | $2965793.26        | $2653406.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $87141123.93       | $89916568.73       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $3416323.07        | $3475951.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  |  | $78180396.98       | $64569658.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $35409.43          | $34370.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $726672.11         | $749697.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $67263.79          | $61147.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7296 | 2052-03-01      | 3.0000%  |  | $916.17            | $818.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA0525 | 2047-10-01      | 3.0000%  |  | $3255945.85        | $2990136.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1724 | 2049-10-01      | 3.0000%  |  | $131316.27         | $118645.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  |  | $74667.49          | $75219.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  |  | $95531.96          | $96095.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  |  | $1187024.84        | $1179457.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4064 | 2055-11-01      | 5.5000%  |  | $1999800.53        | $2035536.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3893 | 2055-11-01      | 5.5000%  |  | $161727.00         | $164573.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3253 | 2055-10-01      | 5.5000%  |  | $999.08            | $1029.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  |  | $999.24            | $1053.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3510 | 2055-11-01      | 5.5000%  |  | $2999700.00        | $3052950.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1682 | 2055-10-01      | 5.5000%  |  | $1542890.81        | $1578374.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL890059 | 2033-04-01      | 8.0000%  |  | $372628.70         | $393287.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  |  | $2027484.34        | $2118565.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL889210 | 2035-01-01      | 4.5000%  |  | $173790.38         | $173219.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA9323 | 2054-02-01      | 5.5000%  |  | $3444784.75        | $3509853.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1002 | 2055-09-01      | 5.0000%  |  | $5654696.23        | $5731673.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0561 | 2055-06-01      | 5.5000%  |  | $314816.53         | $325944.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0238 | 2055-04-01      | 5.5000%  |  | $3144648.67        | $3233840.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8740 | 2054-08-01      | 5.5000%  |  | $240835.70         | $247712.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $94852.71          | $81275.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $87509.68          | $89406.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $108500852.01      | $100941706.15      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8190 | 2054-06-01      | 6.0000%  |  | $612181.37         | $639411.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $33687.54          | $28851.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7827 | 2049-12-01      | 3.5000%  |  | $11947047.95       | $11322504.07       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIRR0032 | 2040-10-01      | 5.0000%  |  | $48040.72          | $48804.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4167 | 2055-05-01      | 6.0000%  |  | $4195694.98        | $4318691.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  |  | $51590549.28       | $53045867.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0454 | 2054-11-01      | 5.0000%  |  | $29955289.23       | $30303070.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $2908084.28        | $2434083.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  |  | $1143340.48        | $1175167.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0119 | 2049-08-01      | 3.5000%  |  | $1874.98           | $1761.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  |  | $96281104.86       | $98279996.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  |  | $23208743.21       | $23927634.03       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $6657.46           | $6586.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTCB9293 | 2044-10-01      | 5.5000%  |  | $74748.03          | $77409.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9281 | 2054-10-01      | 4.5000%  |  | $5671.08           | $5577.48           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C03520 G | 2040-09-01      | 4.0000%  |  | $89377.17          | $88496.63          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18659 G | 2032-09-01      | 3.0000%  |  | $133.17            | $130.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  |  | $92171.22          | $88713.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1635 | 2028-10-01      | 3.0000%  |  | $55.78             | $55.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1554 | 2028-08-01      | 3.0000%  |  | $23929.70          | $23702.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1527 | 2033-08-01      | 3.0000%  |  | $42044.82          | $40886.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $74638.00          | $61202.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $332056.78         | $276407.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR2026 | 2051-06-01      | 3.0000%  |  | $33219.93          | $29732.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR0965 | 2036-04-01      | 1.5000%  |  | $560515.65         | $507645.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $1971600.47        | $1617560.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $5831443.27        | $5936088.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ4555 | 2042-12-01      | 4.0000%  |  | $144003.99         | $142063.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ0973 | 2042-12-01      | 3.5000%  |  | $163907.30         | $156806.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP1083 | 2042-08-01      | 3.5000%  |  | $654019.23         | $626974.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $717771.53         | $706773.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $7488849.31        | $7142370.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  |  | $876288.09         | $864572.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  |  | $250119.81         | $266412.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  |  | $4596358.71        | $4784152.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  |  | $7058557.48        | $7260100.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  |  | $19692102.43       | $20064578.55       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  |  | $22109508.46       | $22857473.13       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $68236371.97       | $69485302.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ0962 | 2054-02-01      | 7.0000%  |  | $5120996.03        | $5403080.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  |  | $45885.74          | $47195.96          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  |  | $3065937.17        | $3151952.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ0722 | 2054-01-01      | 7.0000%  |  | $43368896.80       | $46867205.49       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0202 | 2053-11-01      | 6.5000%  |  | $4507693.06        | $4699856.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3421 | 2055-12-01      | 5.5000%  |  | $1000.00           | $1033.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2515 | 2055-04-01      | 5.5000%  |  | $61806583.85       | $63905906.28       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1814 | 2055-07-01      | 5.5000%  |  | $3978315.59        | $4088463.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL1193 | 2052-09-01      | 3.5000%  |  | $5614818.82        | $5248199.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  |  | $39446515.52       | $40174658.75       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  |  | $9297728.89        | $9587111.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  |  | $5645104.19        | $5835931.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $35816.75          | $36578.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8371 | 2050-03-01      | 3.5000%  |  | $400318.92         | $378141.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $15116.34          | $14604.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  |  | $456061.48         | $483375.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2395785.86        | $2449887.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $2307727.86        | $2269638.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC1861 | 2036-03-01      | 2.0000%  |  | $962226.93         | $897036.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $1703657.93        | $1776770.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  |  | $365647.95         | $368257.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1331173.73        | $1341090.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $65107.67          | $63156.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3526 | 2048-11-01      | 4.5000%  |  | $200726.10         | $194192.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4507070.12        | $4667963.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $107686.27         | $109975.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  |  | $89225.19          | $73159.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE8087 | 2052-06-01      | 4.0000%  |  | $4436348.36        | $4273893.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI6767 | 2054-05-01      | 5.5000%  |  | $29358.47          | $29928.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $32307813.83       | $33309259.14       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ1155 | 2054-08-01      | 4.5000%  |  | $5758.50           | $5667.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5716 | 2049-04-01      | 3.5000%  |  | $1616.56           | $1519.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $56942.03          | $55828.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  |  | $1203040.46        | $1050484.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  |  | $44573.14          | $37333.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  |  | $118271.58         | $112203.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  |  | $350572.02         | $331278.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $60000.37          | $58485.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  |  | $1191771.33        | $1199982.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU8210 | 2052-01-01      | 2.0000%  |  | $193215.50         | $158958.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  |  | $1430.68           | $1499.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U3BF0448 | 2042-02-01      | 2.5000%  |  | $1411484.36        | $1288827.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  |  | $194.36            | $183.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $1395802.23        | $1404972.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $76242.85          | $71333.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  |  | $2794043.18        | $2543912.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0660 | 2047-11-01      | 4.0000%  |  | $629750.13         | $615221.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3855 | 2034-11-01      | 2.0000%  |  | $36342.74          | $33994.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1373 | 2051-11-01      | 3.0000%  |  | $10378851.07       | $9273285.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $965465.05         | $991981.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9019 | 2054-09-01      | 6.0000%  |  | $552656.06         | $570512.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $839712.87         | $834103.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $405221.49         | $412476.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $271197.90         | $267505.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM6242 | 2034-06-01      | 4.5000%  |  | $42033.93          | $42909.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8016 | 2054-05-01      | 5.5000%  |  | $43374.68          | $44554.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS7778 | 2033-07-01      | 3.5000%  |  | $676609.31         | $668924.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS7743 | 2043-11-01      | 5.5000%  |  | $21006164.47       | $21757113.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  |  | $5219324.09        | $4849482.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7305 | 2053-12-01      | 5.0000%  |  | $38484130.11       | $38751248.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7283 | 2053-09-01      | 4.5000%  |  | $80625.93          | $81017.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  |  | $155078.50         | $156200.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7290 | 2049-02-01      | 4.5000%  |  | $1993368.92        | $1995033.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $80045.51          | $80571.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6871 | 2054-01-01      | 6.5000%  |  | $2019157.08        | $2116536.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6840 | 2052-01-01      | 2.0000%  |  | $3139757.41        | $2613490.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6668 | 2053-12-01      | 5.5000%  |  | $24404.08          | $24878.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2191 | 2055-07-01      | 5.5000%  |  | $21869986.59       | $22254854.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2153 | 2055-06-01      | 5.5000%  |  | $408891.23         | $416085.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1614 | 2055-08-01      | 5.5000%  |  | $600918.36         | $611586.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDE0112 | 2055-06-01      | 4.0000%  |  | $339414.47         | $324947.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDE0094 | 2055-06-01      | 4.0000%  |  | $5516129.85        | $5281032.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9902 | 2055-07-01      | 5.5000%  |  | $409583.21         | $416892.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9598 | 2055-05-01      | 5.5000%  |  | $957707.33         | $974998.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9208 | 2055-05-01      | 5.5000%  |  | $4907014.15        | $5002411.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDD9126 | 2055-05-01      | 4.0000%  |  | $864464.59         | $827620.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDD9090 | 2055-05-01      | 4.0000%  |  | $1929798.16        | $1847548.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9845 | 2055-08-01      | 5.5000%  |  | $1000000.71        | $1017845.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDD8766 | 2055-11-01      | 4.0000%  |  | $2774978.00        | $2656700.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8490 | 2055-05-01      | 5.5000%  |  | $1332752.79        | $1382528.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8484 | 2055-05-01      | 5.5000%  |  | $1139882.20        | $1167443.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7568 | 2055-04-01      | 5.0000%  |  | $1360385.14        | $1371838.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL7349 | 2039-10-01      | 6.5000%  |  | $259022.34         | $273351.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAL7225 | 2030-08-01      | 3.0000%  |  | $29849.03          | $29396.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  |  | $166587.26         | $162986.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $4906858.95        | $4571484.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  |  | $656255.99         | $696011.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $85129.77          | $82563.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ4203 | 2041-12-01      | 3.5000%  |  | $868576.16         | $839378.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $65.39             | $67.67             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI4285 | 2041-06-01      | 5.0000%  |  | $35707.25          | $36877.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  |  | $3786058.86        | $3973642.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $64552102.24       | $66714533.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  |  | $5069523.12        | $5168688.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  |  | $84701.78          | $83867.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $1939894.05        | $2046433.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5825 | 2053-03-01      | 4.5000%  |  | $6044395.08        | $6059288.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $38949550.53       | $38467627.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5543 | 2053-01-01      | 6.0000%  |  | $404419.65         | $419628.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  |  | $1443474.94        | $1497891.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  |  | $826.74            | $834.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6255 | 2053-05-01      | 5.5000%  |  | $732856.20         | $758085.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $5566200.76        | $5563328.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  |  | $6619085.00        | $6794921.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  |  | $77010.17          | $78903.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $202894.95         | $205232.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $315682.44         | $323174.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4796 | 2052-10-01      | 5.0000%  |  | $4116665.58        | $4188130.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3125 | 2052-03-01      | 3.5000%  |  | $828029.57         | $775544.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  |  | $101064.38         | $94023.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3004 | 2052-02-01      | 3.0000%  |  | $188306.35         | $168419.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  |  | $648.54            | $605.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6600 | 2052-09-01      | 3.5000%  |  | $14710807.62       | $13695055.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6501 | 2053-11-01      | 5.5000%  |  | $96109.03          | $99539.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $228089.14         | $233568.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $88683.37          | $80254.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $173435.33         | $174200.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS6072 | 2036-12-01      | 2.5000%  |  | $947423.74         | $902965.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $3501833.08        | $3555369.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5600 | 2052-06-01      | 2.5000%  |  | $1114429.71        | $974146.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $49814941.13       | $51509794.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4832 | 2053-05-01      | 5.0000%  |  | $6420447.92        | $6487734.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP922386 | 2037-01-01      | 5.5000%  |  | $54765.57          | $55794.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K2918243 | 2037-05-01      | 6.0000%  |  | $14984.76          | $15374.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.350 CA903598 | 2036-08-01      | 5.3500%  |  | $63414.70          | $64473.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.800 CA897347 | 2036-09-01      | 5.8000%  |  | $45972.66          | $46817.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CI890698 | 2030-10-01      | 2.0000%  |  | $44829.72          | $43324.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  |  | $309.58            | $300.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $356167.24         | $350295.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $145538.95         | $152369.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1163831.34        | $1206966.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $184995.92         | $193818.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $13821.87          | $13121.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $103994.39         | $95549.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6403 | 2055-12-01      | 5.5000%  |  | $6076776.00        | $6191936.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF4956 | 2055-11-01      | 6.0000%  |  | $1276492.00        | $1331838.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF4917 | 2055-11-01      | 6.5000%  |  | $2195736.00        | $2296381.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4354 | 2055-11-01      | 5.5000%  |  | $11567593.86       | $11781999.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV1520 | 2055-03-01      | 4.0000%  |  | $1828526.99        | $1750596.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4306 | 2055-03-01      | 5.5000%  |  | $504461.52         | $513214.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $1455060.75        | $1471226.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  |  | $1012922.74        | $1033175.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  |  | $31763477.68       | $32542445.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $3940908.21        | $3929719.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5210 | 2055-06-01      | 5.5000%  |  | $176632.43         | $179773.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE7459 | 2055-09-01      | 5.0000%  |  | $11516447.15       | $11567891.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  |  | $6250128.01        | $6017685.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $941593.81         | $939828.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  |  | $732.61            | $723.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  |  | $200656.86         | $186998.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3181 | 2052-03-01      | 4.0000%  |  | $2828766.60        | $2726931.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $2916602.44        | $2924404.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  |  | $19053.58          | $17826.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  |  | $82.51             | $79.35             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  |  | $680.58            | $701.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2680 | 2054-10-01      | 6.5000%  |  | $33631.35          | $35008.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $826.02            | $831.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  |  | $2063640.97        | $1781056.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQJ6847 | 2054-10-01      | 4.0000%  |  | $1102037.92        | $1055069.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $38306.14          | $37156.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA5746 | 2051-08-01      | 3.5000%  |  | $645.48            | $606.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0449 | 2054-10-01      | 5.5000%  |  | $643278.68         | $654854.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  |  | $14535780.85       | $15035884.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6984 | 2055-04-01      | 5.5000%  |  | $925265.33         | $941917.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0855 | 2055-01-01      | 5.5000%  |  | $100000.28         | $101784.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0838 | 2055-08-01      | 5.5000%  |  | $21271244.04       | $21773287.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 ZLFP0137 | 2055-01-01      | 6.5000%  |  | $2000001.20        | $2082931.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 ZLFP0136 | 2055-01-01      | 6.5000%  |  | $253912.01         | $264315.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 ZLFP0034 | 2050-10-01      | 2.5000%  |  | $24761.22          | $21217.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 ZLFP0059 | 2050-08-01      | 2.5000%  |  | $8513686.00        | $7306573.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS9900 | 2048-06-01      | 4.0000%  |  | $5469025.03        | $5324276.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9662 | 2054-10-01      | 5.5000%  |  | $2424436.65        | $2485180.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9651 | 2054-11-01      | 5.5000%  |  | $3624862.65        | $3693307.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS9620 | 2052-06-01      | 3.0000%  |  | $658853.53         | $594213.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9047 | 2054-04-01      | 5.0000%  |  | $8863845.01        | $9036326.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS8858 | 2035-02-01      | 3.0000%  |  | $3076716.89        | $3032402.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS8840 | 2036-01-01      | 3.0000%  |  | $1663131.13        | $1613220.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLFS8839 | 2054-08-01      | 7.5000%  |  | $3574323.91        | $3889350.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9505 | 2055-09-01      | 6.5000%  |  | $1308812.04        | $1376719.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9056 | 2055-09-01      | 5.5000%  |  | $40999.31          | $41720.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDE8864 | 2055-09-01      | 4.0000%  |  | $2524036.31        | $2416456.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8526 | 2055-09-01      | 5.5000%  |  | $1443078.45        | $1475868.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8242 | 2055-09-01      | 5.5000%  |  | $1245090.82        | $1285842.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8003 | 2055-09-01      | 6.0000%  |  | $2869842.61        | $2981410.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6508 | 2055-08-01      | 6.0000%  |  | $1104992.36        | $1147874.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4781 | 2055-08-01      | 6.5000%  |  | $1225929.38        | $1295961.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  |  | $6956243.48        | $7164242.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1121 | 2055-02-01      | 5.0000%  |  | $3784367.78        | $3828304.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  |  | $110566.92         | $102863.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8379 | 2040-04-01      | 5.5000%  |  | $24460.39          | $25149.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $155029.75         | $156114.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5177 | 2055-02-01      | 5.5000%  |  | $2511287.70        | $2562254.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  |  | $8705876.06        | $8987049.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5514 | 2055-05-01      | 6.0000%  |  | $280920.62         | $289440.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY0514 | 2055-04-01      | 7.0000%  |  | $853332.70         | $909857.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0219 | 2055-10-01      | 5.5000%  |  | $991845.14         | $1024708.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2313 | 2055-09-01      | 6.0000%  |  | $4142564.69        | $4327492.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV6047 | 2055-08-01      | 5.5000%  |  | $1999801.90        | $2034258.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2147 | 2055-09-01      | 5.5000%  |  | $996.85            | $1021.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV1441 | 2055-03-01      | 4.0000%  |  | $3807535.05        | $3646438.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8643 | 2055-08-01      | 5.5000%  |  | $1536177.09        | $1568544.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4353 | 2055-11-01      | 5.5000%  |  | $19826412.00       | $20232734.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF3795 | 2055-11-01      | 6.5000%  |  | $2622382.00        | $2752706.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $25957.49          | $26105.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $409.13            | $373.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2171 | 2049-07-01      | 4.0000%  |  | $7562587.60        | $7400975.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $103517.63         | $96233.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  |  | $36762.79          | $36418.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM1568 | 2046-05-01      | 4.5000%  |  | $42484.30          | $43131.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM1056 | 2049-06-01      | 5.5000%  |  | $86305.17          | $90100.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  |  | $75055.34          | $74270.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $352.33            | $319.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAH5542 | 2041-01-01      | 3.5000%  |  | $60380.51          | $58201.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL254548 | 2032-12-01      | 5.5000%  |  | $6542.84           | $6824.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $14130648.98       | $14708889.27       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQI9871 | 2054-07-01      | 4.5000%  |  | $5877.44           | $5780.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6952 | 2054-05-01      | 7.0000%  |  | $1186820.07        | $1271588.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI6758 | 2054-05-01      | 5.5000%  |  | $1736.74           | $1768.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6522 | 2054-05-01      | 7.0000%  |  | $737612.46         | $789819.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $838.54            | $869.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  |  | $173712.70         | $177610.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  |  | $2054312.62        | $2020406.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0238 | 2054-05-01      | 5.0000%  |  | $962807.31         | $976780.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0200 | 2055-01-01      | 5.5000%  |  | $25612431.45       | $26154006.31       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  |  | $10948437.38       | $11085292.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  |  | $93230.83          | $95883.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDE4679 | 2055-07-01      | 4.0000%  |  | $79893.63          | $76488.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4651 | 2055-07-01      | 5.5000%  |  | $1999800.91        | $2034257.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4570 | 2055-08-01      | 5.5000%  |  | $22399780.17       | $22798115.46       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $723.13            | $747.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  |  | $272424.95         | $269053.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $15737.06          | $14639.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  |  | $5070222.25        | $4880874.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $11485.54          | $11047.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $5624.54           | $5042.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $47635.39          | $44319.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $1595.56           | $1484.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  |  | $91824.71          | $79223.61          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  |  | $759778.02         | $735424.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $84829348.00       | $82554649.03       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  |  | $1605484.95        | $1400291.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  |  | $11198.94          | $11021.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  |  | $27479836.65       | $28531215.20       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $38439391.31       | $40519231.45       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6430 | 2054-05-01      | 5.5000%  |  | $913.70            | $941.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  |  | $80629.47          | $85223.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $28679245.66       | $27764635.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  |  | $425126.33         | $380658.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $268416.90         | $234153.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1816 | 2051-09-01      | 3.0000%  |  | $70969.53          | $63653.56          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5298 | 2054-04-01      | 6.0000%  |  | $4063825.56        | $4233116.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2913 | 2053-05-01      | 5.5000%  |  | $94055.09          | $96298.49          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  |  | $136317.25         | $139592.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $96077.80          | $89271.17          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1850 | 2052-03-01      | 3.0000%  |  | $77257.03          | $69957.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1129 | 2051-08-01      | 4.0000%  |  | $427065.68         | $414158.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $798.70            | $749.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $1807553.71        | $1572165.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1902.05           | $1964.49           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0742 | 2051-11-01      | 2.5000%  |  | $730.78            | $636.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8378 | 2040-04-01      | 5.0000%  |  | $5502.98           | $5590.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  |  | $77092.18          | $75225.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8080 | 2035-12-01      | 2.5000%  |  | $106877.52         | $101649.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  |  | $461910.20         | $429174.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  |  | $6855.15           | $6180.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  |  | $82456.39          | $70992.07          | Agency Mortgage-Backed Securities  |

### Security 139: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 12/26/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $696711642.28
- **C.18.a - Value (excl. sponsor support):** $696711642.28
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.860%, 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):** $634280853.84
- **C.18.a - Value (excl. sponsor support):** $634280853.84
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 141: 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):** $248635842.50
- **C.18.a - Value (excl. sponsor support):** $248635842.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.115%, 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):** $1715587313.25
- **C.18.a - Value (excl. sponsor support):** $1715587313.25
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.025%, 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):** $1708625509.66
- **C.18.a - Value (excl. sponsor support):** $1708625509.66
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 144: 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):** $245956700.72
- **C.18.a - Value (excl. sponsor support):** $245956700.72
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 145: 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):** $1734510429.00
- **C.18.a - Value (excl. sponsor support):** $1734510429.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.715%, 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):** $1763188195.50
- **C.18.a - Value (excl. sponsor support):** $1763188195.50
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.685%, 4/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1798745698.56
- **C.18.a - Value (excl. sponsor support):** $1798745698.56
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: 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):** $634263626.70
- **C.18.a - Value (excl. sponsor support):** $634263626.70
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.955%, 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):** $158320068.06
- **C.18.a - Value (excl. sponsor support):** $158320068.06
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  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):** $1641218593.74
- **C.18.a - Value (excl. sponsor support):** $1641218593.74
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 151: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.690%, 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):** $1768071319.08
- **C.18.a - Value (excl. sponsor support):** $1768071319.08
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 152: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $506586573.13
- **C.18.a - Value (excl. sponsor support):** $506586573.13
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  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):** $859337314.92
- **C.18.a - Value (excl. sponsor support):** $859337314.92
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 154: 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):** $1718129500.00
- **C.18.a - Value (excl. sponsor support):** $1718129500.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.0600%
- **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 155: 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):** $1668677822.35
- **C.18.a - Value (excl. sponsor support):** $1668677822.35
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 156: 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):** $1691937478.00
- **C.18.a - Value (excl. sponsor support):** $1691937478.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 157: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.845%, 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):** $923598811.52
- **C.18.a - Value (excl. sponsor support):** $923598811.52
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 158: 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):** $1322690101.15
- **C.18.a - Value (excl. sponsor support):** $1322690101.15
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 159: 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):** $347962047.12
- **C.18.a - Value (excl. sponsor support):** $347962047.12
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **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 160: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 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):** $3746591352.18
- **C.18.a - Value (excl. sponsor support):** $3746591352.18
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **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 161: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 12/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1266935489.28
- **C.18.a - Value (excl. sponsor support):** $1266935489.28
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 12/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2760501676.80
- **C.18.a - Value (excl. sponsor support):** $2760501676.80
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.900%, 12/23/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3598406250.36
- **C.18.a - Value (excl. sponsor support):** $3598406250.36
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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 164: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.905%, 12/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2673625374.54
- **C.18.a - Value (excl. sponsor support):** $2673625374.54
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **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 165: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.540%, 10/1/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1840984378.59
- **C.18.a - Value (excl. sponsor support):** $1840984378.59
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/26/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $657126260.35
- **C.18.a - Value (excl. sponsor support):** $657126260.35
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.785%, 2/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1210900427.64
- **C.18.a - Value (excl. sponsor support):** $1210900427.64
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.695%, 4/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $890772389.71
- **C.18.a - Value (excl. sponsor support):** $890772389.71
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.810%, 2/17/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1825291849.60
- **C.18.a - Value (excl. sponsor support):** $1825291849.60
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1841438752.01
- **C.18.a - Value (excl. sponsor support):** $1841438752.01
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.460%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1763725856.13
- **C.18.a - Value (excl. sponsor support):** $1763725856.13
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.770%, 3/10/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1172930561.70
- **C.18.a - Value (excl. sponsor support):** $1172930561.70
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $179131083.27
- **C.18.a - Value (excl. sponsor support):** $179131083.27
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 5/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $106259212.50
- **C.18.a - Value (excl. sponsor support):** $106259212.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: 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):** $341950744.44
- **C.18.a - Value (excl. sponsor support):** $341950744.44
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 176: 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):** $611494137.50
- **C.18.a - Value (excl. sponsor support):** $611494137.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 177: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.875%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25407332.08
- **C.18.a - Value (excl. sponsor support):** $25407332.08
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $207191905.72
- **C.18.a - Value (excl. sponsor support):** $207191905.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 9/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $268960781.25
- **C.18.a - Value (excl. sponsor support):** $268960781.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 10/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $151220215.50
- **C.18.a - Value (excl. sponsor support):** $151220215.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **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 181: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.025%, 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):** $312022676.16
- **C.18.a - Value (excl. sponsor support):** $312022676.16
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.875%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251098145.00
- **C.18.a - Value (excl. sponsor support):** $251098145.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.930%, 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):** $769017487.06
- **C.18.a - Value (excl. sponsor support):** $769017487.06
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: 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):** $353724250.88
- **C.18.a - Value (excl. sponsor support):** $353724250.88
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 185: 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):** $211048464.59
- **C.18.a - Value (excl. sponsor support):** $211048464.59
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 186: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.500%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $362483857.56
- **C.18.a - Value (excl. sponsor support):** $362483857.56
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251000000.00
- **C.18.a - Value (excl. sponsor support):** $251000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.985%, 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):** $719687300.24
- **C.18.a - Value (excl. sponsor support):** $719687300.24
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.878%, 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):** $1753457934.15
- **C.18.a - Value (excl. sponsor support):** $1753457934.15
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.940%, 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):** $2127416928.00
- **C.18.a - Value (excl. sponsor support):** $2127416928.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  4.090%, 12/1/2025
- **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):** $227683000.00
- **C.18.a - Value (excl. sponsor support):** $227683000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $77380742.83       | $58069587.82       | U.S. Treasuries (including strips) |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $6217146.00        | $5584837.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $168367.97         | $164483.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV6962 | 2044-07-01      | 4.0000%  |  | $15.64             | $15.43             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  |  | $18.30             | $17.99             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $4914.20           | $4712.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $6.80              | $6.76              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $11866319.84       | $11947354.94       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $11351213.52       | $11547078.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $304669.09         | $292163.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $82895.61          | $81446.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAT7753 | 2028-07-01      | 2.5000%  |  | $42439.80          | $41741.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $917304.92         | $930945.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $606328.81         | $591029.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $10199116.94       | $10272958.55       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  |  | $2568549.16        | $2602813.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $11058012.17       | $11290506.88       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $11831016.45       | $11390417.57       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $6247837.17        | $6373237.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1010 | 2055-09-01      | 5.5000%  |  | $47199965.00       | $48524301.61       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $6783326.69        | $6831746.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $11562641.80       | $11419554.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $11324625.69       | $11185672.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $15924421.51       | $15798443.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  |  | $63.98             | $63.75             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0865 | 2055-08-01      | 6.0000%  |  | $6463.03           | $6773.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8559 | 2054-05-01      | 7.0000%  |  | $3213994.17        | $3450216.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $3873044.30        | $3913459.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4637 | 2052-09-01      | 6.0000%  |  | $220.40            | $228.69            | Agency Mortgage-Backed Securities  |

### Security 192: Fixed Income Clearing Corporation ("FICC") - NATIXIS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  4.080%, 12/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 922URB006, 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:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 - 11/27/2026 | 2026-11-27      | 0.0000%  |  | $50000000.00       | $48248250.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 11/27/2026 | 2026-11-27      | 0.0000%  |  | $50000000.00       | $48248250.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 11/27/2026 | 2026-11-27      | 0.0000%  |  | $50000000.00       | $48248250.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 11/27/2026 | 2026-11-27      | 0.0000%  |  | $50000000.00       | $48248250.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 11/27/2026 | 2026-11-27      | 0.0000%  |  | $50000000.00       | $48248250.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 11/27/2026 | 2026-11-27      | 0.0000%  |  | $50000000.00       | $48248250.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 11/27/2026 | 2026-11-27      | 0.0000%  |  | $50000000.00       | $48248250.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 11/27/2026 | 2026-11-27      | 0.0000%  |  | $50000000.00       | $48248250.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 11/27/2026 | 2026-11-27      | 0.0000%  |  | $50000000.00       | $48248250.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 11/27/2026 | 2026-11-27      | 0.0000%  |  | $50000000.00       | $48248250.00       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/15/2028 | 2028-02-15      | 4.2500%  |  | $50000000.00       | $51420772.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/15/2028 | 2028-02-15      | 4.2500%  |  | $50000000.00       | $51420772.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/15/2028 | 2028-02-15      | 4.2500%  |  | $50000000.00       | $51420772.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/15/2028 | 2028-02-15      | 4.2500%  |  | $50000000.00       | $51420772.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/15/2028 | 2028-02-15      | 4.2500%  |  | $17840800.00       | $18347754.52       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 02/26/2026 | 2026-02-26      | 0.0000%  |  | $50000000.00       | $50500000.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 02/26/2026 | 2026-02-26      | 0.0000%  |  | $50000000.00       | $50500000.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 02/26/2026 | 2026-02-26      | 0.0000%  |  | $50000000.00       | $50500000.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 02/26/2026 | 2026-02-26      | 0.0000%  |  | $50000000.00       | $49529375.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 02/26/2026 | 2026-02-26      | 0.0000%  |  | $50000000.00       | $49529375.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 02/26/2026 | 2026-02-26      | 0.0000%  |  | $50000000.00       | $49529375.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 02/26/2026 | 2026-02-26      | 0.0000%  |  | $50000000.00       | $49529375.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 02/26/2026 | 2026-02-26      | 0.0000%  |  | $50000000.00       | $49529375.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 02/26/2026 | 2026-02-26      | 0.0000%  |  | $50000000.00       | $49529375.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 02/26/2026 | 2026-02-26      | 0.0000%  |  | $50000000.00       | $49529375.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 02/26/2026 | 2026-02-26      | 0.0000%  |  | $50000000.00       | $49529375.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 02/26/2026 | 2026-02-26      | 0.0000%  |  | $50000000.00       | $49529375.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50665862.68       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50665862.68       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50665862.68       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50665862.68       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50665862.68       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50665862.68       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50665862.68       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50665862.68       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50665862.68       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50665862.68       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50665862.68       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $52238729.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $52238729.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $52238729.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $52238729.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $52238729.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $52238729.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $52238729.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $52238729.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $52238729.51       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $51478857.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $51478857.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $51478857.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $51478857.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $51478857.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $51478857.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $51478857.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $51478857.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $51478857.17       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $50765709.29       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $50765709.29       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $50765709.29       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $50765709.29       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $50765709.29       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $50765709.29       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $50765709.29       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $50765709.29       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $50765709.29       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $52422722.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $52422722.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $52422722.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $52422722.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $52422722.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $52422722.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $52422722.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $52422722.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $52422722.93       | U.S. Treasuries (including strips) |

### Security 193: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  4.090%, 12/1/2025
- **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):** $171834000.00
- **C.18.a - Value (excl. sponsor support):** $171834000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $40101129.69       | $41136791.22       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $16375574.00       | $17066113.26       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $13252044.28       | $13664833.88       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $99739968.47       | $100605350.93      | U.S. Treasuries (including strips)        |
| FHLB FHOR 21-25 7J    | 2025-12-17      | 4.0000%  |  | $22911.20          | $23318.54          | Agency Debentures and Agency Strips       |
| GNMA GNRM 2025-140 MU | 2055-08-20      | 5.0000%  |  | $2929286.68        | $2861816.42        | Agency Collateralized Mortgage Obligation |

### Security 194: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.090%, 12/1/2025
- **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):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 TINT 08/15/30         | 2030-08-15      | 0.0000%  |  | $101081081.08      | $85038098.38       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30         | 2030-02-15      | 0.0000%  |  | $743037.84         | $637631.23         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30         | 2030-05-15      | 0.0000%  |  | $98573718.92       | $83780366.63       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29         | 2029-05-15      | 0.0000%  |  | $13078411.84       | $11555587.72       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28         | 2028-05-15      | 0.0000%  |  | $8454.05           | $7751.67           | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27         | 2027-02-15      | 0.0000%  |  | $928475.68         | $889219.72         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/26         | 2026-05-15      | 0.0000%  |  | $2874745.95        | $2825625.16        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/31         | 2031-11-15      | 0.0000%  |  | $713632.43         | $569794.82         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30         | 2030-11-15      | 0.0000%  |  | $68918918.92       | $57401395.95       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/34         | 2034-02-15      | 0.0000%  |  | $23021525.01       | $16581690.80       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/33         | 2033-08-15      | 0.0000%  |  | $5922616.22        | $4368207.82        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/32         | 2032-08-15      | 0.0000%  |  | $886572.97         | $684468.02         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/32         | 2032-02-15      | 0.0000%  |  | $6135254.05        | $4842795.30        | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26           | 2026-11-15      | 0.0000%  |  | $90605.41          | $87470.46          | U.S. Treasuries (including strips) |
| USTR TINT 08/15/35         | 2035-08-15      | 0.0000%  |  | $27567.57          | $18415.82          | U.S. Treasuries (including strips) |
| USTR 4 1/8 TPRN F 32       | 2032-11-15      | 0.0000%  |  | $128648.65         | $99147.97          | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34           | 2034-02-15      | 4.0000%  |  | $1416936.22        | $1446951.24        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN B 26       | 2026-02-15      | 0.0000%  |  | $227340.54         | $225514.31         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29         | 2029-02-15      | 0.0000%  |  | $25247058.38       | $22520956.76       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29         | 2029-11-15      | 0.0000%  |  | $28486486.49       | $24690149.41       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/32         | 2032-05-15      | 0.0000%  |  | $9189262.70        | $7174351.45        | U.S. Treasuries (including strips) |
| USTR 0 3/4 TPRN W 26       | 2026-03-31      | 0.0000%  |  | $45394.59          | $44821.44          | U.S. Treasuries (including strips) |
| FMAC FHLMC REMIC SERIES K- | 2029-06-25      | 2.9030%  |  | $8705137.44        | $8463249.96        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788082 M      | 2049-01-20      | 3.5000%  |  | $13850942.55       | $13046715.27       | Agency Mortgage-Backed Securities  |

### Security 195: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.000%, 12/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLBV8509 | 2052-05-01      | 3.0000%  |  | $264663.56         | $236979.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV7921 | 2052-08-01      | 4.5000%  |  | $16315901.23       | $16130797.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7491 | 2051-08-01      | 3.0000%  |  | $429577.92         | $384476.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV1762 | 2055-07-01      | 6.0000%  |  | $3675927.42        | $3852368.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV1714 | 2055-06-01      | 5.0000%  |  | $2170811.51        | $2190231.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9448 | 2054-11-01      | 4.5000%  |  | $2681689.20        | $2670493.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9152 | 2054-09-01      | 6.0000%  |  | $99119434.81       | $103210787.72      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICB9095 | 2039-08-01      | 3.5000%  |  | $1776769.14        | $1733394.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CICB9877 | 2040-01-01      | 5.0000%  |  | $2992646.03        | $3056000.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8667 | 2054-06-01      | 5.0000%  |  | $3876957.00        | $3896741.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8532 | 2054-05-01      | 5.5000%  |  | $71443336.86       | $73705447.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8343 | 2054-04-01      | 6.0000%  |  | $41998360.67       | $43962750.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0731 | 2055-10-01      | 5.5000%  |  | $1610698.19        | $1650078.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9317 | 2055-09-01      | 6.0000%  |  | $6095015.10        | $6346050.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9105 | 2055-10-01      | 6.0000%  |  | $1063491.24        | $1111422.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8418 | 2055-08-01      | 6.0000%  |  | $34227728.04       | $35227656.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE8261 | 2055-09-01      | 5.0000%  |  | $891260.80         | $895263.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDE7534 | 2040-10-01      | 5.0000%  |  | $891807.04         | $911894.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6163 | 2055-09-01      | 5.5000%  |  | $4191033.33        | $4281270.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDE6051 | 2040-08-01      | 6.5000%  |  | $814402.41         | $855737.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE5836 | 2055-07-01      | 5.0000%  |  | $859063.80         | $867590.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  |  | $12902.02          | $12854.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  |  | $245236.68         | $232275.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  |  | $9057451.60        | $8397344.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $906743.27         | $780601.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4407 | 2041-08-01      | 2.0000%  |  | $557.17            | $492.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  |  | $531658.54         | $493968.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3391 | 2033-06-01      | 3.0000%  |  | $196709.54         | $192716.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  |  | $23995.56          | $24131.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3315 | 2028-03-01      | 3.0000%  |  | $115787.42         | $114740.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL323377 | 2028-09-01      | 8.0000%  |  | $1518.31           | $1537.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CT257203 | 2028-05-01      | 5.0000%  |  | $58576.64          | $59125.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $124459.62         | $127413.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4130 | 2052-07-01      | 4.5000%  |  | $740238.72         | $731840.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4030 | 2052-06-01      | 4.5000%  |  | $42145.84          | $41897.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  |  | $766574.35         | $656925.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2850 | 2052-02-01      | 2.0000%  |  | $2777249.20        | $2271928.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2789 | 2052-02-01      | 2.0000%  |  | $383665.71         | $314446.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB1643 | 2051-09-01      | 4.0000%  |  | $11062089.76       | $10660425.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB1202 | 2036-07-01      | 2.0000%  |  | $27258.97          | $25326.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA9441 | 2036-03-01      | 2.5000%  |  | $190929.49         | $182204.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $5380.16           | $4852.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1391 | 2048-03-01      | 4.5000%  |  | $7145230.98        | $7111476.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY7618 | 2053-07-01      | 6.5000%  |  | $1390975.80        | $1458332.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4199 | 2053-07-01      | 6.5000%  |  | $693572.76         | $726362.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDD8221 | 2040-04-01      | 5.0000%  |  | $1844557.92        | $1887458.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7925 | 2055-05-01      | 6.5000%  |  | $1103683.24        | $1159739.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIDD7803 | 2040-05-01      | 5.5000%  |  | $961634.15         | $991187.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1049 | 2055-09-01      | 6.5000%  |  | $4816279.89        | $5130710.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0972 | 2055-03-01      | 6.0000%  |  | $356304.55         | $366441.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7322 | 2055-04-01      | 6.5000%  |  | $922585.27         | $966299.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6734 | 2055-04-01      | 6.5000%  |  | $1144060.37        | $1208087.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDD6407 | 2040-03-01      | 6.5000%  |  | $820590.08         | $865314.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4792 | 2055-03-01      | 6.0000%  |  | $955159.27         | $998108.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2517 | 2055-03-01      | 6.5000%  |  | $6869434.34        | $7175385.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC9966 | 2054-12-01      | 5.0000%  |  | $923574.71         | $931415.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC9012 | 2055-02-01      | 5.0000%  |  | $1062519.14        | $1076246.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC9872 | 2054-12-01      | 4.0000%  |  | $208432.51         | $199549.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3814 | 2055-08-01      | 6.0000%  |  | $27825851.79       | $28801092.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3632 | 2055-03-01      | 5.0000%  |  | $629279413.50      | $631598937.42      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA3450 | 2053-07-01      | 2.5000%  |  | $32659162.96       | $28070191.32       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA3467 | 2048-04-01      | 4.0000%  |  | $13734318.57       | $13557736.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA3287 | 2053-12-01      | 4.5000%  |  | $33661083.41       | $33248061.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA3033 | 2047-01-01      | 3.5000%  |  | $12865254.32       | $12323331.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2870 | 2055-08-01      | 6.5000%  |  | $11182386.07       | $11830684.91       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA2838 | 2052-09-01      | 2.5000%  |  | $9295274.54        | $7987754.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA2372 | 2048-11-01      | 4.5000%  |  | $13292243.88       | $13303382.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIFA0763 | 2040-02-01      | 5.5000%  |  | $29646004.17       | $30753727.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0677 | 2052-06-01      | 3.5000%  |  | $69942007.41       | $65909780.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC8553 | 2054-12-01      | 5.0000%  |  | $1426519.76        | $1433632.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIDC7059 | 2039-11-01      | 3.5000%  |  | $83447.05          | $81422.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7008 | 2054-12-01      | 5.5000%  |  | $450587.67         | $459209.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC6982 | 2054-11-01      | 4.5000%  |  | $1366893.91        | $1359006.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  |  | $1769881.16        | $1779098.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC6077 | 2055-04-01      | 4.5000%  |  | $62915.73          | $61877.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5090 | 2054-10-01      | 5.5000%  |  | $1995106.94        | $2041740.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9991 | 2054-10-01      | 6.5000%  |  | $33214450.13       | $35321906.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9605 | 2054-07-01      | 6.0000%  |  | $13019.84          | $13616.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  |  | $445894.23         | $448373.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9797 | 2054-11-01      | 5.0000%  |  | $384936.39         | $389857.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFS7679 | 2042-03-01      | 2.0000%  |  | $47809584.43       | $42474799.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS7624 | 2054-03-01      | 6.5000%  |  | $468304.79         | $489607.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $123804259.60      | $124617653.59      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  |  | $35110261.97       | $35813696.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6086 | 2053-10-01      | 6.5000%  |  | $4304208.67        | $4557575.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $1718753.43        | $1745029.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  |  | $66073.91          | $68374.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5155 | 2053-07-01      | 5.0000%  |  | $2115161.38        | $2158987.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  |  | $12744.51          | $11908.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS5380 | 2051-05-01      | 2.0000%  |  | $233581.67         | $192379.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5299 | 2053-05-01      | 4.5000%  |  | $13070238.80       | $12911213.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3249 | 2052-11-01      | 5.0000%  |  | $160490.39         | $161925.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8604 | 2053-03-01      | 6.0000%  |  | $168521.45         | $175402.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX7065 | 2053-05-01      | 5.0000%  |  | $29391.82          | $29517.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4147 | 2052-12-01      | 6.0000%  |  | $78085.97          | $82310.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CT256928 | 2027-10-01      | 6.0000%  |  | $613.50            | $630.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL252339 | 2029-03-01      | 6.0000%  |  | $414.14            | $425.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3849 | 2055-10-01      | 6.0000%  |  | $2014638.74        | $2104268.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3165 | 2055-10-01      | 5.5000%  |  | $2097847.51        | $2144363.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2419 | 2050-02-01      | 3.0000%  |  | $685844.36         | $613933.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1800 | 2049-08-01      | 4.0000%  |  | $53471.81          | $52129.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM2694 | 2035-03-01      | 3.0000%  |  | $24185.33          | $23548.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  |  | $179507.16         | $177826.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA3308 | 2038-03-01      | 3.0000%  |  | $4096.27           | $3908.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3275 | 2048-02-01      | 3.0000%  |  | $15353.30          | $14028.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  |  | $23030.36          | $21880.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA2740 | 2026-09-01      | 2.5000%  |  | $1443201.53        | $1434880.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5012 | 2055-08-01      | 6.5000%  |  | $878599.29         | $934779.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDE4762 | 2055-06-01      | 4.5000%  |  | $4214418.62        | $4144851.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDE3839 | 2055-11-01      | 4.5000%  |  | $821346.43         | $807787.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4373 | 2055-09-01      | 6.5000%  |  | $1582218.14        | $1651305.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2915 | 2055-07-01      | 6.0000%  |  | $859056.01         | $898138.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1945 | 2055-07-01      | 5.0000%  |  | $2048689.18        | $2059131.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2668 | 2055-06-01      | 6.5000%  |  | $1210264.74        | $1277995.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1165 | 2055-06-01      | 6.5000%  |  | $1209555.56        | $1262001.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA3539 | 2038-12-01      | 4.5000%  |  | $401176.84         | $409856.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CQMA2517 | 2046-01-01      | 3.5000%  |  | $87115.56          | $82243.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA1471 | 2033-06-01      | 2.5000%  |  | $192904.66         | $184754.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAB6244 | 2042-09-01      | 4.0000%  |  | $1476702.04        | $1457726.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4430 | 2042-02-01      | 3.5000%  |  | $2094248.39        | $2019967.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAA2043 | 2039-02-01      | 5.0000%  |  | $2976.53           | $3080.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL929836 | 2038-08-01      | 6.0000%  |  | $2001.80           | $2119.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1476 | 2055-11-01      | 6.5000%  |  | $12879792.89       | $13733426.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8978 | 2054-08-01      | 5.0000%  |  | $87359.34          | $87906.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLCB8049 | 2054-02-01      | 7.5000%  |  | $6064240.81        | $6527415.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8001 | 2054-02-01      | 6.0000%  |  | $273779.45         | $284076.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7198 | 2053-07-01      | 6.0000%  |  | $360506.94         | $372068.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7120 | 2053-09-01      | 6.0000%  |  | $128226.90         | $132187.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6105 | 2053-04-01      | 6.5000%  |  | $4350810.43        | $4601090.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBT2752 | 2036-08-01      | 2.0000%  |  | $55267.49          | $51729.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLBR8623 | 2051-05-01      | 1.5000%  |  | $2268189.24        | $1768516.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR7926 | 2051-04-01      | 2.5000%  |  | $185839.46         | $160473.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2329 | 2051-01-01      | 2.0000%  |  | $1834532.48        | $1500790.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ6307 | 2050-11-01      | 2.0000%  |  | $1893233.90        | $1560062.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  |  | $107464.34         | $92683.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP9680 | 2050-07-01      | 3.0000%  |  | $3816824.76        | $3468218.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKBM7886 | 2052-01-01      | 3.5000%  |  | $1914663.75        | $1759943.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0746 | 2055-02-01      | 6.0000%  |  | $872339.97         | $911812.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC0548 | 2054-07-01      | 7.0000%  |  | $43348.62          | $45847.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC0259 | 2054-08-01      | 7.0000%  |  | $50308.43          | $53297.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB8637 | 2054-07-01      | 7.0000%  |  | $59701.58          | $63284.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8166 | 2054-07-01      | 6.5000%  |  | $89019.38          | $92866.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB7691 | 2054-08-01      | 5.5000%  |  | $21218147.04       | $21644525.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA0846 | 2053-11-01      | 5.5000%  |  | $107141.78         | $109146.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL725231 | 2034-02-01      | 5.0000%  |  | $1192.40           | $1217.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAU1319 | 2033-07-01      | 3.5000%  |  | $1644789.38        | $1621178.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS8954 | 2047-03-01      | 4.0000%  |  | $5550956.07        | $5452831.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS7712 | 2031-08-01      | 3.0000%  |  | $5592.27           | $5489.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS6135 | 2045-11-01      | 4.0000%  |  | $259074.73         | $253153.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS5971 | 2030-10-01      | 3.0000%  |  | $47806.99          | $47082.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $28550.32          | $28343.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS2857 | 2050-04-01      | 5.5000%  |  | $410655.89         | $424653.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2508 | 2047-07-01      | 5.0000%  |  | $3367378.89        | $3484445.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2116 | 2052-06-01      | 4.5000%  |  | $204898.93         | $203848.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBT4434 | 2052-02-01      | 2.0000%  |  | $710897.64         | $597338.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIDF2979 | 2040-10-01      | 4.5000%  |  | $1575935.41        | $1582891.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 ZLFP0132 | 2055-02-01      | 6.5000%  |  | $22700750.17       | $23648143.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  |  | $18314212.38       | $18787286.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2918 | 2055-07-01      | 5.5000%  |  | $2349506.57        | $2400951.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3838 | 2054-11-01      | 5.0000%  |  | $9632251.70        | $9760611.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0890 | 2055-08-01      | 6.5000%  |  | $61083650.28       | $64625097.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIDD8199 | 2040-04-01      | 6.0000%  |  | $1227374.56        | $1280382.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC7458 | 2054-11-01      | 5.0000%  |  | $1124464.83        | $1145612.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF1441 | 2055-10-01      | 6.0000%  |  | $1378942.81        | $1439184.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  |  | $241701.17         | $245865.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1200 | 2055-10-01      | 5.0000%  |  | $28378221.60       | $28686976.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1052 | 2055-09-01      | 6.5000%  |  | $37429110.07       | $39687470.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3895 | 2055-11-01      | 6.0000%  |  | $847348.75         | $883008.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BM7880 | 2059-01-01      | 3.0000%  |  | $1801852.86        | $1573221.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5990 | 2055-12-01      | 5.5000%  |  | $17979951.00       | $18448814.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0846 | 2055-11-01      | 5.5000%  |  | $1921417.40        | $1957196.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA3628 | 2052-06-01      | 4.0000%  |  | $12323169.18       | $11992723.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3682 | 2055-02-01      | 5.5000%  |  | $28743769.46       | $29699126.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6332 | 2055-12-01      | 5.5000%  |  | $834550.89         | $856724.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3364 | 2052-12-01      | 5.5000%  |  | $52452884.81       | $54559917.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV6208 | 2055-09-01      | 6.0000%  |  | $4935200.33        | $5138737.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDD8709 | 2040-09-01      | 5.0000%  |  | $1774919.80        | $1816209.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  |  | $5505766.98        | $5003409.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2971 | 2045-08-01      | 4.0000%  |  | $116231.34         | $114499.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  |  | $4185187.11        | $4106296.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2888 | 2049-01-01      | 3.5000%  |  | $310658.73         | $293861.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  |  | $10117906.09       | $8456252.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBM4971 | 2041-07-01      | 6.0000%  |  | $99914.11          | $105902.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  |  | $27322.00          | $26650.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM1015 | 2047-04-01      | 3.5000%  |  | $58620.03          | $55950.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBK0710 | 2035-02-01      | 3.0000%  |  | $209656.15         | $203368.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBK0433 | 2049-12-01      | 3.5000%  |  | $1075980.19        | $1002386.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTBJ3800 | 2038-01-01      | 3.5000%  |  | $595494.33         | $581610.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH7027 | 2047-12-01      | 4.5000%  |  | $2066060.22        | $2067785.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6781 | 2047-09-01      | 4.0000%  |  | $185574.23         | $179412.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBE0927 | 2031-11-01      | 2.0000%  |  | $8828.39           | $8471.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBC2457 | 2046-02-01      | 4.0000%  |  | $2393053.02        | $2352227.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF6521 | 2055-12-01      | 5.0000%  |  | $2760258.75        | $2769535.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF5943 | 2055-12-01      | 5.0000%  |  | $1189462.25        | $1201530.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5869 | 2055-12-01      | 5.5000%  |  | $896088.21         | $921472.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF5879 | 2055-12-01      | 5.0000%  |  | $1118514.64        | $1131723.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDF5699 | 2040-12-01      | 5.0000%  |  | $822741.21         | $837707.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6240 | 2055-12-01      | 5.5000%  |  | $3949471.29        | $4044365.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTAE0213 | 2029-12-01      | 5.5000%  |  | $632.10            | $643.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTAD5222 | 2030-05-01      | 4.5000%  |  | $1917.08           | $1933.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  |  | $17916704.46       | $18660856.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  |  | $507469.90         | $521723.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4284 | 2031-03-01      | 1.5000%  |  | $6711990.23        | $6349374.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ0886 | 2030-07-01      | 3.0000%  |  | $728.69            | $717.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4316 | 2036-04-01      | 2.5000%  |  | $1965.20           | $1861.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1681 | 2053-10-01      | 6.5000%  |  | $97168.38          | $101809.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6548 | 2053-06-01      | 6.5000%  |  | $29049349.53       | $30782753.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ9249 | 2048-06-01      | 4.5000%  |  | $12092.26          | $12124.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU6553 | 2051-11-01      | 3.0000%  |  | $116794.81         | $104534.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3941 | 2035-07-01      | 3.0000%  |  | $462242.09         | $451074.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3841 | 2035-07-01      | 3.5000%  |  | $410434.70         | $407764.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFS1898 | 2042-05-01      | 2.0000%  |  | $1552183.85        | $1368366.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $4534.44           | $4056.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1239 | 2051-12-01      | 3.5000%  |  | $293981.97         | $275763.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFS1694 | 2035-07-01      | 4.0000%  |  | $58915.57          | $59263.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8642 | 2051-09-01      | 2.5000%  |  | $4063468.91        | $3541248.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  |  | $110792.52         | $103485.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6147 | 2036-02-01      | 2.0000%  |  | $132598.01         | $123454.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTFM6134 | 2040-03-01      | 3.0000%  |  | $136251.16         | $129679.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5821 | 2045-09-01      | 3.5000%  |  | $28351150.33       | $26748318.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS1091 | 2043-11-01      | 4.0000%  |  | $260853.06         | $257177.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL8556 | 2044-08-01      | 4.5000%  |  | $1071.26           | $1086.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7589 | 2045-10-01      | 3.5000%  |  | $5168.68           | $4932.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL4142 | 2041-06-01      | 6.0000%  |  | $17479.79          | $18538.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAL1013 | 2037-01-01      | 5.5000%  |  | $703.81            | $727.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CJAJ7718 | 2026-12-01      | 3.5000%  |  | $18796.93          | $18747.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAH7018 | 2041-03-01      | 5.0000%  |  | $28159.61          | $28674.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5428 | 2035-10-01      | 2.0000%  |  | $50988.81          | $47722.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  |  | $72276.95          | $67452.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  |  | $75550332.22       | $77699739.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $11549837.15       | $11878430.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5809 | 2035-08-01      | 4.5000%  |  | $269901.79         | $272456.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA5681 | 2040-04-01      | 4.0000%  |  | $130161.87         | $128871.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5508 | 2039-10-01      | 5.5000%  |  | $1111564.80        | $1142858.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  |  | $45031.91          | $44288.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  |  | $7055977.98        | $7344722.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  |  | $6411109.49        | $6532612.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $493.60            | $507.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  |  | $1048327.09        | $1022948.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4522 | 2032-01-01      | 1.5000%  |  | $410627.13         | $386232.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $1429.78           | $1471.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $1136835.62        | $1114604.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3829 | 2034-11-01      | 3.5000%  |  | $671092.85         | $659214.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CT256802 | 2027-07-01      | 5.5000%  |  | $506.69            | $515.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  |  | $139498.34         | $144357.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  |  | $77965.62          | $78007.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBY1371 | 2053-10-01      | 3.0000%  |  | $620923.10         | $554757.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA4094 | 2040-08-01      | 2.5000%  |  | $334219.56         | $306848.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9912 | 2052-10-01      | 5.0000%  |  | $8319800.51        | $8496022.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQMA1169 | 2042-09-01      | 4.0000%  |  | $72064.72          | $70960.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5625 | 2053-08-01      | 5.0000%  |  | $6099.24           | $6202.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA5337 | 2039-03-01      | 3.5000%  |  | $273575.71         | $266946.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1919 | 2051-10-01      | 3.0000%  |  | $27275708.08       | $24370217.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CKAD2610 | 2037-03-01      | 5.5000%  |  | $268811.81         | $271900.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CWMA1553 | 2028-08-01      | 2.5000%  |  | $10545.33          | $10382.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6752 | 2046-02-01      | 3.5000%  |  | $7826.09           | $7468.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7868 | 2051-02-01      | 2.5000%  |  | $558208.54         | $488859.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3896 | 2050-08-01      | 2.5000%  |  | $75909.94          | $66174.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB6666 | 2054-06-01      | 7.0000%  |  | $923023.69         | $978142.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CICB7714 | 2038-12-01      | 6.5000%  |  | $1917275.61        | $2011572.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS2491 | 2050-04-01      | 5.5000%  |  | $180137.71         | $187016.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5199 | 2052-11-01      | 6.0000%  |  | $635353.31         | $662225.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4639 | 2053-05-01      | 6.0000%  |  | $6138038.97        | $6396941.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2667 | 2051-02-01      | 2.0000%  |  | $147622.51         | $123106.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM3362 | 2044-01-01      | 4.5000%  |  | $1766.04           | $1794.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW1194 | 2052-09-01      | 4.0000%  |  | $769361.06         | $740106.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  |  | $49737.43          | $49712.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2902 | 2052-09-01      | 5.0000%  |  | $6209537.99        | $6305580.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIBM3382 | 2027-03-01      | 5.0000%  |  | $2448.48           | $2486.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $10300141.11       | $10354525.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC0297 | 2054-07-01      | 6.5000%  |  | $1226293.37        | $1288887.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8311 | 2054-04-01      | 4.5000%  |  | $604634.94         | $595217.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  |  | $412194.26         | $387924.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8299 | 2054-04-01      | 6.5000%  |  | $7623740.78        | $8139967.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB5823 | 2054-06-01      | 6.5000%  |  | $162264.54         | $169296.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1092 | 2052-04-01      | 3.5000%  |  | $29824.20          | $27871.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5340 | 2053-07-01      | 6.0000%  |  | $20009989.01       | $20746856.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $22146.95          | $22587.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $1021780.73        | $879744.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5204 | 2053-07-01      | 6.0000%  |  | $16810734.42       | $17606571.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5328 | 2050-03-01      | 2.5000%  |  | $564918.21         | $484198.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  |  | $1103.37           | $1046.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  |  | $15697391.59       | $16027429.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDE0128 | 2040-05-01      | 6.5000%  |  | $624692.06         | $655467.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5867 | 2035-10-01      | 4.5000%  |  | $9980023.82        | $10074484.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4246 | 2055-03-01      | 6.0000%  |  | $826253.16         | $852749.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIMA5691 | 2040-04-01      | 6.5000%  |  | $4046940.70        | $4245426.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4838 | 2055-08-01      | 6.0000%  |  | $2802152.78        | $2920400.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD3087 | 2055-02-01      | 5.0000%  |  | $798365.11         | $801246.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA9438 | 2036-03-01      | 2.0000%  |  | $36281.58          | $33699.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIMA5784 | 2040-07-01      | 6.5000%  |  | $1700867.72        | $1783048.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM8321 | 2049-10-01      | 5.0000%  |  | $7689.19           | $7851.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0376 | 2055-01-01      | 7.0000%  |  | $2681716.73        | $2885015.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2134 | 2055-07-01      | 6.0000%  |  | $1289897.66        | $1342988.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDD7415 | 2040-04-01      | 5.0000%  |  | $4098550.81        | $4183796.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0000 | 2054-09-01      | 6.0000%  |  | $35915.03          | $37426.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9516 | 2055-09-01      | 6.5000%  |  | $912481.92         | $967773.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8825 | 2055-09-01      | 6.5000%  |  | $828215.19         | $883294.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  |  | $10681762.70       | $11000506.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIBV1871 | 2040-06-01      | 5.0000%  |  | $1299090.33        | $1328509.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE5027 | 2055-09-01      | 5.5000%  |  | $24702.04          | $25424.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS6335 | 2037-04-01      | 2.5000%  |  | $158118.54         | $149809.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1698 | 2055-03-01      | 6.5000%  |  | $1153016.11        | $1217726.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CICC0474 | 2040-05-01      | 5.5000%  |  | $8539485.13        | $8786250.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4200 | 2030-12-01      | 1.5000%  |  | $124293.18         | $118378.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9749 | 2055-09-01      | 5.5000%  |  | $2776439.33        | $2844320.49        | Agency Mortgage-Backed Securities  |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $27928.57          | $28520.18          | U.S. Treasuries (including strips) |
| FNMA FNMS 04.000 CLBV9247 | 2052-06-01      | 4.0000%  |  | $759890.37         | $743511.69         | Agency Mortgage-Backed Securities  |

### Security 196: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.970%, 12/1/2025
- **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):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $13143843.79       | $12317772.92       | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  |  | $294052.09         | $273704.56         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL006A2 R16M006 | 2026-05-25      | 2.4880%  |  | $6768200.75        | $6719361.41        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.9716%  |  | $7313955.82        | $7207142.81        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7641%  |  | $11639568.65       | $10880238.11       | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  |  | $138717.90         | $131035.95         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R23M006 | 2028-07-25      | 4.1900%  |  | $10303318.71       | $10387240.15       | Agency Mortgage-Backed Securities         |
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 5.4218%  |  | $22314510.80       | $22431457.07       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FA R25F060 | 2055-08-25      | 5.4218%  |  | $54860273.33       | $55199903.24       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.5718%  |  | $126794558.35      | $127320288.65      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103 | 2055-01-25      | 5.3218%  |  | $31445405.55       | $31538907.93       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FE R24F103 | 2055-01-25      | 5.3718%  |  | $20197846.14       | $20271096.67       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.4218%  |  | $54553355.01       | $54698238.74       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082BF R24F082 | 2054-11-25      | 5.4218%  |  | $58461953.40       | $58747704.67       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 5.0718%  |  | $8226571.68        | $8257780.41        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 5.0718%  |  | $42676815.54       | $42839313.91       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL026FC R24F026 | 2054-05-25      | 5.3218%  |  | $21205750.45       | $21290308.01       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 5.4218%  |  | $21580113.97       | $21687794.77       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 5.1718%  |  | $64605477.88       | $64699283.93       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 6.0000%  |  | $78786054.90       | $79624417.31       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549DF 06/25/55 | 2055-06-25      | 5.4718%  |  | $797749.20         | $801375.75         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 6.0000%  |  | $57762128.03       | $58391561.93       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.5718%  |  | $25488560.61       | $25700684.46       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 5.4218%  |  | $17385075.92       | $17480482.02       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.5218%  |  | $33534907.20       | $33746115.08       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55 | 2055-01-25      | 5.3718%  |  | $67935591.51       | $68235435.43       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54 | 2054-04-25      | 5.5218%  |  | $628103.69         | $632403.78         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.5218%  |  | $21668732.82       | $21795693.17       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FQ 11/25/54 | 2054-11-25      | 5.4518%  |  | $27372857.24       | $27514985.77       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FB 11/25/54 | 2054-11-25      | 5.3718%  |  | $100239861.96      | $100243235.03      | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 6.0000%  |  | $35247787.47       | $35658988.16       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.3718%  |  | $170504004.59      | $171287240.32      | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 6.0000%  |  | $78786054.90       | $79666173.92       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 5.0718%  |  | $103795602.80      | $104124183.35      | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024 | 2054-05-25      | 0.1250%  |  | $154035867.69      | $129466646.18      | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.5218%  |  | $37585512.17       | $37851435.31       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508JF 02/25/55 | 2055-02-25      | 5.4218%  |  | $57857087.05       | $58150469.69       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 5.1218%  |  | $53292108.06       | $53298866.40       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.5718%  |  | $23347938.02       | $23540192.32       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FA 11/25/54 | 2054-11-25      | 5.1718%  |  | $22033391.27       | $22072456.13       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLFA3397 | 2055-10-01      | 5.5000%  |  | $1020249.17        | $1038455.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  |  | $16461043.24       | $14084480.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  |  | $12405757.68       | $12619521.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3632 | 2055-03-01      | 5.0000%  |  | $99884089.80       | $100252262.56      | Agency Mortgage-Backed Securities         |

### Security 197: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  4.030%, 12/1/2025
- **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):** $380000000.00
- **C.18.a - Value (excl. sponsor support):** $380000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FRESB MTG TR 2017-SB3 | 2037-06-25      | 5.0163%  |  | $338655.12         | $338526.86         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-067 LD      | 2065-10-16      | 4.2500%  |  | $3257142.86        | $2933495.23        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-106 AP      | 2062-06-16      | 2.2500%  |  | $6853823.40        | $6016296.46        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A3 R22M005  | 2034-01-25      | 2.4143%  |  | $324628.57         | $283099.32         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 4.4419%  |  | $6472318.85        | $6407467.34        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-091 AC      | 2055-02-16      | 4.0000%  |  | $6086.16           | $5954.75           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 A       | 2054-06-16      | 4.5000%  |  | $3249854.19        | $3250403.41        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A2 R19M004  | 2031-02-25      | 3.6100%  |  | $59266.95          | $58280.96          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MORTGAGE TR 201 | 2039-02-25      | 5.0163%  |  | $92024.39          | $91932.29          | Agency Mortgage-Backed Securities         |
| FMAC FRESB 2023-SB107 MTG  | 2043-06-25      | 4.0300%  |  | $3877346.31        | $3677277.18        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL007A1 R21M007  | 2031-03-25      | 1.7649%  |  | $100338.61         | $96630.57          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2028-08-25      | 5.2720%  |  | $5963.82           | $6075.27           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-107 AD      | 2047-11-16      | 2.7804%  |  | $77134.60          | $71351.38          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEIRES K- | 2030-11-25      | 2.3330%  |  | $238857.14         | $225468.19         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEREIES K | 2029-05-25      | 2.1840%  |  | $60966.20          | $59323.22          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 4.4019%  |  | $20103915.65       | $19913126.01       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.1870%  |  | $1979509.10        | $1962256.21        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-08-25      | 3.2440%  |  | $1275714.29        | $1266353.09        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023  | 2031-11-25      | 0.5000%  |  | $908833.75         | $769175.08         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL02GA1 R21M02G  | 2031-03-25      | 1.1980%  |  | $203319.31         | $189807.02         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G  | 2031-01-25      | 1.1810%  |  | $1901.53           | $1889.46           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A1 R21M005  | 2033-01-25      | 1.5102%  |  | $1507478.63        | $1434585.25        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020  | 2029-10-25      | 1.0860%  |  | $85857.97          | $82618.85          | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC008ADP R19M00  | 2029-04-25      | 4.1374%  |  | $11285.44          | $11258.35          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL015A2 R17M015  | 2027-09-25      | 3.0645%  |  | $17282.47          | $17086.40          | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC0061A R13M006  | 2043-02-25      | 3.4855%  |  | $20058.24          | $19773.28          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-05-25      | 1.5900%  |  | $243212.90         | $214429.01         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-03-25      | 1.7500%  |  | $654047.65         | $579506.16         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2040-10-25      | 1.2600%  |  | $2112190.11        | $1832751.59        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-03-25      | 1.1900%  |  | $1091703.49        | $1050427.82        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MORTGAGE TR 201 | 2039-03-25      | 2.8900%  |  | $1139244.29        | $1086067.21        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-09-25      | 4.3600%  |  | $10205714.29       | $10373924.87       | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL001A2 R17M001  | 2026-10-25      | 2.5005%  |  | $578143.95         | $570967.88         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S  | 2030-12-25      | 0.8330%  |  | $473985.30         | $444033.57         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-067 LA      | 2065-10-16      | 4.7500%  |  | $2822857.14        | $2687971.15        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-141 FA      | 2063-06-16      | 4.0000%  |  | $8838817.84        | $7993016.64        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-11-25      | 3.2860%  |  | $1986857.14        | $1973822.37        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-06-25      | 4.4000%  |  | $12118960.00       | $12354710.13       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-10-25      | 2.8590%  |  | $1091142.86        | $979956.76         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL020A1 R21M020  | 2031-10-25      | 1.9012%  |  | $2087382.04        | $1984208.48        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-202 B       | 2067-09-16      | 4.5000%  |  | $4022571.43        | $4061835.75        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-202 A       | 2054-10-16      | 4.5000%  |  | $10172519.87       | $10157342.47       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 BC      | 2065-02-16      | 4.5000%  |  | $38497.47          | $34184.56          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 AB      | 2057-01-16      | 5.0000%  |  | $1782669.99        | $1798908.33        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-082 LD      | 2066-02-16      | 5.2500%  |  | $51028.57          | $50760.49          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04  | 2030-11-25      | 1.2971%  |  | $214785.64         | $202042.35         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL02SA1 R22M02S  | 2032-09-25      | 3.8844%  |  | $6338.78           | $6337.64           | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2030-10-25      | 1.1100%  |  | $948200.41         | $835339.43         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB4 | 2037-12-25      | 5.0163%  |  | $348069.93         | $348139.63         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC0011AR23M001   | 2032-04-25      | 3.5482%  |  | $319618.63         | $314138.13         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-003 B       | 2061-02-16      | 1.8500%  |  | $152000.00         | $77798.84          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VL      | 2039-12-16      | 5.0000%  |  | $1662688.58        | $1714574.44        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-202 BD      | 2067-09-16      | 4.5000%  |  | $280785.04         | $281193.30         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-010 AG      | 2060-05-16      | 2.2500%  |  | $6969.80           | $5957.87           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL010AV1 R16M01  | 2045-11-25      | 2.3500%  |  | $486.17            | $485.03            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-08-25      | 3.0380%  |  | $87920.62          | $87343.47          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2016-11 AD       | 2043-11-16      | 2.2500%  |  | $1352.12           | $1325.28           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-128 BW      | 2066-07-16      | 4.7500%  |  | $2605714.29        | $2521983.57        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-128 BG      | 2066-07-16      | 4.7500%  |  | $868571.43         | $837324.14         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VE      | 2039-07-16      | 5.0000%  |  | $710708.90         | $735409.59         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-090 AC      | 2066-07-16      | 2.0000%  |  | $86463.78          | $66913.80          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-070 LA      | 2060-02-16      | 4.5000%  |  | $86857.14          | $78588.08          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2019-006 LA      | 2048-12-20      | 3.5000%  |  | $43181.50          | $40127.83          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-4O FJ       | 2068-03-20      | 4.9135%  |  | $153892.38         | $154524.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-4O FG       | 2068-02-20      | 4.5004%  |  | $18318.52          | $18277.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-20O FA      | 2070-04-20      | 4.5704%  |  | $272857.25         | $269306.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-18O FB      | 2070-11-20      | 4.9704%  |  | $3504833.15        | $3500005.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O FE      | 2070-10-20      | 5.4404%  |  | $3064615.17        | $3098856.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 LY      | 2055-01-20      | 3.0000%  |  | $1037560.47        | $818396.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-110 LJ      | 2051-05-20      | 4.5000%  |  | $326848.86         | $311176.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FT       | 2069-04-20      | 4.0700%  |  | $624.76            | $623.48            | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31  | 2031-06-15      | 4.2500%  |  | $2953142.86        | $3012756.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 AL      | 2055-10-20      | 4.7500%  |  | $239030.86         | $228330.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QP      | 2052-12-20      | 5.0000%  |  | $5637405.14        | $5713448.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-3O DF       | 2068-07-20      | 4.6017%  |  | $593704.52         | $596276.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O FC       | 2069-10-20      | 4.8817%  |  | $59970.16          | $60413.89          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O AF       | 2069-10-20      | 4.9204%  |  | $473413.01         | $472761.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O TF       | 2068-05-20      | 4.6274%  |  | $166505.16         | $167340.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O PF       | 2068-02-20      | 4.5204%  |  | $43291.13          | $43200.89          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-130 TA      | 2047-08-20      | 2.5000%  |  | $4301.56           | $3747.97           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-34 PT       | 2047-09-20      | 2.5000%  |  | $32988.40          | $29227.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-053 PC      | 2040-01-16      | 2.5000%  |  | $717360.96         | $697797.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-106 KB      | 2042-12-20      | 3.0000%  |  | $3387.60           | $3246.44           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-185 DH      | 2043-12-20      | 3.0000%  |  | $10920.89          | $10443.31          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-140 JD      | 2041-01-20      | 1.7500%  |  | $12908.22          | $12505.47          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-006 AB      | 2039-11-20      | 3.0000%  |  | $506.46            | $504.94            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-20O FG      | 2066-08-20      | 4.9204%  |  | $45534.07          | $45571.11          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FT       | 2066-02-20      | 4.9404%  |  | $30221.56          | $30150.69          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-02-20      | 5.1404%  |  | $167379.11         | $168225.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA       | 2066-12-20      | 5.2594%  |  | $38275.66          | $38523.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-19O FK      | 2065-08-20      | 4.8204%  |  | $4773.50           | $4775.51           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-5O AF       | 2067-12-20      | 4.9262%  |  | $84120.84          | $84355.77          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5250FB 08/25/52  | 2052-08-25      | 4.7118%  |  | $12548467.59       | $12456068.83       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250BY 08/25/52  | 2052-08-25      | 3.2500%  |  | $93011.62          | $64692.14          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250AY 01/25/55  | 2055-01-25      | 2.0000%  |  | $987968.80         | $617099.14         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5230PE 12/25/51  | 2051-12-25      | 2.0000%  |  | $21714.29          | $18111.95          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KD 03/25/52  | 2052-03-25      | 3.0000%  |  | $443901.10         | $408732.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 KF      | 2055-04-20      | 5.4489%  |  | $5031339.03        | $5062301.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JL      | 2055-04-20      | 4.5000%  |  | $73394.29          | $66251.63          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 UB      | 2055-03-20      | 5.0000%  |  | $100642.40         | $100556.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 PL      | 2055-02-20      | 5.2500%  |  | $1399920.00        | $1426561.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 PK      | 2055-02-20      | 4.5000%  |  | $587330.17         | $556668.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MU      | 2053-09-20      | 5.5000%  |  | $1704513.65        | $1729051.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-151 PY      | 2054-07-20      | 4.5000%  |  | $244358.46         | $230116.51         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4902BG 01/25/49  | 2049-01-25      | 2.0000%  |  | $85362.80          | $74753.91          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4898PL 07/15/49  | 2049-07-15      | 4.0000%  |  | $35394.29          | $28756.12          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4813CJ 08/15/48  | 2048-08-15      | 3.0000%  |  | $16330.00          | $14528.28          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4752PL 09/15/46  | 2046-09-15      | 3.0000%  |  | $27237.14          | $26319.22          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4736CD 08/15/46  | 2046-08-15      | 3.0000%  |  | $21325.93          | $20626.02          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4648ND 09/15/46  | 2046-09-15      | 3.0000%  |  | $358010.38         | $331535.15         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4630TM 01/15/55  | 2055-01-15      | 3.0000%  |  | $244877.08         | $239412.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-14O FB      | 2065-05-20      | 4.6504%  |  | $5771.28           | $5772.27           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4612QA 05/15/44  | 2044-05-15      | 3.0000%  |  | $12516.04          | $12210.06          | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8133%  |  | $33189.19          | $24851.93          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC083H R19F083   | 2050-01-25      | 2.5000%  |  | $592641.49         | $491306.31         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL096CA R18F096  | 2035-10-25      | 3.5000%  |  | $50447.62          | $49313.46          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL074AB R18F074  | 2048-10-25      | 3.5000%  |  | $17403.00          | $16376.41          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL009EA R19F009  | 2047-07-25      | 3.0000%  |  | $311028.83         | $304039.08         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL064A R18F064   | 2048-09-25      | 3.0000%  |  | $35151.50          | $31932.99          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL089CP R17F089  | 2046-07-25      | 3.0000%  |  | $34391.84          | $33125.98          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC010AE R17F010  | 2047-03-25      | 3.0000%  |  | $14120.68          | $13460.12          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL010BA R16F010  | 2046-03-25      | 3.0000%  |  | $29347.95          | $28151.73          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC036LB R15F036  | 2045-06-25      | 2.0000%  |  | $171543.54         | $147402.91         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086LG R13F086  | 2043-08-25      | 3.5000%  |  | $25840.00          | $22231.62          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL047YA R13F047  | 2040-05-25      | 2.0000%  |  | $107510.08         | $97876.32          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC037JB R13F037  | 2042-06-25      | 2.0000%  |  | $24571.51          | $24019.56          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL124JA R12F124  | 2042-11-25      | 1.5000%  |  | $35477.59          | $32548.03          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054WH R12F054  | 2042-05-25      | 3.5000%  |  | $73929.51          | $70311.55          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL022CA R12F022  | 2041-03-25      | 2.0000%  |  | $1263.62           | $1257.75           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O DF      | 2070-10-20      | 5.4404%  |  | $1673513.54        | $1694408.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FM      | 2070-08-20      | 4.6204%  |  | $22614.75          | $22584.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-12O F       | 2070-07-20      | 4.7204%  |  | $10315.54          | $10236.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF      | 2070-04-20      | 5.4704%  |  | $80087.76          | $81161.95          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-0O FT       | 2069-05-20      | 4.9274%  |  | $184325.26         | $186160.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG       | 2068-10-20      | 4.7317%  |  | $638675.11         | $643172.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FB      | 2070-01-20      | 4.8204%  |  | $192595.81         | $191654.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FT       | 2068-10-20      | 4.6204%  |  | $393.54            | $392.87            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-0O FA       | 2068-12-20      | 4.8204%  |  | $630724.93         | $628660.69         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC099DH R09F099  | 2039-12-25      | 4.5000%  |  | $63031.98          | $63401.73          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FA R07F064  | 2037-07-25      | 4.6563%  |  | $1210.67           | $1190.88           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2716DS 05/15/33  | 2033-05-15      | 5.5000%  |  | $38870.09          | $40119.57          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GJ 05/15/30  | 2030-05-15      | 4.0000%  |  | $181314.29         | $185222.15         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5580FC 09/25/55  | 2055-09-25      | 5.1718%  |  | $21791964.25       | $21809855.08       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565PA 08/25/55  | 2055-08-25      | 5.2500%  |  | $4297659.60        | $4359053.81        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534NT 05/25/55  | 2055-05-25      | 5.0000%  |  | $1743177.61        | $1725583.72        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05535B 12/25/52  | 2052-12-25      | 5.0000%  |  | $2178628.59        | $2193918.21        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481NB 12/25/54  | 2054-12-25      | 5.0000%  |  | $125398.70         | $124921.30         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481AT 12/25/54  | 2054-12-25      | 0.1250%  |  | $9113615.35        | $7365430.26        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5460BY 09/25/54  | 2054-09-25      | 4.7500%  |  | $40388.57          | $36728.14          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5438FE 08/25/54  | 2054-08-25      | 5.3718%  |  | $3655939.13        | $3672254.30        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4119WU 10/15/32  | 2032-10-15      | 3.0000%  |  | $21492.49          | $20840.30          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FL       | 2067-12-20      | 5.0994%  |  | $108788.45         | $109349.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-129 BP      | 2043-04-20      | 2.7500%  |  | $848575.46         | $820115.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-9O FC       | 2068-10-20      | 4.5704%  |  | $101882.57         | $101738.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-032 PE      | 2039-05-20      | 4.5000%  |  | $1869382.12        | $1881232.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-090 FA      | 2055-05-20      | 5.3989%  |  | $1001145.76        | $1006441.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-127 KA      | 2055-06-20      | 0.0100%  |  | $437713.83         | $397944.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O DF      | 2071-06-20      | 6.0989%  |  | $378781.03         | $384670.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H01 AF      | 2060-11-20      | 4.6704%  |  | $4737.84           | $4739.09           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-12-20      | 5.2204%  |  | $3270.86           | $3290.58           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081HC R14F081  | 2037-06-25      | 3.0000%  |  | $49.99             | $49.55             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4181TB 10/15/42  | 2042-10-15      | 2.5000%  |  | $8712.11           | $8385.18           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41  | 2041-06-15      | 4.0000%  |  | $1880.22           | $1857.36           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL094DY R17F094  | 2047-11-25      | 3.0000%  |  | $1043202.32        | $948537.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 AY      | 2055-09-20      | 5.0000%  |  | $426799.71         | $421904.75         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5422CY 06/25/54  | 2054-06-25      | 5.5000%  |  | $108571.43         | $111493.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 BY      | 2055-09-20      | 5.0000%  |  | $9528588.59        | $9498230.51        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AB 06/25/53  | 2053-06-25      | 5.0000%  |  | $1855272.17        | $1875329.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O JF      | 2071-04-20      | 5.5989%  |  | $892377.15         | $905040.88         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250JY 08/25/52  | 2052-08-25      | 3.2500%  |  | $93011.62          | $64692.14          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MW      | 2053-03-20      | 5.0000%  |  | $982321.54         | $989456.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-187 DA      | 2052-10-20      | 5.0000%  |  | $713100.81         | $717701.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 BV      | 2038-04-20      | 5.0000%  |  | $1816126.15        | $1855901.12        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4075KB 07/15/42  | 2042-07-15      | 2.5000%  |  | $60429.77          | $48860.55          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-126 GL      | 2054-08-20      | 3.0000%  |  | $415127.20         | $343564.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 FD      | 2054-03-20      | 5.3489%  |  | $3567842.58        | $3579839.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-063 LM      | 2050-10-20      | 3.5000%  |  | $6514.29           | $5648.74           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-050 BC      | 2050-04-20      | 2.7500%  |  | $305447.13         | $294313.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 VL      | 2052-04-20      | 1.5000%  |  | $1384937.14        | $949173.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-034 MB      | 2052-02-20      | 3.0000%  |  | $6921.41           | $6458.32           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-08O KF      | 2074-05-20      | 4.9489%  |  | $31458.25          | $31566.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H21 CF      | 2061-05-20      | 4.9204%  |  | $42.98             | $42.90             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H11 FA      | 2062-02-20      | 4.9204%  |  | $15494.09          | $15551.23          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H08 BF      | 2063-03-20      | 4.6204%  |  | $20828.24          | $20740.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H08 FA      | 2061-02-20      | 4.8204%  |  | $33215.64          | $33293.30          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H03 FA      | 2061-01-20      | 4.7204%  |  | $3685.24           | $3688.84           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H27 FA      | 2060-12-20      | 4.6004%  |  | $4114.95           | $4111.85           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H28 FE      | 2060-12-20      | 4.6204%  |  | $35047.41          | $35043.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H10 FC      | 2060-05-20      | 5.2800%  |  | $13583.76          | $13662.42          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H18 BA      | 2063-07-20      | 4.8204%  |  | $9721.52           | $9742.65           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-86 PK       | 2034-09-20      | 4.0000%  |  | $17.57             | $17.57             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-3O FS       | 2064-02-20      | 4.8704%  |  | $28937.46          | $29053.51          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O BF       | 2068-06-20      | 4.5574%  |  | $409746.94         | $409725.13         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KP 11/25/49  | 2049-11-25      | 3.0000%  |  | $140798.30         | $132358.29         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4753BD 01/15/48  | 2048-01-15      | 3.0000%  |  | $28208.92          | $25630.54          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-16O FB      | 2072-08-20      | 4.9989%  |  | $1122209.59        | $1127723.98        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL101KY R16F101  | 2047-01-25      | 3.0000%  |  | $8685.71           | $7099.54           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL088PE R17F088  | 2046-08-25      | 3.0000%  |  | $189287.86         | $183978.14         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4820YA 06/15/48  | 2048-06-15      | 3.5000%  |  | $99784.45          | $94401.67          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC059LM R15F059  | 2045-07-25      | 3.0000%  |  | $25505.15          | $24217.78          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4793CD 06/15/48  | 2048-06-15      | 3.0000%  |  | $40425.51          | $36162.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-159 P       | 2049-09-20      | 2.5000%  |  | $1259517.57        | $1100979.58        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4941MB 07/25/49  | 2049-07-25      | 3.0000%  |  | $4989.32           | $4480.15           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43  | 2043-07-15      | 3.5000%  |  | $54285.71          | $52044.53          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 GB      | 2054-06-20      | 5.0000%  |  | $355449.61         | $356404.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-9O FE       | 2067-04-20      | 4.9219%  |  | $409033.38         | $411010.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNCL CL DB6891        | 2064-08-15      | 6.1400%  |  | $6650.00           | $7157.18           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-047 JA      | 2042-06-20      | 5.2500%  |  | $1404015.85        | $1417899.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-162 BY      | 2045-11-20      | 3.0000%  |  | $112179.69         | $102383.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-192 GF      | 2055-11-20      | 5.2111%  |  | $238.86            | $239.15            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-196 L       | 2054-11-20      | 5.5000%  |  | $1362334.74        | $1399555.09        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4447PA 12/15/44  | 2044-12-15      | 3.0000%  |  | $7742.64           | $7391.08           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4283EW 12/15/43  | 2043-12-15      | 4.5000%  |  | $14081.11          | $14048.51          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43  | 2043-04-15      | 3.0000%  |  | $1861.27           | $1828.58           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DC 04/15/43  | 2043-04-15      | 2.5000%  |  | $877.96            | $858.14            | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8133%  |  | $247455.46         | $185293.66         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC022B R22F022   | 2054-07-25      | 2.0000%  |  | $1302857.14        | $799917.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H28 FA      | 2062-09-20      | 4.8004%  |  | $34.80             | $34.82             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC121JP R11F121  | 2041-12-25      | 4.5000%  |  | $8153.75           | $8041.05           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC042A  R14F042  | 2036-08-25      | 3.0000%  |  | $7956.17           | $7762.43           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H25 FA      | 2061-12-20      | 4.9204%  |  | $4986.92           | $4921.32           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F        | 2066-10-20      | 4.9704%  |  | $18554.07          | $18608.02          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 P       | 2055-04-20      | 5.2500%  |  | $3752294.09        | $3834778.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O EF      | 2070-10-20      | 5.4404%  |  | $649639.12         | $657124.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-7O FQ       | 2067-03-20      | 5.0735%  |  | $89076.78          | $89391.44          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-174 ME      | 2048-04-20      | 2.0000%  |  | $1343333.14        | $1148305.35        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC068PG R05F068  | 2035-08-25      | 5.5000%  |  | $3426.75           | $3507.37           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 HY      | 2052-01-20      | 2.5000%  |  | $4419508.57        | $3696362.06        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435AT 07/25/54  | 2054-07-25      | 0.1250%  |  | $118367.22         | $102310.44         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL065VD R14F065  | 2033-04-25      | 3.5000%  |  | $5458.06           | $5440.25           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FG       | 2068-08-20      | 4.9266%  |  | $3359944.69        | $3378464.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-5O FE       | 2067-12-20      | 5.0662%  |  | $218491.76         | $219568.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-20O FD      | 2074-11-20      | 4.8989%  |  | $170850.66         | $170665.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FC      | 2070-07-20      | 4.6704%  |  | $3751243.84        | $3725380.66        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL009EA R25F009  | 2050-04-25      | 5.5000%  |  | $2787105.04        | $2830915.55        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006BY R25F006  | 2055-02-25      | 5.5000%  |  | $457077.46         | $469351.36         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL084GT R24F084  | 2054-11-25      | 0.1250%  |  | $8303610.06        | $6689635.30        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011  | 2054-03-25      | 5.4218%  |  | $6424318.87        | $6487089.71        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4158TY 01/15/43  | 2043-01-15      | 3.0000%  |  | $79908.57          | $69488.57          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4143AJ 09/15/42  | 2042-09-15      | 1.7500%  |  | $9623.05           | $9157.12           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42  | 2042-12-15      | 2.5000%  |  | $32571.43          | $25098.04          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4020PG 03/15/27  | 2027-03-15      | 2.5000%  |  | $228.01            | $226.80            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3745VE 09/15/29  | 2029-09-15      | 4.0000%  |  | $1647.24           | $1647.18           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063AV R25F063  | 2036-08-25      | 5.0000%  |  | $3390877.73        | $3446067.66        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AE R25F055  | 2053-04-25      | 5.0000%  |  | $9976942.89        | $10074198.13       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC043QJ R22F043  | 2047-03-25      | 4.0000%  |  | $960756.08         | $943380.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNCL CL DB6887        | 2064-08-15      | 6.1400%  |  | $3798.05           | $4087.71           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6903        | 2064-08-15      | 6.1400%  |  | $5222.29           | $5620.57           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6901        | 2064-08-15      | 6.1400%  |  | $78580.96          | $84574.09          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CZ6011        | 2066-07-15      | 5.9000%  |  | $747453.92         | $769987.41         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW9045        | 2066-09-15      | 5.7000%  |  | $492880.85         | $523686.39         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CU4684        | 2066-10-15      | 5.7200%  |  | $211761.19         | $223176.60         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT8126        | 2060-04-15      | 7.0000%  |  | $44792.66          | $49377.95          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT3701        | 2050-11-15      | 6.6100%  |  | $832675.98         | $897247.92         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CQ8782        | 2066-05-15      | 6.2500%  |  | $194570.42         | $206486.79         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CM3803        | 2066-07-15      | 5.5900%  |  | $873223.71         | $923782.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9727 M      | 2054-06-20      | 6.5000%  |  | $38799663.35       | $40219731.03       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9362 M      | 2053-12-20      | 5.5000%  |  | $175.46            | $178.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7473 M      | 2051-07-20      | 3.0000%  |  | $21804275.95       | $19769413.70       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0075  | 2055-12-01      | 5.0000%  |  | $181003.12         | $181502.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070  | 2053-07-01      | 4.5000%  |  | $2038447.72        | $2011120.29        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT8128        | 2066-09-15      | 6.0900%  |  | $816924.87         | $857999.44         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3495  | 2028-02-01      | 3.2680%  |  | $13604.06          | $13417.82          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6905        | 2064-08-15      | 6.1400%  |  | $48341.21          | $52028.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY0098  | 2053-05-01      | 6.5000%  |  | $130539.54         | $139026.95         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6899        | 2064-08-15      | 6.1400%  |  | $4015.62           | $4321.88           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6889        | 2064-08-15      | 6.1400%  |  | $4232.11           | $4554.88           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0011        | 2064-08-15      | 6.1400%  |  | $1316.75           | $1417.18           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CO1742        | 2065-07-15      | 4.8000%  |  | $320496.13         | $316022.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9966 M      | 2054-10-20      | 6.0000%  |  | $2249.47           | $2304.70           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6895        | 2064-08-15      | 6.1400%  |  | $3935.93           | $4236.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0311 M      | 2055-04-20      | 7.0000%  |  | $427578.65         | $442971.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0608  | 2055-02-01      | 5.5000%  |  | $5850.88           | $5951.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5760  | 2055-07-01      | 5.5000%  |  | $103588.50         | $105373.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1093  | 2055-01-01      | 4.5000%  |  | $1466680.94        | $1447430.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9331 M      | 2038-12-20      | 7.0000%  |  | $3807.54           | $4085.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4318  | 2053-10-01      | 5.5000%  |  | $150348.59         | $154498.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG5553  | 2053-06-01      | 6.0000%  |  | $61096.39          | $63160.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6399  | 2052-07-01      | 5.0000%  |  | $1069960.83        | $1083962.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7148  | 2052-08-01      | 5.0000%  |  | $3814.76           | $3880.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA4355  | 2049-11-01      | 3.5000%  |  | $113177.16         | $107789.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7380  | 2055-01-01      | 5.0000%  |  | $37225.50          | $37328.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0092  | 2055-02-01      | 5.0000%  |  | $3167163.91        | $3187655.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2839  | 2052-07-01      | 2.5000%  |  | $41162.25          | $35219.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9780  | 2053-06-01      | 5.5000%  |  | $39845.90          | $41268.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5313  | 2048-06-01      | 4.5000%  |  | $90308.54          | $90191.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5517 C      | 2055-11-20      | 5.5000%  |  | $1494105.06        | $1525914.56        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL043CW R22F043  | 2052-07-25      | 2.0000%  |  | $1500403.51        | $1117835.12        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029AL R22F029  | 2054-07-25      | 2.0000%  |  | $2171428.57        | $1582936.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC029AY R22F029  | 2054-07-25      | 2.0000%  |  | $1020571.43        | $633882.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 A       | 2055-09-20      | 5.2500%  |  | $439161.57         | $445199.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 JL      | 2055-09-20      | 5.0000%  |  | $3148571.43        | $3133549.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 AM      | 2055-02-20      | 5.0000%  |  | $223786.99         | $224595.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 AL      | 2055-09-20      | 5.0000%  |  | $168715.66         | $164082.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-04O FC      | 2073-01-20      | 4.9489%  |  | $131863.02         | $131981.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-07O FG      | 2072-03-20      | 4.8489%  |  | $16236.40          | $16211.74          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-04O F       | 2067-11-20      | 4.3989%  |  | $58544.13          | $58280.83          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-139 WA      | 2050-05-20      | 0.7771%  |  | $807119.78         | $368132.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-098 HM      | 2050-04-20      | 2.6000%  |  | $22964.98          | $20235.98          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-119 JE      | 2049-09-20      | 3.0000%  |  | $362.13            | $328.34            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O FD       | 2069-01-20      | 4.9404%  |  | $69222.99          | $69033.59          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 A        | 2048-07-20      | 0.3344%  |  | $57325.71          | $34746.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 PN      | 2055-08-20      | 5.0000%  |  | $91012.39          | $88418.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 DJ      | 2051-07-20      | 5.0000%  |  | $2147813.03        | $2165298.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 NL      | 2055-06-20      | 5.0000%  |  | $360240.00         | $357674.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNII ET DO4363 C      | 2065-11-20      | 6.5000%  |  | $10783206.15       | $11107446.38       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0369 M      | 2055-05-20      | 7.0000%  |  | $1844151.57        | $1910541.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0285 M      | 2040-04-20      | 6.5000%  |  | $7379.10           | $7860.14           | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DK8553 H      | 2075-05-20      | 6.3760%  |  | $658513.27         | $695118.54         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0013        | 2064-08-15      | 6.1400%  |  | $14870.81          | $16004.96          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0009        | 2064-08-15      | 6.1400%  |  | $16225.13          | $17462.57          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0007        | 2064-08-15      | 6.1400%  |  | $25293.45          | $27222.51          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6897        | 2064-08-15      | 6.1400%  |  | $4236.24           | $4559.32           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6893        | 2064-08-15      | 6.1400%  |  | $85914.96          | $92467.44          | Agency Mortgage-Backed Securities         |

### Security 198: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  4.090%, 12/1/2025
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $29244011.90       | $27610178.20       | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $52599704.11       | $47885350.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $37880051.98       | $34353797.94       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $91551369.09       | $73417789.41       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $374431.00         | $355188.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8039 | 2035-04-01      | 2.0000%  |  | $33024039.35       | $30787585.35       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $34178797.52       | $33459675.62       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $2054839.24        | $1943290.24        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $1359893.45        | $1266281.10        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $6997219.32        | $6280669.08        | Agency Collateralized Mortgage Obligation |

### Security 199: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.990%, 12/11/2025
- **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):** $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:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $77630154.40       | $73293035.30       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $4742005.54        | $4300572.24        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $4788580.74        | $4528627.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $508772.65         | $408000.06         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $23200140.00       | $22007826.81       | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $591333.43         | $538333.98         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $2405314.21        | $2239737.19        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $34091650.02       | $30600494.60       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $78490561.60       | $70300228.48       | Agency Collateralized Mortgage Obligation |

### Security 200: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.090%, 12/1/2025
- **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):** $297164000.00
- **C.18.a - Value (excl. sponsor support):** $297164000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 2025-089 F      | 2055-05-20      | 5.8489%  |  | $29816108.43       | $30142468.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 AF     | 2054-11-20      | 5.7489%  |  | $5030620.84        | $5073137.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FW     | 2065-08-20      | 4.9489%  |  | $22944474.75       | $22978335.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FA     | 2054-04-20      | 5.1989%  |  | $25165051.11       | $25171576.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF     | 2055-05-20      | 5.8189%  |  | $29816108.43       | $30124677.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FD     | 2055-05-20      | 5.8489%  |  | $29816108.43       | $30142468.13       | Agency Collateralized Mortgage Obligation |
| FMAC FKAR 04.350 WNWN4122 | 2035-07-01      | 4.3500%  |  | $2401237.51        | $2388939.57        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.160 WNWN3216 | 2034-04-01      | 3.1600%  |  | $140962.41         | $130722.48         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.150 WNWN2732 | 2032-07-01      | 4.1500%  |  | $2329156.19        | $2327529.28        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.000 WNWN0196 | 2040-06-01      | 5.0000%  |  | $1789079.67        | $1844970.52        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456 | 2029-12-01      | 4.5000%  |  | $1512059.31        | $1543230.41        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3197 | 2037-07-01      | 3.9000%  |  | $30240.86          | $28776.15          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.700 WAWA2225 | 2037-05-01      | 3.7000%  |  | $24526.23          | $23069.00          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.450 WAWA2224 | 2037-05-01      | 3.4500%  |  | $73153.02          | $67452.02          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WAWA1643 | 2034-07-01      | 4.3500%  |  | $3378287.05        | $3403115.77        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841649 G        | 2049-01-01      | 6.4080%  |  | $6267.78           | $6495.71           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841386 G        | 2049-05-01      | 6.4210%  |  | $6802.59           | $7063.30           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841319 G        | 2046-05-01      | 6.4090%  |  | $7024.03           | $7282.00           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841318 G        | 2046-05-01      | 6.4070%  |  | $5610.24           | $5816.28           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841315 G        | 2046-05-01      | 6.4070%  |  | $6732.29           | $6979.53           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5066 | 2036-11-01      | 6.7060%  |  | $240260.23         | $251300.18         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5375 | 2036-08-01      | 6.3700%  |  | $231516.25         | $239681.95         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3871 | 2029-09-01      | 2.7100%  |  | $1448941.19        | $1391844.93        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3863 | 2029-09-01      | 2.7100%  |  | $3362677.35        | $3230169.36        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF4050 | 2055-11-01      | 4.9810%  |  | $138714.63         | $141164.71         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3251 | 2055-11-01      | 4.9360%  |  | $564560.55         | $573430.36         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3250 | 2055-11-01      | 4.7130%  |  | $307125.39         | $311491.72         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF1854 | 2055-10-01      | 5.2920%  |  | $3336255.49        | $3407141.75        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7630 | 2032-12-01      | 3.1600%  |  | $6857.63           | $6335.12           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HIAN7185 | 2032-11-01      | 3.3500%  |  | $42762.84          | $41798.90          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1243 | 2026-06-01      | 2.6400%  |  | $39621.87          | $39296.97          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN0026 | 2035-11-01      | 3.4800%  |  | $32336.05          | $30552.07          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544861 | 2036-12-01      | 4.8930%  |  | $320.33            | $318.77            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462209 | 2036-04-01      | 6.3780%  |  | $12133.72          | $12112.17          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS356648 | 2036-06-01      | 4.6720%  |  | $518.97            | $511.42            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS303532 | 2029-03-01      | 4.4490%  |  | $21.84             | $21.73             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS295541 | 2032-10-01      | 4.6530%  |  | $7502.91           | $7462.14           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS289517 | 2034-04-01      | 4.2190%  |  | $8013.54           | $7869.73           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS054844 | 2027-09-01      | 4.3420%  |  | $34.74             | $34.52             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840357 G        | 2046-07-01      | 6.3820%  |  | $5759.69           | $5970.22           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.850 WSWS4021 | 2041-05-01      | 4.8500%  |  | $130994.37         | $130695.51         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.000 WSWS3012 | 2040-03-01      | 5.0000%  |  | $1591732.30        | $1618833.13        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1176 G        | 2055-10-01      | 3.8500%  |  | $549446.98         | $538159.41         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0514 G        | 2055-11-01      | 4.8560%  |  | $642971.46         | $652010.35         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0510 G        | 2055-11-01      | 4.8480%  |  | $718295.52         | $728498.91         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.750 WAWA4867 | 2040-08-01      | 4.7500%  |  | $2113368.50        | $2116731.92        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.100 WAWA4814 | 2039-06-01      | 3.1000%  |  | $95478.65          | $82377.55          | Agency Mortgage-Backed Securities         |
| FMAC FKAR WG0001          | 2029-09-01      | 3.9340%  |  | $3529645.28        | $3531835.42        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ5714 | 2035-11-01      | 4.6600%  |  | $992375.37         | $1013212.27        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5682 | 2032-11-01      | 4.0000%  |  | $2834182.60        | $2800430.32        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5637 | 2032-11-01      | 4.0200%  |  | $1690634.57        | $1672570.14        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5596 | 2032-11-01      | 4.4900%  |  | $949096.10         | $966657.70         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5582 | 2032-11-01      | 4.3000%  |  | $959458.74         | $966252.67         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5529 | 2032-11-01      | 4.1900%  |  | $1560491.98        | $1564746.66        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0932 | 2029-06-01      | 4.6400%  |  | $1886000.85        | $1935417.85        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0714 | 2029-04-01      | 4.7400%  |  | $2203737.75        | $2266683.11        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0615 | 2029-03-01      | 4.8900%  |  | $1457017.95        | $1503978.37        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0593 | 2029-03-01      | 4.3900%  |  | $1840283.31        | $1873482.95        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0538 | 2029-02-01      | 4.7100%  |  | $784817.74         | $807046.53         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0399 | 2029-02-01      | 4.6700%  |  | $2286638.88        | $2344974.47        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0164 | 2041-06-01      | 2.8000%  |  | $3743.57           | $3003.71           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0140 | 2028-12-01      | 4.8700%  |  | $1627544.37        | $1679437.81        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0068 | 2029-01-01      | 4.8600%  |  | $2152686.49        | $2222104.18        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0066 | 2028-12-01      | 5.2800%  |  | $2338452.09        | $2433706.60        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9591 | 2028-09-01      | 4.8150%  |  | $2191546.40        | $2251748.73        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9589 | 2028-09-01      | 4.8150%  |  | $2395599.02        | $2461406.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9371 | 2028-08-01      | 4.9400%  |  | $2765644.04        | $2846221.08        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9235 | 2028-08-01      | 4.7600%  |  | $1516298.36        | $1552192.17        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9065 | 2028-07-01      | 4.6200%  |  | $76195.90          | $77188.35          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8451 | 2028-05-01      | 4.4500%  |  | $11092.54          | $11115.24          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7273 | 2032-12-01      | 5.2900%  |  | $307374.25         | $324998.32         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7085 | 2029-11-01      | 4.5700%  |  | $30478.36          | $31136.52          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6197 | 2038-07-01      | 4.2400%  |  | $59449.52          | $57983.49          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6188 | 2032-07-01      | 4.3400%  |  | $30375.77          | $30707.01          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6177 | 2034-07-01      | 4.4650%  |  | $2171583.08        | $2203166.04        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4959 | 2029-03-01      | 2.3000%  |  | $7619.59           | $7282.80           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS1977 | 2031-05-01      | 1.8500%  |  | $8303.17           | $7470.09           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1400 | 2029-07-01      | 4.7900%  |  | $2271399.70        | $2343558.66        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1258 | 2029-07-01      | 4.7200%  |  | $1658632.30        | $1702081.83        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0946 | 2029-06-01      | 4.6350%  |  | $2427601.29        | $2490799.64        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7392 | 2049-04-01      | 6.3810%  |  | $6689.46           | $6951.33           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7306 | 2050-04-01      | 6.2850%  |  | $7328.34           | $7596.42           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841375 G        | 2046-01-01      | 6.4060%  |  | $5621.11           | $5825.41           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0146 | 2028-12-01      | 5.0000%  |  | $1754639.13        | $1812210.59        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3194 | 2037-07-01      | 3.9000%  |  | $30069.96          | $28596.53          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0677 | 2029-03-01      | 5.0400%  |  | $1495236.55        | $1546551.57        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0380 | 2034-01-01      | 4.2600%  |  | $30478.36          | $30555.32          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN1305 | 2028-11-01      | 4.3500%  |  | $3809794.87        | $3876399.61        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4970 | 2035-09-01      | 4.8700%  |  | $2090510.64        | $2172307.10        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4797 | 2035-09-01      | 4.3700%  |  | $7619.59           | $7645.94           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4759 | 2030-08-01      | 4.2700%  |  | $12191.34          | $12375.69          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4719 | 2035-10-01      | 4.3900%  |  | $3360303.61        | $3366921.73        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4355 | 2030-07-01      | 4.4600%  |  | $2996175.08        | $3061228.03        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2879 | 2030-01-01      | 4.7100%  |  | $2333727.95        | $2406219.37        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3585 | 2030-04-01      | 4.3400%  |  | $2656583.98        | $2709001.04        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2299 | 2029-11-01      | 4.8900%  |  | $2403980.56        | $2493748.80        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1913 | 2029-09-01      | 4.4100%  |  | $2901539.77        | $2960381.55        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1520 | 2029-09-01      | 4.5700%  |  | $2285876.92        | $2343822.76        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN0890 | 2026-03-01      | 2.6300%  |  | $14856.53          | $14794.32          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1398 | 2029-07-01      | 4.7900%  |  | $1600875.81        | $1651733.23        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS5676 | 2037-05-01      | 3.8700%  |  | $15239.18          | $14509.03          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841680 G        | 2049-12-01      | 6.0910%  |  | $6804.03           | $7051.04           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8635 | 2028-05-01      | 4.4220%  |  | $151801.73         | $152567.19         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9586 | 2028-09-01      | 4.8150%  |  | $2624796.27        | $2696900.09        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0693 | 2029-04-01      | 4.7500%  |  | $2048145.72        | $2104413.41        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1835 | 2028-07-01      | 2.5350%  |  | $10002.92          | $9696.13           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0147 | 2029-01-01      | 4.8150%  |  | $1560491.98        | $1608922.24        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0197 | 2029-01-01      | 5.1600%  |  | $2743052.31        | $2846704.03        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0892 | 2029-05-01      | 4.6500%  |  | $3177368.92        | $3249916.20        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9592 | 2028-09-01      | 4.8150%  |  | $1117336.64        | $1147730.71        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841741 G        | 2054-04-01      | 5.5560%  |  | $1757561.46        | $1798781.55        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8589 | 2028-04-01      | 3.4900%  |  | $3467.18           | $3444.08           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3866 | 2029-09-01      | 2.7100%  |  | $2640187.85        | $2536149.92        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.430 WNWN4109 | 2035-04-01      | 4.4300%  |  | $2501968.49        | $2499745.49        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1266 | 2029-07-01      | 4.6900%  |  | $2718593.42        | $2795547.29        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3434 | 2030-04-01      | 4.1700%  |  | $3814823.80        | $3863430.38        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9849 | 2028-11-01      | 4.9700%  |  | $2883252.76        | $2978205.48        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4752 | 2035-08-01      | 4.8100%  |  | $3146128.61        | $3252290.00        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4990 | 2035-09-01      | 4.8100%  |  | $2277190.59        | $2353452.57        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4884 | 2032-10-01      | 4.8200%  |  | $2285876.92        | $2367153.56        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2216 | 2029-11-01      | 3.9800%  |  | $3067646.83        | $3084126.23        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODE9132 | 2055-10-01      | 4.6030%  |  | $1283256.62        | $1296732.42        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS5591 | 2037-09-01      | 3.8500%  |  | $108960.13         | $102435.33         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBV6037 | 2055-09-01      | 5.0150%  |  | $182994.04         | $186729.36         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5616 | 2032-11-01      | 4.0300%  |  | $2365882.62        | $2342953.66        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.100 WNWN1666 | 2032-07-01      | 4.1000%  |  | $1295330.26        | $1291252.56        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5457 | 2032-11-01      | 4.5750%  |  | $1876400.17        | $1923712.19        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5668 | 2032-11-01      | 4.0700%  |  | $2423486.71        | $2404485.37        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3897 | 2055-11-01      | 4.6910%  |  | $1138290.51        | $1150436.36        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3252 | 2055-11-01      | 4.9830%  |  | $310286.91         | $316315.56         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1222 G        | 2055-11-01      | 4.9200%  |  | $1544133.33        | $1563550.81        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5638 | 2032-11-01      | 4.1900%  |  | $2745185.79        | $2744517.34        | Agency Mortgage-Backed Securities         |

### Security 201: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.080%, 12/31/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-153 AD     | 2058-05-16      | 5.0000%  |  | $23222351.76       | $23419764.97       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  |  | $65909437.38       | $60215081.66       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7641%  |  | $3320597.66        | $3103971.83        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.6428%  |  | $11430313.17       | $10898189.23       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  |  | $3537430.01        | $3230240.77        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.1531%  |  | $14331975.90       | $13784132.54       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-192 FN     | 2055-11-20      | 5.2529%  |  | $55019721.41       | $55087962.37       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  |  | $382887.09         | $367175.70         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  |  | $22128.51          | $21648.95          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.1489%  |  | $7147897.17        | $7152930.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  |  | $8833859.23        | $8532836.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  |  | $6068132.20        | $5999498.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  |  | $18446297.23       | $18298505.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  |  | $8993793.91        | $8959356.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 KC     | 2055-09-20      | 5.0000%  |  | $35896993.16       | $36189840.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 PC     | 2055-09-20      | 4.5000%  |  | $23824814.47       | $23577179.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HA     | 2052-05-20      | 5.2500%  |  | $9968989.43        | $10085571.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.2989%  |  | $21581695.60       | $21848586.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC     | 2072-11-20      | 5.0989%  |  | $71066931.70       | $71543583.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  |  | $32320603.13       | $28571244.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  |  | $32731808.80       | $29357053.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  |  | $8987331.33        | $7979310.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  |  | $23600695.95       | $20640122.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.5243%  |  | $24036128.96       | $23638244.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 K      | 2055-07-20      | 4.5000%  |  | $11502441.98       | $11346388.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.5243%  |  | $11977578.02       | $11786780.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.5489%  |  | $18812667.45       | $18736218.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.4704%  |  | $4302289.90        | $4359994.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  |  | $6778908.64        | $6848224.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.5704%  |  | $283092.69         | $282725.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  |  | $985403.93         | $992343.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.6742%  |  | $6606629.33        | $6650158.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  |  | $6541117.65        | $6587105.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  |  | $10057548.92       | $10115522.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  |  | $5344311.66        | $5404308.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  |  | $2983178.19        | $2878932.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  |  | $1972424.92        | $1928734.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  |  | $902583.70         | $880247.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  |  | $2866914.03        | $2887251.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.1204%  |  | $2742812.96        | $2755541.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.1704%  |  | $6834484.86        | $6871930.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.1304%  |  | $3222510.79        | $3238001.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.1204%  |  | $10262829.55       | $10313885.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  |  | $849432.69         | $854939.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.1204%  |  | $3501039.06        | $3518939.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 4.9704%  |  | $1962957.64        | $1968665.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.8204%  |  | $5761458.69        | $5767117.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.7204%  |  | $4220286.43        | $4224236.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  |  | $1420764.31        | $1428453.07        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CT 12/25/55 | 2055-12-25      | 4.5000%  |  | $46000438.86       | $45463659.74       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CL 12/25/55 | 2055-12-25      | 4.5000%  |  | $1805221.58        | $1714586.82        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607KT 11/15/32 | 2032-11-15      | 4.2500%  |  | $273709139.59      | $265357863.19      | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GK 11/15/32 | 2032-11-15      | 4.2500%  |  | $52557982.30       | $53635289.54       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GJ 05/15/30 | 2030-05-15      | 4.0000%  |  | $56488625.27       | $57706124.61       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  |  | $18534092.27       | $18908230.73       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5593VA 09/25/36 | 2036-09-25      | 5.5000%  |  | $6234524.21        | $6489884.09        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5593CL 11/25/55 | 2055-11-25      | 5.0000%  |  | $33739211.23       | $33526687.94       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5587AP 01/25/53 | 2053-01-25      | 5.0000%  |  | $65160241.38       | $65753460.21       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05580V 06/25/38 | 2038-06-25      | 5.0000%  |  | $8834713.20        | $9003473.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  |  | $13563787.45       | $13612142.36       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 5.3218%  |  | $394323.31         | $394489.91         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  |  | $1645708.13        | $1568917.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-192 FM     | 2055-11-20      | 4.9477%  |  | $60700017.12       | $60777378.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 MN     | 2055-11-20      | 5.0000%  |  | $84877855.01       | $85587688.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 EF     | 2065-10-20      | 4.9489%  |  | $25712787.73       | $25756030.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  |  | $7680548.13        | $7849424.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 AF     | 2055-04-20      | 5.6089%  |  | $75214852.22       | $75628038.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MA     | 2054-04-20      | 6.2322%  |  | $47493250.58       | $47892665.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 5.3489%  |  | $21614313.76       | $21734978.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF     | 2054-12-20      | 5.3989%  |  | $70147408.18       | $70295401.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 5.1989%  |  | $32474388.59       | $32559611.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 5.2989%  |  | $35540428.95       | $35699135.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 5.2989%  |  | $67062033.61       | $67102708.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 4.8604%  |  | $4629845.39        | $4636054.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.2989%  |  | $6761552.13        | $6780197.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL     | 2054-06-20      | 5.2989%  |  | $65005037.64       | $65198462.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.1989%  |  | $19425497.94       | $19475485.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.2989%  |  | $19690063.05       | $19776355.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.3989%  |  | $34760380.09       | $34953256.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 5.1989%  |  | $33574518.20       | $33662695.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.3489%  |  | $12317793.20       | $12397176.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.1789%  |  | $3101725.79        | $3106988.99        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  |  | $5672872.81        | $5281379.35        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  |  | $31122.16          | $30312.07          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081BT R25F081 | 2055-10-25      | 4.5000%  |  | $12388965.16       | $12273029.22       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  |  | $497962.83         | $498294.23         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  |  | $1064333.27        | $1047198.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL106KF R25F106 | 2055-12-25      | 4.9909%  |  | $5777027.03        | $5826882.22        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106PL R25F106 | 2055-12-25      | 5.0000%  |  | $1030618.54        | $1005564.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL106PF R25F106 | 2055-12-25      | 4.9909%  |  | $6034682.43        | $6086942.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106V R25F106  | 2036-11-25      | 4.5000%  |  | $9402361.82        | $9454150.04        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC098AF R25F098 | 2055-11-25      | 4.9718%  |  | $20767544.79       | $20759742.78       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL006AF R25F006 | 2055-02-25      | 5.0718%  |  | $117784376.35      | $117506010.64      | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  |  | $5391891.89        | $5701488.93        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  |  | $682045.91         | $563906.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.4989%  |  | $12479754.47       | $12570369.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-092 FC     | 2039-10-16      | 4.8734%  |  | $906005.58         | $912213.97         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  |  | $92826.81          | $88992.88          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.0489%  |  | $1232651.98        | $1233781.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.7704%  |  | $7646065.03        | $7643695.41        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GL 12/15/32 | 2032-12-15      | 4.0000%  |  | $70106162.51       | $71805115.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  |  | $19267867.12       | $19050988.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.1704%  |  | $7080310.07        | $7120724.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 LT     | 2055-07-20      | 4.5000%  |  | $7557159.06        | $7463389.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  |  | $3015588.08        | $2911066.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  |  | $1632971.43        | $1579815.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  |  | $1390488.09        | $1234259.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  |  | $23879438.04       | $21271439.89       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5607FB 12/25/55 | 2055-12-25      | 4.9909%  |  | $2888513.51        | $2913487.32        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5607FC 12/25/55 | 2055-12-25      | 5.2111%  |  | $10832686.70       | $10994258.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F      | 2065-09-20      | 5.1989%  |  | $38275256.21       | $38366363.07       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565DY 08/25/55 | 2055-08-25      | 5.0000%  |  | $2512818.81        | $2470638.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 4.8604%  |  | $4297360.64        | $4303489.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  |  | $6106030.25        | $6169436.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF     | 2054-04-20      | 5.1989%  |  | $63598866.12       | $63615357.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  |  | $3243685.31        | $3341070.47        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  |  | $2219920.46        | $2219163.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 HT     | 2055-10-20      | 4.5000%  |  | $38475204.12       | $38238119.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.3989%  |  | $5334966.45        | $5364398.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 NL     | 2055-11-20      | 5.0000%  |  | $33012415.78       | $32979007.22       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL106F R25F106  | 2055-12-25      | 4.9909%  |  | $4814189.19        | $4855836.29        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC106PT R25F106 | 2055-12-25      | 5.5000%  |  | $62739649.66       | $63885463.89       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GH 04/15/31 | 2031-04-15      | 4.2500%  |  | $94377158.43       | $96083639.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.1404%  |  | $3923167.83        | $3943000.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  |  | $9384470.87        | $9098835.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.4743%  |  | $17185399.03       | $16860496.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  |  | $22530118.00       | $22998192.47       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593DF 11/25/55 | 2055-11-25      | 4.9718%  |  | $42253950.36       | $42237231.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.2204%  |  | $8709016.50        | $8755436.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 AF     | 2054-11-20      | 5.7489%  |  | $89521355.85       | $90277948.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 4.8804%  |  | $5806873.56        | $5816887.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  |  | $4894152.49        | $4931235.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.2204%  |  | $2756310.79        | $2773708.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  |  | $231241.53         | $203926.35         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.3218%  |  | $40496667.39       | $40522807.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH     | 2052-12-20      | 5.0989%  |  | $42197306.05       | $42224653.49       | Agency Collateralized Mortgage Obligation |

### Security 202: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.950%, 12/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $799500000.00
- **C.18.a - Value (excl. sponsor support):** $799500000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLBX6188 | 2053-02-01      | 5.5000%  |  | $11100700.31       | $11461528.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7868 | 2054-01-01      | 6.5000%  |  | $8870516.60        | $9266203.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS0913 | 2051-09-01      | 2.0000%  |  | $10230938.73       | $8429004.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH1709 | 2053-10-01      | 6.0000%  |  | $8237285.45        | $8682947.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6335 | 2055-06-01      | 6.0000%  |  | $8277472.19        | $8565768.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA2883 | 2053-08-01      | 3.5000%  |  | $9328088.57        | $8696521.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1314 | 2052-11-01      | 5.5000%  |  | $10370203.57       | $10864976.35       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  |  | $10343635.14       | $8503264.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0325 | 2035-04-01      | 2.5000%  |  | $11876784.74       | $11318112.67       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 ZLZT2486 | 2045-04-01      | 3.0000%  |  | $11241171.86       | $10490789.91       | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16087 G | 2032-02-01      | 2.5000%  |  | $8709051.89        | $8448607.70        | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16067 G | 2031-11-01      | 2.5000%  |  | $12457704.99       | $12101476.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL4051 | 2033-08-01      | 3.5000%  |  | $11385254.88       | $11227739.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1422 | 2032-03-01      | 2.5000%  |  | $11894746.86       | $11523321.49       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  |  | $12377546.17       | $10171458.99       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG4793 | 2053-06-01      | 5.0000%  |  | $10258880.46       | $10370661.22       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  |  | $8902508.63        | $9272256.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4707 | 2055-08-01      | 6.5000%  |  | $8748672.88        | $9186605.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0692 | 2054-01-01      | 5.5000%  |  | $11113625.68       | $11332386.29       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL3368 | 2055-12-01      | 6.0000%  |  | $8439166.67        | $8686982.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3114 | 2053-11-01      | 5.5000%  |  | $10827025.06       | $11087111.86       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2662 | 2054-07-01      | 6.5000%  |  | $8467606.51        | $8924501.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL2648 | 2052-02-01      | 2.0000%  |  | $10692471.24       | $8834975.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTFA2708 | 2042-03-01      | 1.5000%  |  | $9932684.82        | $8502994.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA2377 | 2052-06-01      | 3.0000%  |  | $9839655.64        | $8931760.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1669 | 2048-07-01      | 3.5000%  |  | $11956805.78       | $11422994.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0895 | 2052-04-01      | 2.5000%  |  | $11283553.49       | $9829080.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0879 | 2051-11-01      | 2.5000%  |  | $9649835.53        | $8308257.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8493 | 2054-05-01      | 6.0000%  |  | $11393308.51       | $11802897.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5905 | 2053-03-01      | 5.5000%  |  | $11736869.19       | $12018835.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2058 | 2051-11-01      | 2.0000%  |  | $12207864.87       | $10082231.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4511 | 2034-11-01      | 2.5000%  |  | $10091044.77       | $9660086.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7770 | 2053-03-01      | 5.5000%  |  | $9401244.44        | $9697816.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP6546 | 2050-08-01      | 3.0000%  |  | $9826216.18        | $8859601.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM3504 | 2031-03-01      | 2.5000%  |  | $8946527.25        | $8766183.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2663 | 2055-11-01      | 5.5000%  |  | $8820172.30        | $9003755.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1708 | 2055-10-01      | 6.5000%  |  | $8935865.29        | $9347817.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9131 | 2055-10-01      | 6.0000%  |  | $8251045.08        | $8644586.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2956 | 2055-07-01      | 6.0000%  |  | $9244153.63        | $9545281.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8923 | 2055-09-01      | 5.5000%  |  | $10662597.44       | $10892781.59       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7781 | 2054-12-01      | 6.5000%  |  | $9539192.93        | $9934792.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3868 | 2054-05-01      | 6.0000%  |  | $10379976.88       | $10689175.63       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8447 | 2054-06-01      | 6.0000%  |  | $10106966.13       | $10419321.91       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PRE6163 | 2055-09-01      | 6.5000%  |  | $8195094.33        | $8430654.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH0106 | 2053-08-01      | 5.5000%  |  | $10046462.58       | $10245593.51       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8937 | 2053-03-01      | 5.5000%  |  | $8312725.75        | $8595557.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC0096 | 2051-03-01      | 3.0000%  |  | $10286681.83       | $9302657.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB3450 | 2050-08-01      | 2.0000%  |  | $14256087.71       | $11764565.52       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1310 | 2055-06-01      | 5.5000%  |  | $10960600.09       | $11209570.13       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9019 | 2055-11-01      | 5.5000%  |  | $8949417.34        | $9155316.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9819 | 2055-12-01      | 5.0000%  |  | $9923655.17        | $9973134.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7484 | 2055-11-01      | 5.5000%  |  | $8304897.62        | $8475098.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7361 | 2055-11-01      | 5.5000%  |  | $2660519.99        | $2720969.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ6754 | 2055-11-01      | 6.0000%  |  | $11256739.55       | $11623427.85       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1319 | 2055-07-01      | 5.5000%  |  | $10996595.06       | $11192818.30       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7252 | 2055-07-01      | 6.0000%  |  | $11532009.91       | $11970110.96       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX2029 | 2055-01-01      | 6.5000%  |  | $11667983.11       | $12213122.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5817 | 2055-07-01      | 6.5000%  |  | $8785161.85        | $9037682.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $8772213.48        | $9021782.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $8991530.58        | $9152523.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $11675551.20       | $9598202.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8707 | 2054-08-01      | 5.5000%  |  | $8213879.91        | $8428549.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM9773 | 2036-10-01      | 2.0000%  |  | $9121199.02        | $8474314.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTFA3334 | 2044-12-01      | 5.0000%  |  | $10857262.75       | $11090889.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA3290 | 2038-02-01      | 2.5000%  |  | $9339434.00        | $8854708.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1663 | 2055-06-01      | 6.0000%  |  | $9246986.74        | $9552414.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6729 | 2054-12-01      | 5.0000%  |  | $8218022.04        | $8271570.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  |  | $9535384.20        | $9806665.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8515 | 2055-05-01      | 6.5000%  |  | $7950431.53        | $8479135.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0104 | 2051-02-01      | 3.5000%  |  | $9854687.36        | $9419800.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL1580 | 2051-12-01      | 3.0000%  |  | $12452874.95       | $11277037.13       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5847 | 2055-09-01      | 6.5000%  |  | $8804853.99        | $9015043.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2250 | 2055-10-01      | 6.0000%  |  | $11263524.84       | $11873005.43       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $9178053.56        | $9240730.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  |  | $9822807.45        | $9962556.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0032 | 2040-10-01      | 5.0000%  |  | $11028227.47       | $11203454.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $9771666.25        | $10049670.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFA3291 | 2037-04-01      | 3.0000%  |  | $8520719.87        | $8368744.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9306 | 2055-12-01      | 5.0000%  |  | $8259857.47        | $8315421.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4933 | 2055-11-01      | 6.0000%  |  | $8051282.14        | $8467839.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4662 | 2055-10-01      | 6.0000%  |  | $9212661.60        | $9535556.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7330 | 2055-11-01      | 5.5000%  |  | $11036355.98       | $11264654.04       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ7108 | 2055-11-01      | 6.0000%  |  | $9601951.85        | $10110960.92       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9362 | 2055-10-01      | 5.5000%  |  | $8988040.30        | $9173966.90        | Agency Mortgage-Backed Securities |

### Security 203: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce, REPO,  3.940%, 12/11/2025
- **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: 933CXT007, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $600.00            | $637.59            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $1100.00           | $1153.17           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $2901500.00        | $3008936.09        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $500.00            | $499.75            | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29      | 2029-07-15      | 0.2500%  |  | $2284.63           | $2214.00           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $200.00            | $201.81            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $400.00            | $402.34            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $3548300.00        | $3467136.26        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $300.00            | $278.14            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $200.00            | $163.21            | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $200.00            | $158.26            | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $100.00            | $97.01             | U.S. Treasuries (including strips) |
| USTR BILL 12/09/25        | 2025-12-09      | 0.0000%  |  | $6934300.00        | $6925909.50        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $100.00            | $65.46             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $249800.00         | $236701.33         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $117.12            | $108.18            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  |  | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $100.00            | $99.72             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $9803400.00        | $10108767.35       | U.S. Treasuries (including strips) |
| GNMA GNHA AL DC8273 H     | 2074-07-20      | 6.5340%  |  | $836.12            | $884.55            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DC4651 C     | 2054-06-20      | 7.5000%  |  | $199.54            | $216.95            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DB5948 C     | 2054-03-20      | 8.0000%  |  | $987.63            | $1085.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1477 C     | 2054-06-20      | 7.5000%  |  | $994.98            | $1073.04           | Agency Mortgage-Backed Securities  |
| GNMA GNHA ML CX2308 H     | 2073-08-20      | 6.5310%  |  | $345.75            | $354.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 ZLFP0057 | 2050-08-01      | 4.0000%  |  | $750.56            | $740.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9974 | 2054-12-01      | 6.0000%  |  | $925.31            | $967.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9941 | 2054-11-01      | 5.0000%  |  | $910.79            | $916.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS9497 | 2044-10-01      | 5.5000%  |  | $6156.02           | $6375.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9053 | 2054-06-01      | 6.0000%  |  | $596.19            | $614.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9020 | 2054-03-01      | 5.5000%  |  | $872.75            | $899.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9798 | 2054-11-01      | 5.0000%  |  | $37462.98          | $37897.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8995 | 2054-07-01      | 6.0000%  |  | $860.63            | $896.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $909.52            | $778.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS7901 | 2044-01-01      | 4.0000%  |  | $857.39            | $845.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7711 | 2049-09-01      | 3.5000%  |  | $849.66            | $809.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS7616 | 2052-05-01      | 4.0000%  |  | $17333339.56       | $16903663.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7211 | 2054-02-01      | 6.0000%  |  | $912.57            | $961.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8025 | 2054-05-01      | 5.5000%  |  | $895.01            | $920.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  |  | $16542195.12       | $17806283.50       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6922 | 2053-12-01      | 7.0000%  |  | $643.75            | $688.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6544 | 2053-12-01      | 6.0000%  |  | $828.21            | $862.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  |  | $757.20            | $799.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $8329.29           | $8302.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5698 | 2053-08-01      | 5.5000%  |  | $879.42            | $910.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5520 | 2053-01-01      | 4.5000%  |  | $823.88            | $813.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5235 | 2053-07-01      | 5.5000%  |  | $1404.85           | $1438.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4612 | 2053-04-01      | 5.5000%  |  | $1571.82           | $1607.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  |  | $776.27            | $786.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  |  | $31564.41          | $29329.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3048 | 2052-10-01      | 5.0000%  |  | $965.11            | $978.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  |  | $54117.80          | $44554.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0908 | 2052-03-01      | 3.5000%  |  | $10234601.68       | $9659447.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0831 | 2052-03-01      | 3.0000%  |  | $827.89            | $739.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9919 | 2051-12-01      | 3.0000%  |  | $714.61            | $648.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8689 | 2051-09-01      | 2.5000%  |  | $455131.21         | $397837.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5820 | 2050-04-01      | 4.0000%  |  | $39217.71          | $37883.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM6272 | 2051-02-01      | 2.5000%  |  | $297901.00         | $260629.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  |  | $8497877.45        | $8644295.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $908.19            | $924.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  |  | $687.65            | $715.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $12823508.57       | $13348259.37       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  |  | $11261471.05       | $11469301.50       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $724.16            | $746.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $745.89            | $768.57            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4286 C     | 2054-11-20      | 7.5000%  |  | $1460.13           | $1571.77           | Agency Mortgage-Backed Securities  |
| GNMA GNHA AL DC8276 H     | 2074-08-20      | 6.4600%  |  | $864.53            | $915.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1338 | 2033-02-01      | 3.0000%  |  | $107.65            | $104.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1328 | 2043-01-01      | 3.5000%  |  | $310.28            | $297.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1213 | 2042-10-01      | 3.5000%  |  | $130389.32         | $125038.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQMA1788 | 2044-02-01      | 4.0000%  |  | $138.57            | $136.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  |  | $28.42             | $28.73             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  |  | $60.88             | $60.91             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB9662 | 2043-06-01      | 3.0000%  |  | $101138.22         | $94390.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  |  | $8013509.00        | $8392636.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7446 | 2053-11-01      | 6.5000%  |  | $764.29            | $805.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6740 | 2053-07-01      | 5.5000%  |  | $814.45            | $836.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4801 | 2052-10-01      | 4.5000%  |  | $10804602.60       | $10684757.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2297 | 2051-12-01      | 2.5000%  |  | $747.16            | $647.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0847 | 2051-06-01      | 3.0000%  |  | $475942.69         | $434064.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  |  | $589.64            | $537.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7451 | 2050-10-01      | 2.0000%  |  | $643.57            | $532.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB8579 | 2043-02-01      | 3.5000%  |  | $182.77            | $175.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  |  | $225.94            | $204.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9901 | 2055-11-01      | 5.5000%  |  | $1022.00           | $1043.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6265 | 2055-11-01      | 5.5000%  |  | $757654.00         | $771810.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4667 | 2055-07-01      | 5.5000%  |  | $6024.21           | $6209.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE2117 | 2055-07-01      | 5.0000%  |  | $1742781.93        | $1760126.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2028 | 2055-06-01      | 5.5000%  |  | $979.52            | $996.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD8503 | 2055-05-01      | 6.0000%  |  | $2639805.79        | $2716925.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6416 | 2055-04-01      | 6.5000%  |  | $11158515.88       | $11617543.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD4966 | 2055-04-01      | 7.0000%  |  | $995567.03         | $1063424.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2496 | 2055-02-01      | 6.5000%  |  | $6946909.57        | $7318909.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD1033 | 2055-02-01      | 5.0000%  |  | $952.24            | $956.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB8231 | 2042-06-01      | 3.5000%  |  | $116.19            | $111.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAB4525 | 2042-02-01      | 4.0000%  |  | $59.65             | $58.89             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CTZA2074 | 2028-06-01      | 5.5000%  |  | $9.05              | $9.21              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL4939 | 2043-02-01      | 3.0000%  |  | $185.86            | $173.48            | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A88478 G | 2039-09-01      | 5.5000%  |  | $535.06            | $559.41            | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC C91904 G | 2036-11-01      | 2.5000%  |  | $190.71            | $179.55            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CE3629 C     | 2051-07-20      | 3.5000%  |  | $1602.85           | $1485.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BT5292 C     | 2050-04-20      | 4.0000%  |  | $223.89            | $213.65            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BT3677 C     | 2050-04-20      | 4.0000%  |  | $600.95            | $573.47            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BS9243 C     | 2050-04-20      | 4.0000%  |  | $625.32            | $599.42            | Agency Mortgage-Backed Securities  |
| GNMA GNHA AL CP3116 H     | 2072-10-20      | 6.9140%  |  | $836.82            | $898.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1954 | 2054-07-01      | 5.5000%  |  | $106233.46         | $109213.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2688 | 2054-10-01      | 6.5000%  |  | $4938773.41        | $5164756.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2520 | 2055-09-01      | 6.0000%  |  | $987.91            | $1034.73           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7040 | 2055-07-01      | 6.5000%  |  | $975.09            | $1026.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  |  | $20744987.22       | $21156588.51       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1556 | 2055-04-01      | 6.5000%  |  | $1006.28           | $1065.85           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX9173 | 2055-03-01      | 7.0000%  |  | $873.19            | $927.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX6512 | 2055-02-01      | 7.0000%  |  | $1696.77           | $1810.57           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1512 | 2054-12-01      | 5.5000%  |  | $842.68            | $866.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX1300 | 2054-12-01      | 5.0000%  |  | $4327672.28        | $4350903.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX1141 | 2054-12-01      | 4.5000%  |  | $9264383.02        | $9111474.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX0564 | 2054-12-01      | 4.5000%  |  | $983.41            | $973.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAE0216 | 2040-08-01      | 4.0000%  |  | $34.35             | $34.13             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAE0113 | 2040-07-01      | 4.0000%  |  | $42.17             | $41.99             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CLAD0273 | 2032-10-01      | 8.5000%  |  | $36.26             | $38.14             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ9871 | 2049-09-01      | 3.5000%  |  | $255.90            | $240.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $169.63            | $160.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4563 | 2049-11-01      | 3.5000%  |  | $489826.82         | $463931.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2956 | 2049-01-01      | 4.5000%  |  | $147.44            | $147.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA1427 | 2033-03-01      | 3.0000%  |  | $84018.87          | $82353.20          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5490 | 2030-11-01      | 3.9000%  |  | $27901109.00       | $27870222.47       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5365 | 2030-11-01      | 3.9700%  |  | $3284309.00        | $3291398.18        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4023 | 2030-06-01      | 4.2450%  |  | $2300994.00        | $2329185.20        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ0614 | 2034-03-01      | 4.6300%  |  | $998991.00         | $1016095.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBY4793 | 2053-07-01      | 7.0000%  |  | $2706379.42        | $2918094.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9887 | 2052-10-01      | 5.0000%  |  | $130707.80         | $131660.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4658 | 2054-06-01      | 6.0000%  |  | $1860905.53        | $1916230.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4736 | 2047-02-01      | 3.5000%  |  | $310.57            | $297.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  |  | $746.74            | $761.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  |  | $819.19            | $673.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $792.11            | $651.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7478 | 2055-01-01      | 6.0000%  |  | $963.34            | $1001.80           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7482 | 2055-01-01      | 6.0000%  |  | $1049.22           | $1092.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6906 | 2054-10-01      | 6.0000%  |  | $915.44            | $952.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6477 | 2054-09-01      | 5.5000%  |  | $957.74            | $983.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $920.31            | $755.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD5246 | 2052-04-01      | 2.5000%  |  | $890.11            | $764.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  |  | $3700699.67        | $3841807.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  |  | $10244584.70       | $9254742.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0921 | 2052-01-01      | 3.5000%  |  | $675.38            | $635.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  |  | $5695.51           | $5018.06           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTSC0050 | 2040-02-01      | 3.0000%  |  | $642371.24         | $605311.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 ZLZT1257 | 2046-01-01      | 3.0000%  |  | $350.74            | $327.67            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CU7836 C     | 2053-11-20      | 8.0000%  |  | $984.42            | $1044.00           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS4316 C     | 2053-06-20      | 6.0000%  |  | $856.78            | $904.70            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS4292 C     | 2053-06-20      | 5.5000%  |  | $826.43            | $843.90            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CR9840 C     | 2053-01-20      | 7.5000%  |  | $400.33            | $428.81            | Agency Mortgage-Backed Securities  |
| GNMA GNHA AL CL8179 H     | 2072-05-20      | 6.4950%  |  | $628.77            | $665.35            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CJ9398 C     | 2046-07-20      | 4.0000%  |  | $595.11            | $569.68            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CJ9368 C     | 2046-06-20      | 4.0000%  |  | $1238.38           | $1188.46           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI6924 C     | 2051-12-20      | 4.0000%  |  | $1455.58           | $1397.57           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI0282 C     | 2051-12-20      | 4.0000%  |  | $602.48            | $581.60            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CE3764 C     | 2051-08-20      | 3.5000%  |  | $1225.13           | $1159.47           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CE3711 C     | 2051-08-20      | 3.5000%  |  | $1601.18           | $1515.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $528.46            | $491.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $1955.64           | $1611.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  |  | $90321.51          | $84121.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4088 | 2035-07-01      | 3.5000%  |  | $252.04            | $247.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  |  | $277.35            | $250.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  |  | $353.41            | $305.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA3894 | 2031-09-01      | 4.0000%  |  | $28.26             | $28.28             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3876 | 2049-12-01      | 3.0000%  |  | $108.93            | $96.80             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $258.53            | $242.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  |  | $7576745.45        | $6235797.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3306 | 2048-03-01      | 4.0000%  |  | $120.50            | $117.77            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CE3708 C     | 2051-08-20      | 3.5000%  |  | $919.35            | $847.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  |  | $59263.92          | $56131.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  |  | $520844.89         | $477197.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $82.74             | $82.62             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I6BF0740 | 2063-06-01      | 2.5000%  |  | $14456879.27       | $12044734.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5725 | 2055-11-01      | 5.5000%  |  | $1000.00           | $1027.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF5512 | 2055-11-01      | 6.5000%  |  | $1000.00           | $1049.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5280 | 2055-11-01      | 6.0000%  |  | $1000.00           | $1042.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF2881 | 2055-11-01      | 5.0000%  |  | $1011.00           | $1022.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF2888 | 2055-11-01      | 5.5000%  |  | $1000.00           | $1027.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDF2187 | 2055-11-01      | 4.0000%  |  | $1015.00           | $971.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB3735 | 2041-10-01      | 3.0000%  |  | $90898.66          | $87090.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAA9121 | 2039-07-01      | 4.5000%  |  | $8436.01           | $8494.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  |  | $7.51              | $7.97              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.650 CA987373 | 2038-05-01      | 5.6500%  |  | $33441.74          | $33897.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K0898057 | 2036-01-01      | 6.0000%  |  | $20480.14          | $21042.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL891434 | 2036-03-01      | 5.0000%  |  | $26917.69          | $27841.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL891145 | 2036-05-01      | 5.0000%  |  | $80537.70          | $83336.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL888099 | 2035-08-01      | 5.5000%  |  | $11.46             | $11.83             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL888009 | 2034-12-01      | 6.5000%  |  | $13.34             | $14.03             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL885315 | 2036-06-01      | 6.0000%  |  | $13.08             | $13.70             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA8532 | 2054-02-01      | 5.5000%  |  | $12198464.69       | $12449204.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1204 | 2055-10-01      | 5.0000%  |  | $1022.13           | $1029.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0564 | 2055-06-01      | 5.5000%  |  | $32406309.56       | $33432487.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0528 | 2055-06-01      | 6.5000%  |  | $927701.13         | $969972.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0277 | 2055-04-01      | 6.5000%  |  | $6232799.76        | $6616920.98        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  |  | $79.32             | $77.66             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0220 | 2038-10-01      | 6.0000%  |  | $72297.86          | $76625.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0217 | 2037-08-01      | 6.0000%  |  | $36294.13          | $37981.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5892 | 2045-11-01      | 6.0000%  |  | $998.00            | $1028.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5885 | 2040-11-01      | 4.5000%  |  | $989.97            | $993.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  |  | $9993328.00        | $10167731.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5908 | 2055-12-01      | 4.5000%  |  | $4984208.00        | $4901928.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0249 | 2055-04-01      | 5.5000%  |  | $10642476.69       | $10855262.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 ZLFP0137 | 2055-01-01      | 6.5000%  |  | $10999079.00       | $11455155.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $976.41            | $993.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  |  | $1971.60           | $1887.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5768 | 2045-07-01      | 6.0000%  |  | $944.91            | $974.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5757 | 2055-07-01      | 4.0000%  |  | $38493392.59       | $36852804.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  |  | $4682734.66        | $4483156.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $18508293.99       | $19034854.96       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $37060261.76       | $38114626.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  |  | $11879422.46       | $12084104.91       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1682 | 2055-02-01      | 6.5000%  |  | $1012.34           | $1064.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  |  | $1809.43           | $1840.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  |  | $98816.66          | $97185.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  |  | $76322280.53       | $76577196.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5480 | 2044-09-01      | 5.5000%  |  | $733.78            | $759.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4495 | 2050-10-01      | 2.0000%  |  | $1448878.75        | $1206900.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  |  | $193325.71         | $181942.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2983 | 2049-05-01      | 4.0000%  |  | $503728.74         | $492062.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM3485 | 2050-06-01      | 2.0000%  |  | $5311734.30        | $4432477.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1258 | 2049-07-01      | 4.0000%  |  | $63567.62          | $61914.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA3785 | 2051-08-01      | 4.0000%  |  | $1008.00           | $994.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC7771 | 2054-12-01      | 5.0000%  |  | $13658614.84       | $13790079.01       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC6581 | 2054-11-01      | 7.0000%  |  | $925.71            | $987.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3423 | 2054-10-01      | 5.0000%  |  | $447.33            | $450.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7687 | 2046-08-01      | 3.5000%  |  | $293.61            | $280.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR6746 | 2043-03-01      | 3.0000%  |  | $230.99            | $215.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP8813 | 2042-11-01      | 3.5000%  |  | $174.82            | $167.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO8045 | 2042-07-01      | 3.5000%  |  | $876.69            | $845.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO6754 | 2042-06-01      | 3.5000%  |  | $1554075.80        | $1492215.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI5580 | 2054-05-01      | 6.5000%  |  | $1473521.90        | $1568765.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI4104 | 2054-04-01      | 6.0000%  |  | $938.71            | $983.32            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI4437 | 2054-05-01      | 6.0000%  |  | $901.02            | $942.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  |  | $997.77            | $995.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6488 | 2051-12-01      | 3.0000%  |  | $209961.27         | $189153.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 3PQU8102 | 2053-02-01      | 5.0000%  |  | $684381.94         | $680555.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ8681 | 2054-11-01      | 5.5000%  |  | $955.49            | $989.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ8621 | 2054-10-01      | 6.5000%  |  | $688.59            | $727.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ5863 | 2054-10-01      | 5.5000%  |  | $975.57            | $1012.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ4041 | 2054-09-01      | 6.5000%  |  | $889.98            | $943.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA3439 | 2053-07-01      | 4.0000%  |  | $506559.00         | $487851.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3241 | 2054-05-01      | 6.0000%  |  | $26038266.25       | $27240192.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2836 | 2055-09-01      | 5.5000%  |  | $1008.64           | $1033.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2707 | 2055-07-01      | 6.0000%  |  | $1001.48           | $1034.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3529 | 2055-11-01      | 5.0000%  |  | $1008.00           | $1022.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  |  | $18077604.56       | $18591876.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $865.26            | $880.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $64294796.99       | $66165132.64       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  |  | $696.91            | $718.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CKMA5198 | 2053-09-01      | 7.0000%  |  | $486.35            | $505.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $793.13            | $808.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  |  | $691.66            | $715.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4854 | 2052-11-01      | 2.5000%  |  | $916.01            | $787.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  |  | $20917448.52       | $21426223.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $3521529.13        | $3275807.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4750 | 2052-07-01      | 2.0000%  |  | $879.56            | $722.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4709 | 2052-07-01      | 5.0000%  |  | $728.41            | $733.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $824.01            | $766.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  |  | $901176.25         | $838439.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $828.76            | $742.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2449 | 2052-04-01      | 2.0000%  |  | $979.40            | $817.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA1923 | 2046-02-01      | 4.0000%  |  | $953.90            | $946.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1563 | 2055-04-01      | 5.5000%  |  | $7989488.85        | $8205644.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0362 | 2055-01-01      | 6.0000%  |  | $33479124.31       | $34938144.55       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  |  | $4807561.14        | $4844026.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  |  | $244595.60         | $251404.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9737 | 2055-01-01      | 5.0000%  |  | $967.44            | $973.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  |  | $949.93            | $959.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9664 | 2054-12-01      | 5.5000%  |  | $913.71            | $933.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  |  | $908.13            | $950.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4582 | 2037-04-01      | 2.0000%  |  | $667.39            | $618.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  |  | $691.65            | $569.68            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2083 C     | 2065-04-20      | 6.5000%  |  | $839.29            | $869.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3675 | 2055-11-01      | 6.0000%  |  | $3854367.00        | $3967554.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3641 | 2055-08-01      | 6.0000%  |  | $1024.00           | $1063.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS9174 | 2052-08-01      | 3.0000%  |  | $13250894.38       | $11968539.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3356 | 2048-05-01      | 3.5000%  |  | $129049.96         | $121908.98         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CI4173 C     | 2045-10-20      | 4.5000%  |  | $176.25            | $174.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  |  | $836.38            | $813.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  |  | $749.42            | $763.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ3596 | 2054-09-01      | 6.0000%  |  | $816697.93         | $855098.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ0273 | 2054-07-01      | 6.5000%  |  | $785.23            | $836.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH8240 | 2054-01-01      | 7.0000%  |  | $708249.64         | $759866.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQH1454 | 2053-09-01      | 5.0000%  |  | $788.20            | $798.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG9197 | 2053-08-01      | 5.5000%  |  | $881.00            | $907.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQG6216 | 2053-06-01      | 4.5000%  |  | $2510801.93        | $2478523.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF9772 | 2053-04-01      | 6.0000%  |  | $673.04            | $694.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4931 | 2052-12-01      | 6.0000%  |  | $522433.66         | $541637.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB2296 | 2050-08-01      | 2.0000%  |  | $60781.87          | $50720.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA7231 | 2050-02-01      | 4.0000%  |  | $1537151.31        | $1509451.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  |  | $579.59            | $581.01            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH6178 C     | 2055-01-20      | 6.0000%  |  | $988.82            | $1042.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995067 | 2036-09-01      | 6.0000%  |  | $16.59             | $17.35             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K2918243 | 2037-05-01      | 6.0000%  |  | $23.16             | $23.76             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  |  | $6575078.76        | $6344622.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3047 | 2053-01-01      | 6.0000%  |  | $849.86            | $893.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB6076 | 2042-09-01      | 3.5000%  |  | $113.67            | $109.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2097 | 2051-11-01      | 3.0000%  |  | $757.89            | $679.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI6481 | 2054-06-01      | 5.5000%  |  | $1505409.12        | $1553502.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA3556 | 2049-10-01      | 3.5000%  |  | $181.06            | $170.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIAB8787 | 2028-03-01      | 2.0000%  |  | $40.66             | $39.87             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD3246 | 2052-08-01      | 4.0000%  |  | $828.63            | $798.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  |  | $64.60             | $62.64             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CK931825 | 2039-08-01      | 5.5000%  |  | $92724.04          | $93756.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  |  | $101.46            | $103.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQF7539 | 2053-01-01      | 7.5000%  |  | $200.17            | $214.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0847 | 2052-02-01      | 3.0000%  |  | $779.55            | $701.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  |  | $7785327.77        | $7349777.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7641 | 2053-12-01      | 6.0000%  |  | $826.02            | $864.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4178 | 2035-11-01      | 1.5000%  |  | $981.13            | $891.96            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CQ0924 C     | 2053-01-20      | 7.5000%  |  | $605.78            | $653.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3883 | 2054-09-01      | 5.5000%  |  | $955.52            | $981.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  |  | $816.20            | $729.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ0001 | 2054-07-01      | 6.5000%  |  | $795.49            | $849.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ4890 | 2054-10-01      | 5.5000%  |  | $351553.03         | $362718.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8682 | 2051-08-01      | 3.0000%  |  | $347698.20         | $311853.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  |  | $20674098.19       | $19677482.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $355863.98         | $368596.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $739026.01         | $692851.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4884 | 2054-02-01      | 6.0000%  |  | $902.67            | $951.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0567 | 2061-09-01      | 5.5000%  |  | $727.39            | $750.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSD4408 | 2053-12-01      | 7.0000%  |  | $3548626.80        | $3805863.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKCA0522 | 2047-10-01      | 3.0000%  |  | $96.77             | $86.83             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1474 C     | 2054-07-20      | 7.5000%  |  | $967.26            | $1043.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5512 | 2034-10-01      | 5.0000%  |  | $680.59            | $691.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6382 | 2054-07-01      | 5.0000%  |  | $952.47            | $956.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5790 | 2048-03-01      | 3.5000%  |  | $879.73            | $826.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA4880 | 2032-12-01      | 5.0000%  |  | $392.84            | $401.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  |  | $1003.15           | $1009.36           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CJ9373 C     | 2046-02-20      | 4.5000%  |  | $1287.26           | $1266.67           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CK2930 C     | 2051-12-20      | 4.0000%  |  | $1262.97           | $1215.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  |  | $537.76            | $559.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0512 | 2053-12-01      | 6.5000%  |  | $935292.62         | $980728.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS8863 | 2050-02-01      | 3.0000%  |  | $919.18            | $831.82            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CV6268 C     | 2053-09-20      | 7.0000%  |  | $3183.45           | $3388.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8626 | 2054-07-01      | 6.0000%  |  | $15636625.19       | $16329390.23       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BW0562 C     | 2050-07-20      | 3.0000%  |  | $736.74            | $667.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  |  | $698.56            | $661.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9184 | 2054-08-01      | 6.5000%  |  | $563.45            | $598.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  |  | $884.38            | $759.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM9966 | 2043-08-01      | 3.5000%  |  | $660.06            | $634.17            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CB3228 C     | 2051-02-20      | 3.5000%  |  | $2828.14           | $2617.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7728 | 2046-08-01      | 3.0000%  |  | $236.27            | $217.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV4656 | 2052-04-01      | 2.5000%  |  | $752.15            | $646.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL3304 | 2042-07-01      | 3.5000%  |  | $307.73            | $294.88            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CR8920 C     | 2053-06-20      | 6.0000%  |  | $937.59            | $988.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3029 | 2032-06-01      | 3.0000%  |  | $108.78            | $106.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH6849 | 2053-12-01      | 7.0000%  |  | $686208.00         | $735188.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD4799 | 2052-01-01      | 2.5000%  |  | $743.96            | $639.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  |  | $7589529.66        | $7728835.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD6529 | 2052-05-01      | 2.5000%  |  | $7530304.49        | $6506777.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  |  | $160551.17         | $149670.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX1750 | 2054-12-01      | 5.0000%  |  | $13911606.43       | $14019685.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMB0304 | 2055-03-01      | 4.0000%  |  | $1325125.47        | $1268648.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0624 | 2054-11-01      | 5.0000%  |  | $974.66            | $983.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9816 | 2055-01-01      | 6.0000%  |  | $868.32            | $894.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE3306 | 2055-07-01      | 7.0000%  |  | $1103705.69        | $1179513.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX8570 | 2055-02-01      | 6.0000%  |  | $764796.77         | $806179.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9042 | 2048-11-01      | 4.0000%  |  | $747210.07         | $725604.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  |  | $2529683.66        | $2601653.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIFA1068 | 2040-02-01      | 5.5000%  |  | $260854.94         | $268441.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2922 | 2055-09-01      | 5.5000%  |  | $997.45            | $1028.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE9835 | 2055-09-01      | 7.0000%  |  | $1160475.46        | $1233129.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF0749 | 2055-10-01      | 4.5000%  |  | $998.26            | $985.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  |  | $991.44            | $1008.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ9881 | 2054-12-01      | 5.0000%  |  | $3460079.73        | $3479040.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL1607 | 2047-04-01      | 3.0000%  |  | $6188322.60        | $5702792.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC4602 | 2054-11-01      | 6.5000%  |  | $672410.22         | $712529.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA3077 | 2054-03-01      | 4.0000%  |  | $997.41            | $959.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3574 | 2049-01-01      | 3.5000%  |  | $291860.87         | $274473.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6318 | 2054-06-01      | 6.5000%  |  | $825.45            | $873.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9802 | 2055-01-01      | 5.5000%  |  | $898.80            | $923.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9484 | 2054-11-01      | 5.5000%  |  | $931.31            | $958.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8242 | 2054-06-01      | 6.0000%  |  | $855.12            | $895.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $68275335.64       | $70394465.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $28523140.32       | $29033847.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  |  | $119099.38         | $102395.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA5914 | 2040-12-01      | 4.0000%  |  | $1000.00           | $989.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0861 | 2055-03-01      | 5.5000%  |  | $14928378.26       | $15424552.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5819 | 2055-09-01      | 4.0000%  |  | $67167.86          | $64305.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5907 | 2055-12-01      | 4.0000%  |  | $1000.00           | $957.38            | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.260 WNWN2707 | 2032-07-01      | 4.2600%  |  | $1911.00           | $1919.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS9641 | 2050-07-01      | 3.5000%  |  | $890.45            | $850.73            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG7415 C     | 2055-01-20      | 7.5000%  |  | $2988.25           | $3229.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4565 | 2052-03-01      | 3.5000%  |  | $87744.52          | $81794.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  |  | $958.11            | $971.74            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ1526 C     | 2065-04-20      | 6.5000%  |  | $818.41            | $848.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $24861494.33       | $25290479.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1164 | 2055-10-01      | 6.0000%  |  | $1019.56           | $1056.66           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX1010 | 2054-11-01      | 7.0000%  |  | $991.42            | $1073.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ6553 | 2055-10-01      | 6.5000%  |  | $999.22            | $1040.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLCC0315 | 2055-03-01      | 7.5000%  |  | $642.58            | $688.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5849 | 2055-10-01      | 3.5000%  |  | $994.62            | $924.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1897 | 2055-06-01      | 6.0000%  |  | $954.54            | $994.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3490 | 2055-11-01      | 5.0000%  |  | $1000.00           | $1007.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF2915 | 2055-11-01      | 6.5000%  |  | $1255772.00        | $1318637.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  |  | $868.57            | $904.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFA3699 | 2037-05-01      | 3.5000%  |  | $1008.00           | $997.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA3596 | 2055-11-01      | 4.5000%  |  | $1008.00           | $994.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6401 | 2055-12-01      | 5.5000%  |  | $1000.00           | $1022.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA3775 | 2047-02-01      | 3.0000%  |  | $8700.00           | $8119.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1715 | 2040-08-01      | 6.0000%  |  | $34117.00          | $35532.17          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5748 | 2032-11-01      | 4.0400%  |  | $1055.00           | $1044.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF5443 | 2055-12-01      | 5.0000%  |  | $1965150.00        | $1984935.13        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5663 | 2030-11-01      | 3.8100%  |  | $3854385.00        | $3842623.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5722 | 2055-11-01      | 6.0000%  |  | $133585.00         | $139634.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5850 | 2055-10-01      | 4.0000%  |  | $994.96            | $952.56            | Agency Mortgage-Backed Securities  |

### Security 204: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  4.090%, 12/1/2025
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 05.500 CL555880 | 2033-11-01      | 5.5000%  |  | $540.83            | $558.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  |  | $1531.54           | $1580.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555330 | 2033-04-01      | 5.5000%  |  | $4273.59           | $4402.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3337 | 2038-04-01      | 4.0000%  |  | $2226.57           | $2220.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3247 | 2033-01-01      | 3.0000%  |  | $17265.00          | $16815.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3153 | 2037-10-01      | 4.0000%  |  | $3533.71           | $3502.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3125 | 2032-09-01      | 3.0000%  |  | $40294.42          | $39471.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2541 | 2031-02-01      | 2.5000%  |  | $11347.36          | $11037.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZA2077 | 2028-07-01      | 5.0000%  |  | $493.42            | $497.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZA0902 | 2033-07-01      | 5.0000%  |  | $810.16            | $827.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ1245 | 2041-02-01      | 4.5000%  |  | $86.13             | $87.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9550 | 2039-12-01      | 4.5000%  |  | $34.40             | $34.98             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  |  | $377.64            | $356.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995024 | 2037-08-01      | 5.5000%  |  | $6902.27           | $7229.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725425 | 2034-04-01      | 5.5000%  |  | $639.69            | $661.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL816268 | 2035-03-01      | 5.5000%  |  | $69.09             | $72.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL824601 | 2034-12-01      | 5.5000%  |  | $769.37            | $803.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735871 | 2035-07-01      | 5.5000%  |  | $890.38            | $920.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745275 | 2036-02-01      | 5.0000%  |  | $356.82            | $368.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745944 | 2033-12-01      | 5.0000%  |  | $755.30            | $769.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL831869 | 2036-11-01      | 6.5000%  |  | $541.52            | $571.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL940624 | 2037-08-01      | 6.0000%  |  | $1086.90           | $1152.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888832 | 2037-11-01      | 6.5000%  |  | $3145.06           | $3353.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL0212 | 2038-02-01      | 5.5000%  |  | $11622.99          | $12145.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI1886 | 2041-05-01      | 4.5000%  |  | $6394.70           | $6480.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI4867 | 2026-06-01      | 4.0000%  |  | $44.82             | $44.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAI8186 | 2041-08-01      | 4.0000%  |  | $6179.41           | $6101.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI9532 | 2041-09-01      | 5.5000%  |  | $16089.54          | $16751.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  |  | $572.05            | $572.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBA2993 | 2030-11-01      | 3.0000%  |  | $11123.86          | $10950.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL1174 | 2026-11-01      | 4.0000%  |  | $57.39             | $57.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $177157.22         | $164804.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3059 | 2045-11-01      | 3.5000%  |  | $94216.59          | $89928.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZA2143 | 2029-11-01      | 4.5000%  |  | $1074.41           | $1085.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1401 | 2033-04-01      | 3.0000%  |  | $88473.07          | $85725.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA1239 | 2032-11-01      | 3.5000%  |  | $2186.91           | $2159.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA0732 | 2026-05-01      | 4.0000%  |  | $21.70             | $21.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  |  | $12640.83          | $12645.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  |  | $599.86            | $600.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0273 | 2029-12-01      | 4.0000%  |  | $2564.61           | $2570.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC1877 | 2039-09-01      | 4.5000%  |  | $1051.22           | $1068.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1866 | 2051-10-01      | 2.5000%  |  | $14052.61          | $12177.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2633 | 2052-01-01      | 2.5000%  |  | $21364.79          | $18708.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  |  | $124895.76         | $109422.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6622 | 2050-08-01      | 3.0000%  |  | $201400.20         | $181837.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6086 | 2050-06-01      | 3.0000%  |  | $32507.70          | $29329.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA5379 | 2050-03-01      | 4.5000%  |  | $65296.23          | $65147.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4119 | 2049-09-01      | 4.0000%  |  | $3402.60           | $3312.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4406 | 2049-10-01      | 3.0000%  |  | $28349.82          | $25838.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2219 | 2048-08-01      | 5.0000%  |  | $1604.02           | $1641.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  |  | $25027.28          | $23685.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0854 | 2047-12-01      | 3.5000%  |  | $57803.98          | $54705.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4259 | 2053-06-01      | 5.5000%  |  | $92694.85          | $94611.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB8899 | 2043-04-01      | 3.0000%  |  | $34407.03          | $32111.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAB5716 | 2027-07-01      | 3.0000%  |  | $1765.36           | $1752.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB0035 | 2039-04-01      | 4.5000%  |  | $25.83             | $26.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA7937 | 2037-01-01      | 4.5000%  |  | $153.63            | $156.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA7681 | 2039-06-01      | 4.5000%  |  | $534.47            | $543.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAA7236 | 2039-06-01      | 4.0000%  |  | $562.13            | $560.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA2588 | 2036-04-01      | 4.0000%  |  | $3032.36           | $3027.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995876 | 2038-11-01      | 6.0000%  |  | $53.35             | $56.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL995240 | 2037-08-01      | 4.5000%  |  | $550.25            | $559.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0091 | 2052-10-01      | 5.0000%  |  | $315730.80         | $317625.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW8994 | 2052-10-01      | 4.5000%  |  | $208122.77         | $206889.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  |  | $106491.14         | $103267.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8475 | 2052-04-01      | 3.0000%  |  | $1597646.70        | $1447074.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  |  | $80048.15          | $68614.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM8732 | 2036-09-01      | 2.0000%  |  | $52495.25          | $48872.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0517 | 2035-11-01      | 5.5000%  |  | $28405.09          | $29718.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0207 | 2033-11-01      | 4.5000%  |  | $47.17             | $47.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0188 | 2037-08-01      | 5.5000%  |  | $271.44            | $284.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0113 | 2040-07-01      | 4.0000%  |  | $52.71             | $52.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0823 | 2040-09-01      | 6.0000%  |  | $3811.15           | $4040.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD7730 | 2040-07-01      | 4.5000%  |  | $23077.37          | $23438.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD6432 | 2040-06-01      | 4.5000%  |  | $926.94            | $941.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD6193 | 2040-06-01      | 5.0000%  |  | $1986.91           | $2011.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD3336 | 2040-04-01      | 5.5000%  |  | $5876.70           | $6121.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD1593 | 2040-02-01      | 4.5000%  |  | $11651.84          | $11838.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD0198 | 2038-09-01      | 5.5000%  |  | $4183.10           | $4383.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  |  | $832430.00         | $835720.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5770 | 2040-07-01      | 4.5000%  |  | $470.43            | $472.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  |  | $26791215.31       | $27252827.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  |  | $4649.33           | $4723.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  |  | $3356.77           | $3410.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8577 | 2051-08-01      | 3.0000%  |  | $275086.25         | $251024.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7829 | 2051-05-01      | 2.5000%  |  | $1551482.92        | $1359306.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3998 | 2050-04-01      | 4.5000%  |  | $6139.76           | $6084.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3205 | 2050-08-01      | 2.0000%  |  | $4073.58           | $3393.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAK9808 | 2042-04-01      | 4.0000%  |  | $981.64            | $969.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $18475.78          | $18491.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  |  | $3234715.59        | $2783026.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB6782 | 2027-11-01      | 2.5000%  |  | $12711.89          | $12556.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAQ0546 | 2042-11-01      | 3.5000%  |  | $51.58             | $49.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8383 | 2045-10-01      | 4.5000%  |  | $3384.25           | $3431.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $35833.59          | $32271.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL7579 | 2042-02-01      | 5.5000%  |  | $588.74            | $616.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAQ5096 | 2027-11-01      | 3.0000%  |  | $4173.60           | $4138.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  |  | $1068.82           | $955.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  |  | $3301405.52        | $2978356.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  |  | $754.14            | $799.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7307 | 2054-01-01      | 6.5000%  |  | $8461.80           | $8820.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL931307 | 2039-06-01      | 4.5000%  |  | $1085.46           | $1103.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT8912 | 2043-07-01      | 3.0000%  |  | $11279.58          | $10526.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0038 | 2043-07-01      | 3.0000%  |  | $54324.97          | $50533.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7646 | 2048-05-01      | 4.5000%  |  | $1432.22           | $1447.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  |  | $3954.45           | $3712.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8095 | 2049-02-01      | 3.0000%  |  | $3426191.96        | $3134989.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7151 | 2051-05-01      | 2.0000%  |  | $8346269.09        | $6892399.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM6017 | 2035-02-01      | 3.0000%  |  | $8353.40           | $8218.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5608 | 2051-01-01      | 2.5000%  |  | $864253.71         | $739347.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM5563 | 2049-10-01      | 5.0000%  |  | $401276.64         | $409575.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $1447.31           | $1398.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6184 | 2051-03-01      | 2.0000%  |  | $117248.46         | $98111.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  |  | $23819.76          | $24341.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5035 | 2050-07-01      | 4.0000%  |  | $59.04             | $57.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4529 | 2050-10-01      | 2.5000%  |  | $2207427.83        | $1912791.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4344 | 2050-09-01      | 2.5000%  |  | $3659354.77        | $3159102.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4330 | 2050-10-01      | 2.5000%  |  | $59295.84          | $51918.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3946 | 2049-01-01      | 4.0000%  |  | $13164.37          | $12847.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  |  | $18311.68          | $18843.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  |  | $38.98             | $41.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL994637 | 2038-11-01      | 5.5000%  |  | $2622.36           | $2738.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL985615 | 2034-04-01      | 5.5000%  |  | $34.10             | $35.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL963145 | 2038-05-01      | 6.0000%  |  | $8320.79           | $8795.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL962062 | 2038-03-01      | 5.0000%  |  | $9873.73           | $10208.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL952003 | 2037-11-01      | 6.0000%  |  | $4.88              | $5.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL945877 | 2037-08-01      | 6.0000%  |  | $680.15            | $721.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL942040 | 2037-07-01      | 6.0000%  |  | $4204.51           | $4459.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL938472 | 2037-07-01      | 6.0000%  |  | $9392.24           | $9960.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL930924 | 2039-04-01      | 4.5000%  |  | $5215.79           | $5303.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ9256 | 2048-06-01      | 4.0000%  |  | $29496.11          | $28769.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA1599 | 2043-09-01      | 3.0000%  |  | $55839.38          | $51076.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9453 | 2053-08-01      | 4.5000%  |  | $15757.44          | $15608.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3891 | 2044-11-01      | 4.0000%  |  | $317.75            | $309.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD8281 | 2040-07-01      | 5.5000%  |  | $1829.70           | $1905.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAB1251 | 2040-07-01      | 5.0000%  |  | $1719.59           | $1779.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD8326 | 2040-07-01      | 5.5000%  |  | $11230.00          | $11638.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1586 | 2044-01-01      | 4.5000%  |  | $2104.91           | $2124.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3615 | 2049-03-01      | 4.0000%  |  | $191.00            | $186.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $17516.07          | $18232.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  |  | $939744.01         | $805223.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0217 | 2040-08-01      | 4.5000%  |  | $128.06            | $130.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL890607 | 2043-08-01      | 5.0000%  |  | $290.98            | $301.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  |  | $168.80            | $170.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6049 | 2050-06-01      | 3.0000%  |  | $164453.24         | $150701.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5205 | 2043-11-01      | 6.0000%  |  | $152626.54         | $157751.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  |  | $1877491.23        | $1768390.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778 | 2047-02-01      | 4.0000%  |  | $11947.71          | $11737.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2308 | 2049-07-01      | 4.0000%  |  | $601687.95         | $586506.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0725 | 2041-01-01      | 4.5000%  |  | $15.21             | $15.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2983 | 2029-08-01      | 3.0000%  |  | $158323.52         | $156332.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8879 | 2054-09-01      | 5.5000%  |  | $5024957.53        | $5165927.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5471 | 2045-06-01      | 3.5000%  |  | $4277.44           | $4093.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  |  | $113460.76         | $102042.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS1414 | 2037-05-01      | 4.5000%  |  | $2406.07           | $2446.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM6355 | 2050-08-01      | 4.5000%  |  | $15057.75          | $15004.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL906734 | 2037-01-01      | 6.0000%  |  | $494.93            | $520.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CI890790 | 2032-08-01      | 3.0000%  |  | $127087.93         | $124491.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890365 | 2041-07-01      | 5.5000%  |  | $2149.37           | $2248.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888657 | 2035-02-01      | 5.5000%  |  | $1677.11           | $1731.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889226 | 2036-02-01      | 6.0000%  |  | $3387.12           | $3582.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  |  | $1412.61           | $1458.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTFS9497 | 2044-10-01      | 5.5000%  |  | $2858.15           | $2959.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS9388 | 2050-02-01      | 4.0000%  |  | $604250.75         | $588429.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $81742.29          | $84280.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $2704.05           | $2782.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL912497 | 2037-03-01      | 6.0000%  |  | $3238.85           | $3441.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8513 | 2051-01-01      | 2.5000%  |  | $4471209.76        | $3832206.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  |  | $582.65            | $527.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2142 | 2052-06-01      | 3.5000%  |  | $9205.05           | $8673.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1155 | 2032-06-01      | 2.5000%  |  | $706.20            | $685.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5328 | 2052-12-01      | 6.5000%  |  | $2366569.90        | $2477808.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2442 | 2038-04-01      | 6.5000%  |  | $589.45            | $624.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIFS6393 | 2038-10-01      | 6.0000%  |  | $1663372.70        | $1746073.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM4854 | 2044-05-01      | 5.5000%  |  | $31067.97          | $32553.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7661 | 2045-10-01      | 4.5000%  |  | $2257.40           | $2270.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  |  | $393540.29         | $388020.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4513 | 2052-01-01      | 3.0000%  |  | $278788.53         | $249403.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3589 | 2050-01-01      | 4.5000%  |  | $58201.89          | $58873.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $14817.90          | $12946.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1966 | 2052-11-01      | 4.0000%  |  | $59097.14          | $56999.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  |  | $2883264.20        | $2410835.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL6039 | 2032-08-01      | 4.0000%  |  | $1294.79           | $1292.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $908191.12         | $912050.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  |  | $430524.13         | $420036.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8299 | 2046-11-01      | 3.0000%  |  | $6313.84           | $5831.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0219 | 2052-01-01      | 3.0000%  |  | $201415.93         | $180117.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4136 | 2053-04-01      | 5.0000%  |  | $62511.05          | $63440.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM0505 | 2039-10-01      | 4.5000%  |  | $50571.38          | $51423.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTRB5282 | 2044-03-01      | 6.0000%  |  | $139503.76         | $144896.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  |  | $24.40             | $24.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1061 | 2051-10-01      | 2.5000%  |  | $2644211.27        | $2305731.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7095 | 2053-09-01      | 5.0000%  |  | $247342.55         | $250411.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8166 | 2051-06-01      | 3.0000%  |  | $147924.16         | $135009.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5415 | 2047-12-01      | 3.0000%  |  | $23868.45          | $22511.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0141 | 2052-01-01      | 2.5000%  |  | $35151.01          | $30463.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA3591 | 2039-02-01      | 4.5000%  |  | $10343.71          | $10526.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5024 | 2050-12-01      | 2.5000%  |  | $170418.89         | $147671.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3686 | 2053-01-01      | 5.0000%  |  | $35151.89          | $35674.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7344 | 2053-10-01      | 6.0000%  |  | $259856.35         | $268078.20         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-169 MT     | 2055-10-20      | 5.0000%  |  | $874070.89         | $880947.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FN     | 2051-07-20      | 5.0989%  |  | $2323231.75        | $2336137.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FJ     | 2054-08-20      | 5.1989%  |  | $943651.71         | $943910.56         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLFS3698 | 2052-11-01      | 5.5000%  |  | $7310.69           | $7536.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3739 | 2053-09-01      | 6.0000%  |  | $523378.23         | $546196.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5233 | 2053-12-01      | 4.5000%  |  | $33944.94          | $33416.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3859 | 2049-07-01      | 3.5000%  |  | $3208711.89        | $3017501.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  |  | $87432.32          | $86617.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS1116 | 2047-12-01      | 5.0000%  |  | $24072.38          | $24848.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819 | 2044-12-01      | 4.5000%  |  | $145.43            | $146.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  |  | $3710.83           | $3515.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8996 | 2051-09-01      | 3.5000%  |  | $9542.88           | $8955.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAX8875 | 2045-02-01      | 4.5000%  |  | $209.39            | $210.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  |  | $10841.19          | $11281.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  |  | $28839.05          | $24769.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2805 | 2052-09-01      | 2.5000%  |  | $92120.73          | $79238.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5219 | 2054-04-01      | 6.0000%  |  | $158988.97         | $165424.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $74223.59          | $63989.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9381 | 2049-02-01      | 6.0000%  |  | $2253230.52        | $2388192.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $2307.30           | $2081.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  |  | $1178914.06        | $1212662.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI0512 | 2033-08-01      | 4.5000%  |  | $64.37             | $64.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  |  | $853.09            | $792.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $1588539.18        | $1637844.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $1900.82           | $1965.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  |  | $70407.92          | $70888.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  |  | $36460.05          | $37083.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  |  | $1663.16           | $1622.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  |  | $213.18            | $204.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  |  | $1138.99           | $1111.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM3691 | 2039-11-01      | 4.5000%  |  | $2550.97           | $2601.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3381 | 2048-11-01      | 3.5000%  |  | $4291.45           | $4074.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3247 | 2045-10-01      | 4.5000%  |  | $33843.24          | $34302.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM3066 | 2038-11-01      | 4.5000%  |  | $928.30            | $935.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3240 | 2052-04-01      | 3.0000%  |  | $4022369.00        | $3645714.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6925 | 2051-12-01      | 2.5000%  |  | $55487.33          | $47533.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6112 | 2047-07-01      | 5.0000%  |  | $336035.13         | $347717.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  |  | $160.81            | $157.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4138 | 2050-09-01      | 2.5000%  |  | $123085.76         | $107818.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7306 | 2042-09-01      | 4.5000%  |  | $10760.30          | $10915.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  |  | $954502.27         | $955299.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTFM1133 | 2036-06-01      | 4.0000%  |  | $566.52            | $565.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  |  | $33585.14          | $34547.90          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-026 FB     | 2054-02-20      | 5.1589%  |  | $1758915.69        | $1763542.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  |  | $1625000.00        | $1702307.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY     | 2053-11-20      | 6.0000%  |  | $2500000.00        | $2597440.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-096 DB     | 2053-07-20      | 6.0000%  |  | $625000.00         | $657313.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  |  | $875000.00         | $915859.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-018 FA     | 2053-02-20      | 5.0489%  |  | $248819.11         | $247925.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 4.9489%  |  | $841136.44         | $833795.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 FB     | 2053-02-20      | 5.4489%  |  | $2384805.23        | $2360580.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  |  | $357543.34         | $310938.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 5.1589%  |  | $171173.63         | $170935.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  |  | $4106297.63        | $3605882.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-178 BQ     | 2052-03-20      | 4.5000%  |  | $1541040.44        | $1546053.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.4743%  |  | $1344006.82        | $1317299.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 FE     | 2054-05-20      | 5.1989%  |  | $6391650.68        | $6407989.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.3743%  |  | $2360548.52        | $2294314.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.3743%  |  | $1631865.45        | $1594526.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-131 KF     | 2044-09-16      | 4.3734%  |  | $412124.95         | $405617.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $718748.28         | $626953.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF     | 2053-08-20      | 5.1489%  |  | $1499502.35        | $1504037.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 VF     | 2055-07-20      | 5.0989%  |  | $1802933.68        | $1807617.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-053 AL     | 2053-04-20      | 5.5000%  |  | $1000000.00        | $1014144.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.4743%  |  | $2430017.99        | $2389400.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.4989%  |  | $2075480.27        | $2089637.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-099 AL     | 2053-07-20      | 6.0000%  |  | $1000000.00        | $1051674.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  |  | $500000.00         | $525691.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE     | 2052-01-20      | 2.5000%  |  | $1568177.32        | $1319606.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-063 LB     | 2053-05-20      | 6.0000%  |  | $750000.00         | $780492.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 LG     | 2054-04-20      | 6.0000%  |  | $500000.00         | $525038.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  |  | $1979668.73        | $1877866.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-130 FM     | 2053-09-20      | 5.1489%  |  | $1615522.16        | $1621667.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-168 KD     | 2054-04-20      | 4.5000%  |  | $574157.84         | $568210.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FB     | 2052-02-20      | 3.0000%  |  | $1147834.26        | $1007658.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF     | 2053-12-20      | 5.1989%  |  | $2259502.89        | $2266941.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  |  | $1250000.00        | $1309456.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 LD     | 2053-11-20      | 6.5000%  |  | $1194540.00        | $1261405.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 NF     | 2053-08-20      | 5.0989%  |  | $602730.98         | $603981.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF     | 2053-07-20      | 5.1489%  |  | $389711.26         | $390870.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-096 BL     | 2053-07-20      | 6.0000%  |  | $625000.00         | $656856.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-098 JB     | 2053-07-20      | 6.0000%  |  | $750000.00         | $788508.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  |  | $2861254.34        | $2556444.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4086 | 2044-07-01      | 4.5000%  |  | $253.12            | $255.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2417 | 2048-10-01      | 4.5000%  |  | $623.73            | $624.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3634 | 2039-04-01      | 3.5000%  |  | $1801.62           | $1748.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS2052 | 2036-10-01      | 6.0000%  |  | $625.41            | $661.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4709 | 2052-07-01      | 5.0000%  |  | $3642.04           | $3668.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  |  | $84564.72          | $73997.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7459 | 2053-11-01      | 5.0000%  |  | $16974.38          | $17046.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  |  | $191726.58         | $186360.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK7940 | 2048-11-01      | 5.0000%  |  | $100113.19         | $102326.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $229639.54         | $222600.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  |  | $945174.36         | $974134.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2507 | 2047-01-01      | 3.0000%  |  | $8836.44           | $8142.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5373 | 2039-05-01      | 4.5000%  |  | $2557.40           | $2568.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9793 | 2055-01-01      | 5.5000%  |  | $182494.07         | $188075.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5918 | 2040-12-01      | 6.0000%  |  | $64065.50          | $66715.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  |  | $7353.48           | $7560.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2893 | 2044-07-01      | 4.0000%  |  | $5015.01           | $4953.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2852 | 2046-05-01      | 4.5000%  |  | $697.60            | $707.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1339 | 2049-08-01      | 3.0000%  |  | $177511.38         | $162758.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1266 | 2049-07-01      | 5.0000%  |  | $149580.38         | $152794.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1198 | 2049-07-01      | 3.0000%  |  | $104984.51         | $95455.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA3419 | 2050-07-01      | 3.0000%  |  | $3988225.59        | $3655021.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0275 | 2055-04-01      | 6.5000%  |  | $3579153.31        | $3808455.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  |  | $831.47            | $848.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  |  | $252.28            | $227.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA1172 | 2051-10-01      | 2.5000%  |  | $802505.99         | $706624.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC5716 | 2054-11-01      | 4.5000%  |  | $225689.38         | $224291.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS5708 | 2030-08-01      | 3.5000%  |  | $4971.58           | $4947.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2217 | 2051-08-01      | 2.5000%  |  | $210892.50         | $184198.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $2831.71           | $2847.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  |  | $40390.51          | $41523.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  |  | $9220.67           | $8293.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL2686 | 2053-10-01      | 2.5000%  |  | $3815073.36        | $3284740.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  |  | $19911.42          | $18524.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  |  | $66737.12          | $65635.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3778 | 2054-03-01      | 5.0000%  |  | $1556060.00        | $1576828.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6883 | 2055-11-01      | 5.0000%  |  | $729133.75         | $739492.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  |  | $5502408.11        | $4927351.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $19542.34          | $18178.73          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-097 CB     | 2053-07-20      | 6.0000%  |  | $750000.00         | $780798.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $31078.49          | $27850.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  |  | $525386.26         | $451698.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $14458.31          | $13452.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $3208552.13        | $3267605.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5344 | 2039-04-01      | 4.5000%  |  | $1573.14           | $1580.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  |  | $1142265.52        | $1150305.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1906 | 2053-02-01      | 3.0000%  |  | $374340.10         | $335737.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1874 | 2053-04-01      | 5.0000%  |  | $5868734.49        | $5911846.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1047 | 2052-06-01      | 3.5000%  |  | $3777285.82        | $3564700.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $6248423.06        | $6356052.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9378 | 2054-10-01      | 6.5000%  |  | $8272284.83        | $8629680.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  |  | $393958.75         | $407279.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  |  | $20075.47          | $20763.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7573 | 2053-11-01      | 6.0000%  |  | $267677.84         | $276679.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  |  | $470.44            | $384.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  |  | $192245.70         | $197818.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8708 | 2051-08-01      | 4.0000%  |  | $8238.36           | $8006.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $1241293.64        | $1063621.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8420 | 2051-08-01      | 4.0000%  |  | $4409.43           | $4292.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBC0247 | 2046-02-01      | 4.0000%  |  | $718.20            | $701.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4789 | 2055-08-01      | 6.0000%  |  | $248116.68         | $255358.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC1854 | 2054-09-01      | 6.0000%  |  | $451387.50         | $465095.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB6611 | 2054-06-01      | 5.5000%  |  | $1720539.82        | $1772143.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2551 | 2054-05-01      | 5.5000%  |  | $484931.68         | $495219.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL882022 | 2036-05-01      | 5.5000%  |  | $1000.52           | $1045.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL865116 | 2036-02-01      | 6.0000%  |  | $94.90             | $100.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL852693 | 2036-04-01      | 6.0000%  |  | $533.58            | $558.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL850566 | 2036-01-01      | 5.0000%  |  | $17.53             | $18.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL831800 | 2036-09-01      | 6.5000%  |  | $1750.44           | $1866.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $4612281.65        | $4646394.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7878 | 2054-05-01      | 6.0000%  |  | $32082.90          | $33387.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFS7346 | 2054-02-01      | 7.0000%  |  | $2964333.03        | $3184704.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  |  | $400320.50         | $407708.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6471 | 2052-05-01      | 3.0000%  |  | $181300.74         | $162336.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6402 | 2053-11-01      | 6.0000%  |  | $1165759.10        | $1216784.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTFS7070 | 2041-09-01      | 4.0000%  |  | $6999.32           | $6930.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5079 | 2050-03-01      | 5.0000%  |  | $77918.26          | $79594.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5014 | 2053-01-01      | 4.0000%  |  | $1542104.80        | $1497985.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4573 | 2053-05-01      | 6.0000%  |  | $94819.35          | $98784.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4505 | 2052-06-01      | 3.0000%  |  | $23746.59          | $21577.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5349 | 2052-10-01      | 4.0000%  |  | $40110.52          | $38638.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4336 | 2052-05-01      | 2.5000%  |  | $219359.70         | $190369.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  |  | $1261.32           | $1173.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3978 | 2053-01-01      | 5.0000%  |  | $40696.12          | $40956.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1558 | 2044-01-01      | 4.0000%  |  | $4426.02           | $4360.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1131 | 2043-11-01      | 4.5000%  |  | $16.56             | $16.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR9188 | 2043-03-01      | 2.5000%  |  | $555.63            | $506.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ8719 | 2027-12-01      | 2.5000%  |  | $84272.84          | $83175.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL815316 | 2035-05-01      | 5.5000%  |  | $552.93            | $577.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL796243 | 2034-11-01      | 6.0000%  |  | $31.31             | $32.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL795887 | 2034-09-01      | 6.0000%  |  | $21317.80          | $21978.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL779607 | 2034-07-01      | 5.5000%  |  | $196.24            | $199.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL770888 | 2034-04-01      | 5.0000%  |  | $2065.11           | $2080.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL750699 | 2033-11-01      | 5.5000%  |  | $31.86             | $32.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL739503 | 2033-09-01      | 5.5000%  |  | $18922.81          | $19509.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735997 | 2035-11-01      | 5.5000%  |  | $866.94            | $908.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735649 | 2032-12-01      | 6.0000%  |  | $84.37             | $87.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725256 | 2034-02-01      | 5.5000%  |  | $6549.89           | $6747.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL711203 | 2033-05-01      | 5.5000%  |  | $74.01             | $75.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL709225 | 2033-05-01      | 5.5000%  |  | $82.85             | $85.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL708305 | 2033-06-01      | 4.5000%  |  | $327.61            | $326.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL682963 | 2033-02-01      | 5.5000%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV7104 | 2044-03-01      | 4.0000%  |  | $4083.57           | $4026.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT5992 | 2043-04-01      | 3.0000%  |  | $27404.55          | $25575.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  |  | $24349.90          | $22725.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9668 | 2047-05-01      | 4.0000%  |  | $11321.14          | $11049.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  |  | $1066.36           | $1042.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8684 | 2047-01-01      | 3.5000%  |  | $9213.42           | $8747.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAQ4532 | 2027-11-01      | 3.0000%  |  | $3111.17           | $3081.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAQ3758 | 2027-11-01      | 3.0000%  |  | $2557.12           | $2531.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP4781 | 2042-09-01      | 3.0000%  |  | $4154.92           | $3881.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAP2088 | 2042-08-01      | 4.0000%  |  | $12335.51          | $12176.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAO7975 | 2027-06-01      | 3.0000%  |  | $10.58             | $10.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAO6572 | 2027-06-01      | 4.0000%  |  | $423.02            | $422.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL8113 | 2042-02-01      | 5.5000%  |  | $32.32             | $33.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  |  | $4504.34           | $4524.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $715641.85         | $728849.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  |  | $2517.84           | $2589.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  |  | $1263.30           | $1289.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6753 | 2053-07-01      | 6.0000%  |  | $1059505.53        | $1104968.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9971 | 2027-01-01      | 4.5000%  |  | $45.63             | $45.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  |  | $2048.06           | $1874.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7747 | 2045-11-01      | 4.5000%  |  | $477.81            | $480.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7970 | 2029-04-01      | 4.0000%  |  | $12.31             | $12.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6306 | 2045-01-01      | 4.5000%  |  | $64243.99          | $64932.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL5616 | 2041-09-01      | 5.5000%  |  | $4338.98           | $4541.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL6204 | 2029-02-01      | 4.0000%  |  | $17.14             | $17.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  |  | $90469.55          | $78035.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  |  | $849.46            | $699.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  |  | $7009900.57        | $5776767.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4077 | 2050-07-01      | 2.0000%  |  | $66213.86          | $54443.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4031 | 2050-05-01      | 4.5000%  |  | $127309.23         | $126524.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  |  | $704526.53         | $636532.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4004 | 2050-03-01      | 5.0000%  |  | $16352.84          | $16569.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7557 | 2046-07-01      | 4.0000%  |  | $690.34            | $679.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6385 | 2045-12-01      | 4.0000%  |  | $5662.93           | $5527.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS5090 | 2030-06-01      | 2.5000%  |  | $1494.66           | $1457.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS2946 | 2044-07-01      | 4.0000%  |  | $11072.04          | $10816.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS1981 | 2029-03-01      | 3.0000%  |  | $38034.30          | $37561.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  |  | $32.35             | $32.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3162 | 2052-05-01      | 3.0000%  |  | $147471.70         | $133884.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV0902 | 2052-01-01      | 2.5000%  |  | $34668.86          | $29820.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU8750 | 2052-06-01      | 5.0000%  |  | $18929.77          | $19222.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR6515 | 2051-04-01      | 2.0000%  |  | $16635.04          | $13817.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTBM5889 | 2032-01-01      | 4.5000%  |  | $111.52            | $112.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM5613 | 2039-01-01      | 4.0000%  |  | $4318.27           | $4295.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $59130.82          | $53874.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7860 | 2046-09-01      | 3.0000%  |  | $164569.83         | $152257.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5212 | 2048-12-01      | 4.5000%  |  | $9891.01           | $9890.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5024 | 2048-11-01      | 3.0000%  |  | $264623.67         | $242040.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM5017 | 2030-03-01      | 3.0000%  |  | $368.20            | $363.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4676 | 2048-10-01      | 4.0000%  |  | $2758.43           | $2694.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4222 | 2044-01-01      | 3.0000%  |  | $2379.95           | $2221.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNBM3384 | 2027-10-01      | 3.0000%  |  | $617.58            | $613.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM1382 | 2031-03-01      | 4.0000%  |  | $25.23             | $25.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1759 | 2046-11-01      | 4.0000%  |  | $90504.32          | $89322.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE2369 | 2047-03-01      | 4.0000%  |  | $158525.52         | $153250.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBC9040 | 2031-11-01      | 2.0000%  |  | $4359.72           | $4179.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBC2837 | 2046-09-01      | 4.5000%  |  | $8002.02           | $8077.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL0909 | 2040-06-01      | 5.5000%  |  | $3733.06           | $3900.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  |  | $285718.81         | $258589.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  |  | $295573.98         | $277639.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $60.68             | $60.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  |  | $3332426.84        | $2867799.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  |  | $294892.33         | $283748.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  |  | $477286.47         | $392940.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $1513883.12        | $1303915.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  |  | $3332.10           | $3350.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6317 | 2053-05-01      | 5.0000%  |  | $94907.94          | $95878.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  |  | $33633.80          | $33952.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5546 | 2053-01-01      | 6.5000%  |  | $51900.05          | $54244.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4839 | 2052-10-01      | 5.5000%  |  | $6048.56           | $6192.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  |  | $98676.29          | $99470.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4307 | 2052-08-01      | 5.0000%  |  | $145327.29         | $147805.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  |  | $10542.27          | $10427.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $17937.85          | $18379.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4063 | 2052-07-01      | 4.5000%  |  | $18356.71          | $18436.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3915 | 2052-06-01      | 4.5000%  |  | $14862.47          | $14695.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  |  | $1150.41           | $1125.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  |  | $3987.94           | $3417.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3295 | 2052-04-01      | 2.5000%  |  | $183222.36         | $159268.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3004 | 2052-02-01      | 3.0000%  |  | $141025.68         | $126131.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2789 | 2052-02-01      | 2.0000%  |  | $343517.01         | $281541.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  |  | $448769.12         | $385167.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $56156.73          | $48549.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  |  | $74303.34          | $73790.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3421 | 2052-12-01      | 5.0000%  |  | $7765.74           | $7815.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2982 | 2052-09-01      | 5.0000%  |  | $643842.07         | $650329.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2835 | 2051-12-01      | 3.5000%  |  | $572432.36         | $539697.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS3481 | 2052-07-01      | 2.5000%  |  | $1776730.57        | $1529192.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $678.24            | $689.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2420 | 2052-07-01      | 3.5000%  |  | $4914.37           | $4630.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2310 | 2048-09-01      | 5.0000%  |  | $318516.98         | $325693.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1886 | 2051-11-01      | 3.0000%  |  | $13247.83          | $11947.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1590 | 2052-04-01      | 2.5000%  |  | $120232.42         | $104437.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1579 | 2049-05-01      | 4.0000%  |  | $4980.40           | $4859.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1475 | 2052-04-01      | 3.5000%  |  | $14899.23          | $14006.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $1086139.52        | $989885.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  |  | $120281.25         | $107578.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  |  | $3803.22           | $3406.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0408 | 2052-01-01      | 3.0000%  |  | $171380.28         | $155957.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9958 | 2051-11-01      | 3.5000%  |  | $119403.13         | $111164.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9679 | 2046-09-01      | 4.5000%  |  | $70752.73          | $71737.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2636 | 2054-10-01      | 5.0000%  |  | $252326.47         | $253107.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0112 | 2054-11-01      | 6.0000%  |  | $21041.53          | $22089.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0799 | 2055-03-01      | 5.0000%  |  | $11925.40          | $11969.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE9759 | 2040-12-01      | 4.0000%  |  | $60.19             | $59.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL5123 | 2043-07-01      | 4.0000%  |  | $820.88            | $810.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL4242 | 2041-10-01      | 5.0000%  |  | $60.78             | $62.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL2723 | 2027-09-01      | 4.0000%  |  | $65.29             | $65.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL2134 | 2027-07-01      | 4.0000%  |  | $349.68            | $349.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL2117 | 2042-03-01      | 4.0000%  |  | $2172.09           | $2145.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL254869 | 2033-09-01      | 5.5000%  |  | $1233.41           | $1272.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL254767 | 2033-06-01      | 5.5000%  |  | $20.66             | $21.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7659 | 2052-07-01      | 3.5000%  |  | $15304.93          | $14238.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7616 | 2052-07-01      | 5.0000%  |  | $28610.57          | $29007.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  |  | $132626.56         | $119581.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5826 | 2051-09-01      | 2.5000%  |  | $216621.97         | $187090.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1193 | 2053-04-01      | 5.5000%  |  | $51318.86          | $52337.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  |  | $36964.00          | $37188.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0454 | 2052-09-01      | 4.5000%  |  | $2599939.14        | $2572977.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7585 | 2052-02-01      | 2.5000%  |  | $1492822.69        | $1299627.55        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G60713 G | 2046-09-01      | 3.5000%  |  | $1556.38           | $1486.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4229 | 2053-11-01      | 6.0000%  |  | $801703.60         | $834132.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  |  | $31504.09          | $32526.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  |  | $75641.86          | $76993.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $48073.10          | $47354.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $130544.73         | $131469.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8269 | 2052-10-01      | 6.0000%  |  | $9800.75           | $10128.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $283268.62         | $279997.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $3333.57           | $3107.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7302 | 2048-09-01      | 3.5000%  |  | $582573.42         | $554651.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  |  | $2996.82           | $2788.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1775 | 2052-11-01      | 4.5000%  |  | $145659.76         | $144610.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0136 | 2049-10-01      | 3.0000%  |  | $760988.80         | $688497.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZS9341 | 2034-05-01      | 4.5000%  |  | $168701.74         | $170470.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTZS9019 | 2033-05-01      | 2.5000%  |  | $30931.85          | $29683.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8641 | 2032-02-01      | 2.5000%  |  | $66457.31          | $64388.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8606 | 2031-04-01      | 3.0000%  |  | $2724.17           | $2679.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6837 | 2026-09-01      | 4.5000%  |  | $31.97             | $32.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS6656 | 2028-02-01      | 2.5000%  |  | $34692.64          | $34227.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4773 | 2048-06-01      | 4.5000%  |  | $22336.38          | $22355.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  |  | $1496.09           | $1460.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS4003 | 2041-06-01      | 5.5000%  |  | $610.96            | $640.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS3149 | 2040-08-01      | 5.5000%  |  | $11680.12          | $12201.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS2417 | 2038-10-01      | 6.0000%  |  | $22.69             | $24.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS0800 | 2033-07-01      | 5.5000%  |  | $616.99            | $632.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2489 | 2038-01-01      | 3.5000%  |  | $3356.10           | $3268.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  |  | $146.21            | $146.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL0677 | 2041-07-01      | 5.0000%  |  | $16039.26          | $16584.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0393 | 2041-06-01      | 4.5000%  |  | $493.23            | $500.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL0886 | 2038-10-01      | 6.5000%  |  | $2770.13           | $2919.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ9355 | 2027-01-01      | 3.0000%  |  | $16.97             | $16.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2462 | 2041-05-01      | 5.0000%  |  | $4551.11           | $4709.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2465 | 2041-05-01      | 4.5000%  |  | $55841.48          | $56595.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  |  | $2980.21           | $3021.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1200 | 2041-04-01      | 5.0000%  |  | $9.06              | $9.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH3586 | 2041-01-01      | 4.0000%  |  | $500.17            | $494.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL634928 | 2032-03-01      | 6.5000%  |  | $1053.93           | $1095.56           | Agency Mortgage-Backed Securities         |

### Security 205: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  4.100%, 12/1/2025
- **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):** $333875000.00
- **C.18.a - Value (excl. sponsor support):** $333875000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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       | $42458100.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42458100.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42458100.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42458100.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42458100.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42458100.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $43500000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $43500000.00       | Agency Debentures and Agency Strips |

### Security 206: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.080%, 1/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1724000000.00
- **C.18.a - Value (excl. sponsor support):** $1724000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $26260485.20       | $26749645.25       | U.S. Treasuries (including strips)        |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1531%  |  | $4917710.00        | $4377183.59        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5825%  |  | $3195116.95        | $3056271.54        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5394%  |  | $3956374.29        | $3807970.92        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2861%  |  | $1802.44           | $1584.50           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5172%  |  | $10990564.65       | $9765091.96        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  |  | $188159.69         | $176269.65         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $277027.57         | $266576.29         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $39484.65          | $36325.00          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $9991245.46        | $9438200.06        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.1989%  |  | $1529362.66        | $1449308.95        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $1578609.11        | $1518100.23        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.1655%  |  | $4894119.97        | $4838295.20        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.6252%  |  | $2427272.23        | $2477013.71        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3633%  |  | $4656362.31        | $4141751.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  |  | $2672714.08        | $2522908.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3239 | 2049-03-01      | 5.0000%  |  | $2220785.73        | $2285099.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2042 | 2048-06-01      | 4.0000%  |  | $2921434.14        | $2850265.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  |  | $18994168.43       | $18575916.84       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  |  | $3734184.00        | $3793273.73        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  |  | $7515778.00        | $8130365.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  |  | $8365058.04        | $8813446.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9760 | 2053-04-01      | 5.5000%  |  | $21743.07          | $22591.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7620 | 2047-08-01      | 3.5000%  |  | $13587483.64       | $12821081.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH0230 | 2047-04-01      | 4.0000%  |  | $3555675.55        | $3465208.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $12411834.10       | $10341192.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  |  | $2388955.77        | $2270117.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE7474 | 2047-02-01      | 4.0000%  |  | $3614148.61        | $3527430.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  |  | $341928.38         | $332496.62         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  |  | $4758120.89        | $4721949.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  |  | $1322715.37        | $1365800.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  |  | $8089166.63        | $8130073.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9792 | 2055-01-01      | 6.0000%  |  | $5085387.28        | $5244631.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $751.40            | $774.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  |  | $928752.86         | $972461.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $1453162.87        | $1478200.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2263 | 2054-08-01      | 6.0000%  |  | $2009337.16        | $2071164.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $20223.50          | $20955.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  |  | $314837.12         | $322836.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  |  | $178475.09         | $184999.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5588 | 2054-05-01      | 5.5000%  |  | $3964605.45        | $4071867.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $51698.77          | $53149.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  |  | $65463.32          | $67587.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  |  | $76681115.42       | $78949189.45       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  |  | $50197.13          | $53192.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  |  | $59736.61          | $63381.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $453138.73         | $463181.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  |  | $10145096.57       | $10569993.51       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $438498.93         | $436609.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $2517077.02        | $2502155.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  |  | $398605.12         | $417309.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ6455 | 2054-09-01      | 6.5000%  |  | $1335596.39        | $1393283.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  |  | $76105.72          | $75316.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  |  | $182170.06         | $180168.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $304314.44         | $293520.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $132715.93         | $126566.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  |  | $222.57            | $212.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7946 | 2046-01-01      | 3.5000%  |  | $2692144.10        | $2576233.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $74921.66          | $74468.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  |  | $117836.23         | $118676.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  |  | $134614.70         | $139850.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  |  | $153390.74         | $159778.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  |  | $167341.22         | $173200.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  |  | $212555.76         | $221406.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  |  | $145476.36         | $151535.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.940 MY465990 | 2027-07-01      | 5.9390%  |  | $2394391.41        | $2399240.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $22103.01          | $22954.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  |  | $104535.76         | $106316.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  |  | $9201139.97        | $9811847.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  |  | $3361278.91        | $3183134.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  |  | $119911.11         | $118182.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  |  | $2129147.01        | $2058448.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  |  | $725335.40         | $663638.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3339 | 2049-04-01      | 4.5000%  |  | $1837282.82        | $1843481.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  |  | $28693579.01       | $30035577.69       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6793 | 2053-06-01      | 4.0000%  |  | $116792.83         | $112262.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  |  | $42113223.04       | $42995410.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7767 | 2048-07-01      | 4.5000%  |  | $2415116.10        | $2417132.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  |  | $2161932.62        | $2112048.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  |  | $9767388.90        | $10402552.44       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  |  | $44329.50          | $45871.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8157 | 2046-10-01      | 4.5000%  |  | $122.37            | $122.63            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $471074.66         | $479574.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  |  | $32.23             | $31.76             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  |  | $101761.17         | $101651.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $121.99            | $116.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  |  | $168151.87         | $164582.68         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  |  | $248042.04         | $258596.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  |  | $311555.81         | $305245.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1630 | 2054-08-01      | 7.0000%  |  | $1995576.49        | $2126406.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  |  | $134751.85         | $140364.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  |  | $156826.02         | $163354.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $91.12             | $89.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  |  | $662844.49         | $612734.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  |  | $13988897.68       | $13336301.61       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6728 | 2053-07-01      | 6.0000%  |  | $1375589.52        | $1417063.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  |  | $730.32            | $752.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA7061 | 2050-09-01      | 3.5000%  |  | $11464671.12       | $10911672.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB6796 | 2054-07-01      | 6.5000%  |  | $2016801.20        | $2123643.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7061 | 2052-10-01      | 5.0000%  |  | $27517.69          | $28090.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1163 | 2049-07-01      | 3.5000%  |  | $1510375.09        | $1433297.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6945 | 2045-05-01      | 3.5000%  |  | $160.96            | $153.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9466 | 2047-04-01      | 4.0000%  |  | $14016149.33       | $13679845.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  |  | $10011805.77       | $10431680.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  |  | $1277762.25        | $1319142.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  |  | $728.38            | $732.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $1231126.48        | $1209120.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7037 | 2052-09-01      | 5.0000%  |  | $1066266.33        | $1086603.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  |  | $11387725.78       | $11659550.79       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1230%  |  | $3719829.89        | $3791523.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9408 | 2054-10-01      | 5.5000%  |  | $781.90            | $801.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  |  | $711.28            | $672.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1056 | 2047-04-01      | 4.0000%  |  | $3948146.13        | $3853398.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV9286 | 2052-07-01      | 5.0000%  |  | $2502971.65        | $2553756.95        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  |  | $528732.23         | $507450.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR5244 | 2051-02-01      | 2.5000%  |  | $1949158.12        | $1720656.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8223 | 2054-06-01      | 6.0000%  |  | $742.86            | $766.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5069 | 2053-07-01      | 6.0000%  |  | $615.08            | $639.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB7341 | 2054-07-01      | 7.0000%  |  | $1387164.21        | $1471095.97        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  |  | $1583566.89        | $1559116.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7330 | 2052-07-01      | 5.0000%  |  | $3156082.05        | $3175031.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  |  | $3147212.01        | $2990716.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  |  | $3435830.36        | $3485003.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  |  | $3092903.82        | $2579744.68        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  |  | $1266775.88        | $1209438.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3168 | 2054-10-01      | 6.0000%  |  | $2872458.04        | $2987258.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $612.76            | $631.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  |  | $643.01            | $653.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $5067453.45        | $4971257.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6193 | 2053-05-01      | 6.0000%  |  | $12426700.04       | $13056373.35       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $15539703.58       | $14901876.45       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $600404.86         | $610525.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $2204507.17        | $2252040.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $1049889.06        | $1050765.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  |  | $10344000.00       | $9243279.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  |  | $2443850.60        | $2449825.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  |  | $1836827.44        | $1961311.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  |  | $483300.83         | $441157.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $8376666.26        | $8184413.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $3920319.82        | $3875051.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $29653.79          | $30565.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  |  | $173484.05         | $165642.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  |  | $4469428.36        | $4072172.16        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $11590463.21       | $11660544.94       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  |  | $728.68            | $701.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $3891924.73        | $3921308.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX2250 | 2052-12-01      | 7.0000%  |  | $11797.47          | $12632.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  |  | $409840.12         | $382621.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $722.63            | $756.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8286 | 2052-08-01      | 5.0000%  |  | $3355196.63        | $3466511.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9301 | 2052-09-01      | 5.0000%  |  | $2888975.13        | $2926107.13        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  |  | $16593500.00       | $15573215.47       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6423 | 2052-08-01      | 5.0000%  |  | $1463241.04        | $1491863.49        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  |  | $4840928.06        | $5104470.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $10382538.71       | $10612792.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  |  | $1022413.48        | $1092036.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $107681.04         | $98936.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $18535417.09       | $18657194.78       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1711 | 2054-09-01      | 6.5000%  |  | $24143625.36       | $25308048.26       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD1866 | 2054-12-01      | 5.0000%  |  | $1582837.26        | $1602321.99        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $13731496.22       | $13814523.72       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3519 | 2055-02-01      | 6.5000%  |  | $764.15            | $801.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9881 | 2053-05-01      | 4.5000%  |  | $737.90            | $733.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $3230818.60        | $3326454.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0627 | 2055-02-01      | 5.5000%  |  | $840.72            | $866.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9040 | 2050-02-01      | 3.5000%  |  | $2646691.76        | $2484838.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $12411328.85       | $12546488.22       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ9078 | 2054-11-01      | 4.5000%  |  | $847.84            | $844.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3075 | 2054-12-01      | 5.5000%  |  | $831.79            | $854.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9043 | 2049-02-01      | 4.0000%  |  | $408.44            | $398.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX2669 | 2055-01-01      | 6.5000%  |  | $2049135.74        | $2155451.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $29842875.72       | $30650274.72       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0473 | 2052-10-01      | 5.0000%  |  | $1519739.07        | $1541953.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0832 | 2055-08-01      | 5.0000%  |  | $876.38            | $881.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $1222627.19        | $1298609.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  |  | $10535370.51       | $10992163.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9941 | 2054-11-01      | 5.0000%  |  | $785.10            | $789.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $1313986.95        | $1353544.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  |  | $572038.65         | $596588.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  |  | $790331.42         | $831563.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  |  | $2885276.15        | $3054985.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8027 | 2052-03-01      | 2.5000%  |  | $754.38            | $656.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  |  | $743.92            | $766.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTSC0764 | 2045-08-01      | 5.5000%  |  | $819.94            | $842.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $2158539.83        | $2226270.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLCC0315 | 2055-03-01      | 7.5000%  |  | $553.90            | $593.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1629 | 2055-09-01      | 5.5000%  |  | $859.29            | $884.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9974 | 2054-12-01      | 6.0000%  |  | $797.62            | $833.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4521 | 2055-10-01      | 5.5000%  |  | $860.95            | $887.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3054 | 2054-12-01      | 5.0000%  |  | $1784357.32        | $1798393.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  |  | $1343603.13        | $1410370.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0356 | 2052-10-01      | 5.0000%  |  | $3163419.73        | $3212348.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9536 | 2052-10-01      | 5.0000%  |  | $1700729.28        | $1731925.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  |  | $995.92            | $1008.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8575 | 2052-09-01      | 5.0000%  |  | $2754741.38        | $2779423.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7885 | 2052-08-01      | 4.5000%  |  | $3465886.45        | $3463834.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  |  | $1391610.20        | $1385613.75        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0510%  |  | $6177030.94        | $6162057.81        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0850%  |  | $11804182.46       | $11790285.99       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5871 | 2052-08-01      | 5.0000%  |  | $1889680.51        | $1899272.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW4885 | 2053-04-01      | 5.5000%  |  | $3858134.74        | $3992613.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1776 | 2054-10-01      | 5.5000%  |  | $2134101.38        | $2176879.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0072 | 2054-09-01      | 5.5000%  |  | $1556916.80        | $1591718.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB6791 | 2054-07-01      | 6.0000%  |  | $2105344.08        | $2190317.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  |  | $503532.31         | $537815.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4872 | 2053-04-01      | 5.0000%  |  | $3391996.67        | $3459996.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW3953 | 2052-09-01      | 5.0000%  |  | $3441390.05        | $3461680.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0040 | 2052-07-01      | 5.0000%  |  | $2214416.74        | $2257309.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7953 | 2052-08-01      | 5.0000%  |  | $2147143.43        | $2194195.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  |  | $1456274.12        | $1513239.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  |  | $400454.45         | $417911.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  |  | $426574.61         | $450215.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7283 | 2053-09-01      | 4.5000%  |  | $702.02            | $705.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  |  | $771.78            | $777.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6866 | 2053-10-01      | 5.0000%  |  | $786.04            | $790.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7998 | 2052-08-01      | 5.0000%  |  | $3956507.65        | $4023993.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5706 | 2052-05-01      | 3.5000%  |  | $4914568.32        | $4590442.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV2569 | 2052-07-01      | 5.0000%  |  | $2272044.42        | $2310798.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBT8387 | 2052-09-01      | 4.5000%  |  | $3181757.81        | $3180116.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8322 | 2052-08-01      | 5.0000%  |  | $2385784.53        | $2438066.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8275 | 2052-08-01      | 5.0000%  |  | $3132302.16        | $3217350.44        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7670%  |  | $15891502.72       | $15163278.57       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  |  | $6146434.82        | $6360662.67        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $15381528.00       | $15538496.49       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $589237.10         | $519043.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBQ0188 | 2050-08-01      | 3.0000%  |  | $269.80            | $243.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $6299631.67        | $5192106.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  |  | $391.61            | $403.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  |  | $1579704.54        | $1448437.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  |  | $1970594.06        | $1861098.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN5336 | 2049-03-01      | 5.0000%  |  | $1975708.73        | $2024625.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  |  | $1609740.77        | $1572587.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  |  | $81364.52          | $79909.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4170 | 2053-11-01      | 5.5000%  |  | $738.36            | $755.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  |  | $138759.25         | $145677.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $24779.03          | $24439.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $347561.15         | $350112.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6031 | 2054-08-01      | 6.0000%  |  | $764.28            | $796.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $2185351.66        | $2237177.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  |  | $204629.10         | $214329.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  |  | $1357122.48        | $1414881.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  |  | $114525.57         | $119660.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  |  | $233567.92         | $241385.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  |  | $171552.03         | $174473.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  |  | $228.47            | $216.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ6013 | 2054-10-01      | 6.0000%  |  | $2964081.32        | $3051358.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4181 | 2054-08-01      | 6.0000%  |  | $2631365.28        | $2709385.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3082 | 2054-09-01      | 6.5000%  |  | $1405604.31        | $1491364.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8733 | 2054-01-01      | 7.0000%  |  | $518.26            | $554.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  |  | $246044.23         | $244400.65         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  |  | $611826.53         | $596328.96         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  |  | $1185250.00        | $1120919.97        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67709 G | 2048-03-01      | 3.5000%  |  | $13200600.61       | $12543936.73       | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  |  | $127448.84         | $129589.09         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  |  | $223865.18         | $207199.54         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U99177 G | 2044-02-01      | 4.0000%  |  | $7047744.57        | $6988508.27        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  |  | $560527.06         | $540227.57         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  |  | $167888.05         | $172848.98         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  |  | $194265.46         | $199568.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3338 | 2053-06-01      | 5.5000%  |  | $1797570.39        | $1853692.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  |  | $3724654.20        | $3966846.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $639.00            | $555.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  |  | $1574920.85        | $1569425.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  |  | $479466.18         | $496137.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $516257.95         | $504884.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $44774.58          | $43658.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $312731.66         | $302578.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $42146.26          | $41392.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $783643.83         | $763872.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  |  | $352530.10         | $364792.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  |  | $214561.51         | $200447.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6470 | 2053-11-01      | 5.0000%  |  | $675.17            | $679.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $659.77            | $675.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6381 | 2051-11-01      | 3.5000%  |  | $710.46            | $665.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS7159 | 2052-01-01      | 3.5000%  |  | $755.16            | $710.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5833 | 2053-10-01      | 6.0000%  |  | $662.81            | $688.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5626 | 2053-08-01      | 5.0000%  |  | $766.31            | $771.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5009 | 2051-07-01      | 3.5000%  |  | $691.64            | $653.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4809 | 2036-07-01      | 2.5000%  |  | $1681918.14        | $1599591.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3911 | 2052-11-01      | 5.5000%  |  | $573.84            | $586.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2140 | 2052-06-01      | 3.5000%  |  | $1548212.42        | $1443324.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6737 | 2049-12-01      | 3.5000%  |  | $1504930.37        | $1418107.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1188 | 2052-02-01      | 2.0000%  |  | $828.83            | $680.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1753 | 2054-09-01      | 5.5000%  |  | $786.11            | $802.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $116973.04         | $107761.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3985 | 2055-04-01      | 5.5000%  |  | $6792375.06        | $6944870.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  |  | $742.54            | $765.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  |  | $784.51            | $812.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3085 | 2054-12-01      | 5.5000%  |  | $4152812.02        | $4236636.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3056 | 2054-12-01      | 5.0000%  |  | $846.18            | $855.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3048 | 2054-12-01      | 6.0000%  |  | $778.93            | $814.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $784.95            | $800.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1001 | 2054-03-01      | 5.5000%  |  | $710.50            | $724.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL2947 | 2052-05-01      | 2.5000%  |  | $876.20            | $757.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2869 | 2053-10-01      | 6.0000%  |  | $826.47            | $854.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  |  | $766.11            | $789.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  |  | $761.88            | $782.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  |  | $9473693.42        | $10199776.24       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX5451 | 2055-01-01      | 5.0000%  |  | $791.40            | $794.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4086 | 2055-01-01      | 6.5000%  |  | $3765423.84        | $3974555.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX0437 | 2054-12-01      | 6.5000%  |  | $1866427.30        | $1991901.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $2224997.28        | $2193687.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0099 | 2036-10-01      | 5.5000%  |  | $32563.66          | $33951.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  |  | $882.69            | $886.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $26933.16          | $27397.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  |  | $9713337.03        | $9922222.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  |  | $55742.02          | $57365.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $683.68            | $697.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5128 | 2033-08-01      | 5.0000%  |  | $147173.89         | $150346.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  |  | $74068.21          | $70957.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $90985597.95       | $91606938.60       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $14076649.60       | $14177860.71       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4911 | 2052-12-01      | 3.0000%  |  | $754.67            | $674.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $331960.72         | $334380.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4298 | 2036-03-01      | 2.5000%  |  | $3475738.21        | $3298180.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  |  | $2947059.14        | $2979243.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $849.64            | $880.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  |  | $3185801.99        | $3220922.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0408 | 2055-05-01      | 6.0000%  |  | $812.71            | $851.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  |  | $700.81            | $741.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0249 | 2055-04-01      | 5.5000%  |  | $794.41            | $810.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0215 | 2055-04-01      | 5.5000%  |  | $956.24            | $980.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  |  | $823.36            | $843.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0090 | 2055-03-01      | 5.0000%  |  | $200505.60         | $201725.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0849 | 2055-08-01      | 5.5000%  |  | $954.19            | $984.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0840 | 2055-08-01      | 6.0000%  |  | $875.57            | $907.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0834 | 2055-08-01      | 5.0000%  |  | $861.94            | $866.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX9082 | 2053-05-01      | 6.0000%  |  | $3154454.81        | $3325101.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8274 | 2053-03-01      | 5.5000%  |  | $3727747.81        | $3803812.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLBX3789 | 2053-02-01      | 7.5000%  |  | $1582643.38        | $1703941.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0472 | 2052-10-01      | 5.0000%  |  | $1867049.18        | $1889896.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX0420 | 2052-11-01      | 5.5000%  |  | $1714003.16        | $1752976.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS9945 | 2054-09-01      | 6.5000%  |  | $81658.93          | $85257.23          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  |  | $99392.02          | $103451.19         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  |  | $189087.97         | $194063.44         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  |  | $110333.65         | $114788.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  |  | $45997578.92       | $48078509.39       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD4227 | 2053-05-01      | 4.5000%  |  | $2070226.00        | $2044397.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  |  | $78636.37          | $75248.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  |  | $820.37            | $840.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9660 | 2054-10-01      | 5.5000%  |  | $758.52            | $773.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9594 | 2054-10-01      | 4.5000%  |  | $831.54            | $822.94            | Agency Mortgage-Backed Securities         |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.6059%  |  | $175.12            | $175.59            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5989%  |  | $1017063.45        | $1054621.34        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5090%  |  | $424439.55         | $436377.65         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.9218%  |  | $13454827.35       | $13445774.27       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $22868278.67       | $16913619.02       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.7790%  |  | $467771.69         | $463166.37         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $538452.05         | $526366.49         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 5.2218%  |  | $859.59            | $862.06            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $161355.00         | $161275.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.4918%  |  | $2046755.21        | $2059769.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.6818%  |  | $79582371.05       | $78758387.12       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 4.9218%  |  | $8791987.64        | $8785570.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 4.9218%  |  | $28517996.83       | $28497182.97       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.5718%  |  | $2729599.52        | $2757865.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 5.8218%  |  | $3465269.44        | $3512952.07        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 4.8718%  |  | $31850793.05       | $31786294.65       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLFS9540 | 2054-11-01      | 5.0000%  |  | $820.40            | $823.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9154 | 2054-09-01      | 6.0000%  |  | $1604489.48        | $1664542.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8854 | 2053-09-01      | 6.0000%  |  | $740.39            | $763.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8756 | 2054-08-01      | 6.0000%  |  | $785.29            | $812.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8767 | 2052-08-01      | 3.5000%  |  | $752.68            | $709.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8474 | 2050-02-01      | 4.0000%  |  | $754.82            | $737.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8362 | 2054-06-01      | 5.5000%  |  | $763.62            | $781.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8316 | 2054-06-01      | 6.5000%  |  | $664.63            | $695.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8995 | 2054-07-01      | 6.0000%  |  | $741.87            | $772.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7909 | 2054-02-01      | 6.0000%  |  | $734.82            | $766.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTFS7907 | 2044-05-01      | 6.0000%  |  | $692.07            | $727.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  |  | $4491767.44        | $4155724.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  |  | $5404048.28        | $5331239.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  |  | $537831.30         | $535244.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1226 | 2043-07-01      | 3.5000%  |  | $1563945.97        | $1498784.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $41306.74          | $39590.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $24894.72          | $22786.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $314920.38         | $288339.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  |  | $5217531.58        | $4971123.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $6831215.30        | $6499894.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $1844904.59        | $1755402.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $13458103.85       | $12878584.44       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  |  | $14979473.38       | $14803764.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  |  | $822.77            | $847.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $5424891.12        | $5564799.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $12675281.55       | $13283631.69       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7771 | 2054-01-01      | 4.5000%  |  | $2808377.11        | $2793338.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN0879 | 2048-11-01      | 4.5000%  |  | $3058240.04        | $3054178.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  |  | $369663.11         | $387381.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $21006.72          | $20063.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  |  | $6311357.63        | $6218511.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  |  | $528975.94         | $520215.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  |  | $3060287.72        | $2934672.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  |  | $577836.03         | $564381.12         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7888%  |  | $17115926.10       | $15419010.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $1573929.02        | $1572488.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $714683.18         | $714029.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  |  | $4458625.45        | $4464885.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  |  | $1992649.55        | $1957020.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  |  | $5538953.89        | $5523057.09        | Agency Mortgage-Backed Securities         |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.9218%  |  | $1130359.52        | $1130801.67        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FC 03/25/55 | 2055-03-25      | 5.0218%  |  | $27858350.10       | $27747236.60       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.4218%  |  | $52877392.34       | $53161545.77       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $8858892.70        | $8610170.43        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.5863%  |  | $5513022.74        | $5488341.98        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.5876%  |  | $1669.05           | $1678.43           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 5.7218%  |  | $4529328.88        | $4579734.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 4.9718%  |  | $1601.96           | $1603.04           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.9218%  |  | $17543354.71       | $17499288.44       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.9218%  |  | $21778902.65       | $21763007.31       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.6218%  |  | $702072.39         | $709862.22         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.7646%  |  | $828.10            | $821.59            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.9218%  |  | $18627097.65       | $18613111.49       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.5176%  |  | $945441.71         | $953898.98         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $2412189.10        | $2369572.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.3218%  |  | $39719654.18       | $39886217.87       | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  |  | $21912932.33       | $20613933.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $174358.64         | $166614.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  |  | $3817432.69        | $3820620.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7532 | 2048-07-01      | 4.5000%  |  | $1683637.19        | $1674722.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  |  | $533101.89         | $524263.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  |  | $2680695.39        | $2232965.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $1425538.93        | $1388959.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  |  | $2789318.32        | $2785614.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $228700.40         | $199315.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  |  | $491763.73         | $485010.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  |  | $415301.66         | $405719.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  |  | $84409.68          | $86475.68          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  |  | $198660.08         | $200565.23         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $59.96             | $62.75             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $247.44            | $258.71            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  |  | $196140.87         | $201024.97         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  |  | $184767.48         | $191730.81         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $101.10            | $105.82            | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $20.05             | $20.58             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $130.26            | $132.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6062 | 2053-04-01      | 5.0000%  |  | $1904859.40        | $1961814.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6259 | 2053-05-01      | 5.5000%  |  | $12749791.30       | $13287717.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6184 | 2053-05-01      | 5.5000%  |  | $12688887.85       | $13159899.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6175 | 2053-05-01      | 5.0000%  |  | $10726322.35       | $10937823.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  |  | $3186315.96        | $3257769.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  |  | $10434577.57       | $10527309.66       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4564 | 2052-09-01      | 5.0000%  |  | $3848486.21        | $3905728.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4349 | 2052-08-01      | 5.0000%  |  | $9794177.53        | $9992901.39        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $557.51            | $574.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  |  | $190111.58         | $193567.05         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $1852.16           | $1966.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  |  | $272580.84         | $283936.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  |  | $163307.44         | $169976.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $4169893.18        | $4311523.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  |  | $3235254.73        | $3386583.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN7018 | 2049-05-01      | 4.5000%  |  | $2949361.53        | $2933603.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $3044398.16        | $3020584.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $12550619.74       | $11061300.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5817 | 2048-03-01      | 3.5000%  |  | $3638138.93        | $3472076.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $3740897.43        | $3534437.30        | Agency Mortgage-Backed Securities         |

### Security 207: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.900%, 1/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  |  | $510.00            | $536.03            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  |  | $341.24            | $361.42            | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  |  | $170.00            | $166.98            | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $170.00            | $168.40            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $19119305.00       | $19213254.73       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $69154300.00       | $70406398.74       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $8524055.00        | $9049313.39        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $1834640.00        | $1867239.46        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $803930.00         | $819422.60         | U.S. Treasuries (including strips)        |
| USTR TRFR AX 01/31/27     | 2027-01-31      | 3.8784%  |  | $94435.00          | $94644.07          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $64311680.00       | $65254078.13       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $25032925.00       | $25823001.12       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $124939800.00      | $127928217.42      | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $64099180.00       | $66806703.10       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $6562255.00        | $6656815.32        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $6747300.00        | $6909016.46        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $8363320.00        | $8582573.85        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $199580850.00      | $203808579.82      | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $22878005.00       | $23408711.31       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $4250000.00        | $4449180.19        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $58480.00          | $59276.88          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $28922525.00       | $29350763.07       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  |  | $14780480.00       | $15096197.48       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $4987800.00        | $5103947.05        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $314415.00         | $314566.49         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $27512970.00       | $28088740.92       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AJ 26     | 2026-01-15      | 3.8750%  |  | $72875430.00       | $73922697.46       | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $902020.00         | $910118.88         | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $425.00            | $399.68            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $3286950.00        | $3243961.14        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $5950000.00        | $5368016.00        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $9335295.00        | $8849363.46        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $20309220.00       | $19192146.70       | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $22355.00          | $22404.83          | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $5615100.00        | $3904056.66        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $195075.00         | $165045.20         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $934235.00         | $987762.87         | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $1521160.00        | $1445596.11        | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $850.00            | $820.23            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $683400.00         | $700056.86         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $86465230.00       | $89684428.45       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $331610245.00      | $335352156.87      | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $81600.00          | $83119.98          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $4445925.00        | $4532104.47        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $11899065.00       | $12095537.30       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $350421765.00      | $368519754.12      | U.S. Treasuries (including strips)        |
| FMAC FEPC 06.000 CLQZ2165 | 2055-09-01      | 6.0000%  |  | $240582.41         | $248764.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ2107 | 2055-09-01      | 5.0000%  |  | $847.41            | $851.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2611 | 2031-05-01      | 2.5000%  |  | $91.41             | $88.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9788 | 2053-06-01      | 5.5000%  |  | $18222880.47       | $18606836.56       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3022 | 2050-10-01      | 2.0000%  |  | $533.15            | $445.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  |  | $164.04            | $159.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9829 | 2047-03-01      | 4.0000%  |  | $127.90            | $124.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  |  | $128.41            | $123.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $55.58             | $57.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  |  | $701.09            | $698.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $117.16            | $110.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $135.27            | $132.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX1757 | 2054-12-01      | 6.5000%  |  | $40729.16          | $42797.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0049 | 2052-04-01      | 4.5000%  |  | $4721059.53        | $4684145.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $29.52             | $29.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4993 | 2054-09-01      | 5.5000%  |  | $15951926.51       | $16270869.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $89.41             | $87.46             | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-097 FA     | 2055-06-20      | 5.5489%  |  | $21529810.50       | $21726035.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-020 PF     | 2053-02-20      | 4.8489%  |  | $20066996.78       | $19894932.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.4989%  |  | $18268214.76       | $18371137.39       | Agency Collateralized Mortgage Obligation |

### Security 208: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.880%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 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%  |  | $51.74             | $36.35             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $15.61             | $12.61             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $138933350.00      | $145812185.55      | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $330014880.00      | $336102434.91      | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/26     | 2026-07-31      | 3.9624%  |  | $4015145.00        | $4027917.82        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $24475835.00       | $25629283.74       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $344250.00         | $349294.50         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $47784620.00       | $47479802.44       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $342307410.00      | $339200994.84      | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $267262865.00      | $261879409.45      | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $542130.00         | $545296.53         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $85.00             | $78.23             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $127500.00         | $96090.76          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $3593970.00        | $3198964.20        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $72760.00          | $75396.02          | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  |  | $85.00             | $70.48             | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  |  | $433245.00         | $428890.89         | U.S. Treasuries (including strips)        |
| USTR BILL 12/26/25        | 2025-12-26      | 0.0000%  |  | $85.00             | $84.74             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $31450.00          | $32343.31          | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $1119790.00        | $1122285.88        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $370037895.00      | $373779313.59      | U.S. Treasuries (including strips)        |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  |  | $22748365.06       | $23522355.43       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $1156419.48        | $1172493.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $1546401.20        | $1601958.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $626.91            | $623.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  |  | $487617.27         | $495059.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  |  | $470181.42         | $484954.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  |  | $21414.40          | $21856.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  |  | $1197665.33        | $1235212.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  |  | $991151.76         | $999098.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  |  | $1707.13           | $1763.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  |  | $2193248.19        | $2289060.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $3298.61           | $3381.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  |  | $1378255.77        | $1424726.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  |  | $571297.95         | $595338.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  |  | $1097841.54        | $1152688.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  |  | $1416882.33        | $1434635.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  |  | $71944.57          | $75937.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  |  | $939313.13         | $969143.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5517 C     | 2055-11-20      | 6.0000%  |  | $3063434.85        | $3168176.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5515 C     | 2055-11-20      | 5.5000%  |  | $872042.20         | $890607.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5523 C     | 2055-11-20      | 6.5000%  |  | $1133366.20        | $1186166.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5521 C     | 2055-11-20      | 6.5000%  |  | $1531199.35        | $1602533.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3112 C     | 2055-11-20      | 6.5000%  |  | $14526982.80       | $15549711.44       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3110 C     | 2055-11-20      | 5.5000%  |  | $2112634.20        | $2178385.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5896 C     | 2055-11-20      | 6.5000%  |  | $8134739.70        | $8618048.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5895 C     | 2055-11-20      | 6.5000%  |  | $1118765.75        | $1176349.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5893 C     | 2055-11-20      | 6.5000%  |  | $1143887.50        | $1202764.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5892 C     | 2055-11-20      | 6.0000%  |  | $24536708.60       | $25789135.81       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5889 C     | 2055-11-20      | 6.0000%  |  | $1253671.80        | $1311527.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5886 C     | 2055-11-20      | 5.5000%  |  | $1713996.95        | $1758913.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5688 | 2035-03-01      | 5.5000%  |  | $714.87            | $734.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  |  | $86.33             | $88.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  |  | $845.26            | $849.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  |  | $752.10            | $780.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $9216902.60        | $9041938.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  |  | $43482.27          | $41184.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  |  | $1042295.21        | $1044843.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  |  | $724.31            | $737.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $47558.57          | $48613.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  |  | $289770.07         | $262261.62         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $303602.40         | $297103.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $695.12            | $708.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $427.01            | $427.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  |  | $190.39            | $190.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  |  | $2743032.80        | $2697599.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $14.21             | $14.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $380.36            | $366.15            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $65.31             | $66.27             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5520 C     | 2055-11-20      | 6.5000%  |  | $1460753.05        | $1528806.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5519 C     | 2055-11-20      | 6.0000%  |  | $7359900.10        | $7611542.45        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $13.12             | $13.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  |  | $658880.97         | $693319.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $97.28             | $92.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  |  | $163.37            | $156.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $2283098.79        | $2071524.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  |  | $1168729.62        | $1231926.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  |  | $2333513.35        | $2437273.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  |  | $21405.25          | $21851.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  |  | $10056320.40       | $10438370.06       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  |  | $3503929.24        | $3618395.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $698571.90         | $714118.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  |  | $159064.42         | $146572.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $558712.32         | $576585.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  |  | $5062783.11        | $5281611.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  |  | $929928.42         | $970183.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  |  | $927270.02         | $983598.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6218 | 2055-10-01      | 5.5000%  |  | $1341819.92        | $1378015.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  |  | $1100759.95        | $1112207.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  |  | $338012.21         | $356954.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  |  | $654.09            | $663.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  |  | $813.52            | $828.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3111 C     | 2055-11-20      | 6.0000%  |  | $5700007.35        | $5950693.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5516 C     | 2055-11-20      | 6.0000%  |  | $2609484.70        | $2698708.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5518 C     | 2055-11-20      | 6.0000%  |  | $2690940.20        | $2782948.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5522 C     | 2055-11-20      | 6.5000%  |  | $1601760.40        | $1676383.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5885 C     | 2055-11-20      | 5.5000%  |  | $1602277.20        | $1646137.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5524 C     | 2055-11-20      | 6.5000%  |  | $2649197.55        | $2772618.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5890 C     | 2055-11-20      | 6.0000%  |  | $1498724.25        | $1567888.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5891 C     | 2055-11-20      | 6.0000%  |  | $2661587.15        | $2784419.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5894 C     | 2055-11-20      | 6.5000%  |  | $1395837.70        | $1467684.26        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  |  | $1307705.95        | $1280118.58        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.2489%  |  | $2532.64           | $2539.96           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  |  | $644063.15         | $655722.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  |  | $236247.75         | $231982.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $3734070.43        | $3592388.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $30958.97          | $28906.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  |  | $27544.30          | $28013.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  |  | $16283564.70       | $17059851.08       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $1435148.16        | $1506084.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $1927826.98        | $1995235.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $6693533.51        | $6861387.25        | Agency Mortgage-Backed Securities         |

### Security 209: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.850%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $3410000000.00
- **C.18.a - Value (excl. sponsor support):** $3410000000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $4093705.00        | $4169959.38        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $64387023.25       | $67421327.53       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $1023.00           | $974.71            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $58856941.00       | $49325753.66       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $133275076.00      | $78007216.62       | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $5670830.00        | $5617467.49        | U.S. Treasuries (including strips)        |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  |  | $4262500.00        | $4231810.00        | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  |  | $181848991.50      | $180656062.11      | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $93789748.25       | $92192508.84       | U.S. Treasuries (including strips)        |
| USTR BILL 03/24/26        | 2026-03-24      | 0.0000%  |  | $3503178.25        | $3460894.89        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $437772304.75      | $443551491.74      | U.S. Treasuries (including strips)        |
| USTR BILL 04/09/26        | 2026-04-09      | 0.0000%  |  | $11935000.00       | $11773996.85       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $22318705.75       | $19865703.02       | U.S. Treasuries (including strips)        |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $654.99            | $660.24            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  |  | $330813.46         | $328965.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  |  | $1210854.06        | $1302887.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  |  | $60733.22          | $62062.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  |  | $1098384.11        | $1167005.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2871 | 2053-04-01      | 5.5000%  |  | $891122.92         | $912425.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  |  | $2049712.18        | $2145577.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $21417780.72       | $17652363.52       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  |  | $102.22            | $103.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3106 | 2049-10-01      | 3.0000%  |  | $3913977.71        | $3547198.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5950 | 2048-11-01      | 3.0000%  |  | $204.46            | $187.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  |  | $9276651.64        | $9109041.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  |  | $220.01            | $202.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  |  | $23613135.75       | $23118039.13       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  |  | $3017744.82        | $2866359.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C     | 2055-03-20      | 6.5000%  |  | $3075477.99        | $3218746.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  |  | $874140.18         | $892613.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  |  | $1981119.91        | $2023228.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  |  | $90429.12          | $81034.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  |  | $55337.33          | $52256.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  |  | $257702.15         | $267572.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  |  | $124254.57         | $118019.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  |  | $32755.16          | $31975.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  |  | $522509.06         | $433719.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  |  | $301414.37         | $286289.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  |  | $100906.06         | $91988.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0844 C     | 2064-08-20      | 4.0000%  |  | $266522.84         | $253148.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  |  | $521959.03         | $475830.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7251 | 2054-12-01      | 5.0000%  |  | $914.94            | $920.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $732.02            | $745.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $759.59            | $779.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5076 | 2054-03-01      | 6.5000%  |  | $81690913.76       | $87421367.98       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $16571644.53       | $17134500.44       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  |  | $1736093.43        | $1797604.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  |  | $4723729.78        | $4880453.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $203956.51         | $208479.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF9670 | 2053-03-01      | 5.5000%  |  | $72785.21          | $74857.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8204 | 2053-02-01      | 6.0000%  |  | $64488.63          | $66736.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  |  | $2820199.81        | $2956150.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  |  | $2279483.28        | $2363345.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  |  | $82982.18          | $86686.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  |  | $92510.47          | $83247.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  |  | $611.42            | $631.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB0064 | 2054-04-01      | 6.0000%  |  | $211947.31         | $221388.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  |  | $744812.85         | $739476.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  |  | $12717308.10       | $12110934.13       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  |  | $2926039.66        | $3050560.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  |  | $945376.50         | $1017238.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  |  | $221315.11         | $212148.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  |  | $16219409.02       | $15459270.20       | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  |  | $96600.19          | $81422.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  |  | $289204.99         | $296353.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  |  | $7057354.44        | $6887265.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $1795730.10        | $1875604.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5777 | 2052-07-01      | 5.0000%  |  | $1568437.57        | $1594150.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $229.97            | $221.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  |  | $295749.22         | $269612.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  |  | $1194260.64        | $1285041.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4495 | 2052-03-01      | 3.5000%  |  | $648.28            | $614.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  |  | $84.06             | $79.67             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  |  | $3145066.29        | $3041999.32        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC N35004 G | 2045-05-01      | 3.0000%  |  | $39933.15          | $37075.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9495 | 2054-11-01      | 5.5000%  |  | $771.75            | $785.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  |  | $4801287.65        | $4975204.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M     | 2035-03-20      | 2.5000%  |  | $306450.72         | $292340.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD3814 | 2055-03-01      | 4.5000%  |  | $996374.06         | $983727.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1616 | 2055-05-01      | 5.0000%  |  | $2438747.63        | $2459011.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $6738551.18        | $6517122.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  |  | $11614597.05       | $12029017.49       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  |  | $735.97            | $756.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  |  | $1331124.19        | $1346578.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  |  | $1749863.55        | $1788889.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  |  | $322252.26         | $342247.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6338 | 2045-12-01      | 3.5000%  |  | $26514290.82       | $25372558.95       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8106 | 2050-11-01      | 2.0000%  |  | $549.07            | $452.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  |  | $775.06            | $799.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9295 | 2055-04-01      | 6.0000%  |  | $1386222.14        | $1426471.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7114 | 2054-09-01      | 6.0000%  |  | $729.45            | $752.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  |  | $1046560.29        | $1118047.68        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  |  | $1719134.39        | $1712807.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C     | 2055-04-20      | 6.0000%  |  | $8232676.89        | $8554442.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  |  | $850.07            | $856.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3639 | 2055-03-01      | 5.5000%  |  | $836.24            | $858.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C     | 2055-04-20      | 6.5000%  |  | $7646832.60        | $8049744.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDF1511 | 2055-10-01      | 4.0000%  |  | $851.48            | $815.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1012 | 2055-02-01      | 5.5000%  |  | $819.79            | $835.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  |  | $758901.16         | $720818.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  |  | $830585.18         | $752539.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3617 | 2055-10-01      | 5.5000%  |  | $851.74            | $868.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9026 | 2055-02-01      | 5.5000%  |  | $1056297.26        | $1075347.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  |  | $801.05            | $794.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  |  | $1703.18           | $1773.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE4688 | 2055-07-01      | 5.0000%  |  | $846.18            | $853.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9794 | 2055-09-01      | 6.0000%  |  | $901.82            | $934.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  |  | $789.86            | $739.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4435 | 2055-03-01      | 6.5000%  |  | $844.40            | $899.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3660 | 2055-03-01      | 6.5000%  |  | $650.11            | $681.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  |  | $751.76            | $773.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $458525.74         | $472913.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9480 | 2048-03-01      | 4.5000%  |  | $22091.59          | $22130.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4107 | 2055-08-01      | 5.5000%  |  | $1620282.51        | $1654421.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  |  | $858.17            | $864.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C     | 2055-03-20      | 6.0000%  |  | $10084781.58       | $10429590.35       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  |  | $906467.15         | $948548.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  |  | $2939583.24        | $2976325.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $4500611.19        | $4598575.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $765.31            | $763.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  |  | $726.80            | $769.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5312 | 2055-09-01      | 6.0000%  |  | $851.08            | $879.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  |  | $720898.65         | $729070.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  |  | $17266839.93       | $17857210.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  |  | $850.84            | $839.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD3832 | 2055-03-01      | 5.0000%  |  | $286660.49         | $288066.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6532 | 2054-11-01      | 5.0000%  |  | $26882383.02       | $26956524.63       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ7518 | 2055-11-01      | 5.0000%  |  | $851.87            | $858.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKBM7860 | 2050-12-01      | 4.0000%  |  | $2580191.17        | $2450430.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $9970806.71        | $10263100.91       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $462218.28         | $473323.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6330 | 2053-01-01      | 5.5000%  |  | $707161.18         | $736815.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  |  | $2832598.52        | $2893428.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  |  | $2382809.23        | $2422930.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  |  | $1703936.68        | $1726674.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8861 | 2052-09-01      | 5.0000%  |  | $2645805.20        | $2702346.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  |  | $1351990.71        | $1355322.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  |  | $1536234.89        | $1564982.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  |  | $2075506.40        | $2113934.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  |  | $122175.75         | $126156.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE2763 | 2052-05-01      | 4.5000%  |  | $1117150.36        | $1111428.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8719 | 2050-04-01      | 3.5000%  |  | $549650.33         | $520347.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8603 | 2050-04-01      | 3.5000%  |  | $688645.14         | $652023.68         | Agency Mortgage-Backed Securities         |
| FMAC 08.500 FGPC G60687 G | 2031-05-01      | 8.5000%  |  | $2316.33           | $2408.39           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $261.32            | $256.47            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $743.26            | $765.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  |  | $1313038.12        | $1380410.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $13289260.81       | $12204458.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7863 | 2046-09-01      | 3.0000%  |  | $92014089.83       | $84503439.75       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $176132616.84      | $177416623.61      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ5964 | 2041-11-01      | 3.5000%  |  | $53.15             | $50.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  |  | $30715.38          | $31233.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7058 | 2047-12-01      | 3.5000%  |  | $138.01            | $130.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $41399694.59       | $40008043.85       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  |  | $1221282.29        | $1279097.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  |  | $899724.38         | $864126.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  |  | $604355.33         | $600025.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO5534 | 2042-07-01      | 3.5000%  |  | $974787.87         | $938400.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8420 | 2046-12-01      | 3.0000%  |  | $13497119.78       | $12437231.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  |  | $415707.17         | $395604.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAP9568 | 2027-10-01      | 3.5000%  |  | $58.65             | $58.16             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $1122429.73        | $1098404.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  |  | $611608.57         | $586147.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3TZT0906 | 2034-06-01      | 4.5000%  |  | $94188.43          | $95992.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  |  | $172251.06         | $154343.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  |  | $943453.82         | $960801.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR3320 | 2043-02-01      | 3.5000%  |  | $3842102.98        | $3693943.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9526 | 2039-12-01      | 5.0000%  |  | $933811.91         | $966308.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 705308 C     | 2039-01-20      | 7.2500%  |  | $153881.70         | $160327.88         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705648 X     | 2038-12-15      | 6.5000%  |  | $90166.21          | $96005.37          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783274 X     | 2036-04-15      | 6.0000%  |  | $606584.32         | $643068.55         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 787165 X     | 2052-02-15      | 3.5000%  |  | $949558.06         | $900405.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  |  | $58382346.27       | $57284816.54       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $3181863.74        | $3371305.55        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  |  | $119136.54         | $123474.41         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  |  | $146724.48         | $152554.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  |  | $109262.58         | $111977.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C     | 2037-05-20      | 5.5000%  |  | $560759.81         | $583153.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C     | 2055-03-20      | 6.0000%  |  | $6490657.10        | $6712559.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C     | 2055-09-20      | 6.5000%  |  | $25627739.94       | $27103308.32       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  |  | $1597898.08        | $1652533.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6976 | 2053-02-01      | 5.5000%  |  | $822954.04         | $859526.12         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07351 G | 2042-08-01      | 3.5000%  |  | $1554.83           | $1498.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $4446325.10        | $4601795.31        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X     | 2042-06-15      | 4.0000%  |  | $504452.72         | $494095.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5139 | 2033-01-01      | 5.5000%  |  | $58167.29          | $60240.78          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $298268.97         | $312202.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  |  | $371.31            | $337.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8833 | 2052-09-01      | 4.5000%  |  | $481195.73         | $474326.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  |  | $1037334.28        | $1097926.01        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $413.99            | $432.84            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X     | 2041-01-15      | 3.5000%  |  | $81563.80          | $77323.86          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q52446 G | 2047-11-01      | 3.5000%  |  | $1296299.37        | $1241215.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6198 | 2053-01-01      | 6.0000%  |  | $1419555.19        | $1474066.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4693 | 2053-11-01      | 5.5000%  |  | $61159.84          | $63167.35          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $2428047.59        | $2372549.71        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  |  | $47832102.37       | $45180912.43       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9449 | 2047-04-01      | 3.5000%  |  | $4001974.29        | $3799154.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  |  | $24658743.44       | $24113908.51       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  |  | $209715.06         | $215364.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  |  | $1738376.82        | $1848570.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF6627 | 2053-01-01      | 6.5000%  |  | $57958.62          | $61339.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  |  | $333689.84         | $338077.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4746 | 2052-06-01      | 5.0000%  |  | $1799108.24        | $1813743.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  |  | $959227.98         | $921516.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  |  | $6637959.00        | $6590079.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZS0468 | 2029-10-01      | 7.5000%  |  | $21047.83          | $21687.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  |  | $109698.70         | $115954.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  |  | $173997.92         | $166361.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  |  | $205.87            | $195.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  |  | $959945.48         | $928308.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7789 | 2054-08-01      | 5.5000%  |  | $1278404.24        | $1324750.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  |  | $331379.20         | $274915.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  |  | $479689.86         | $468275.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  |  | $253333.58         | $240621.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  |  | $59997727.07       | $55137911.17       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  |  | $414813.94         | $397377.65         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  |  | $1224418.20        | $1301487.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $708.23            | $722.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  |  | $47008.16          | $47251.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  |  | $118506.53         | $106628.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  |  | $61072.45          | $63558.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  |  | $169550.29         | $142921.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  |  | $207915.56         | $187269.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  |  | $95061.50          | $102247.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  |  | $214781.64         | $223479.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  |  | $236312.55         | $249777.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  |  | $298736.55         | $305320.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  |  | $89555.65          | $81510.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  |  | $236570.17         | $215944.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  |  | $425897.16         | $453876.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  |  | $164976.13         | $139156.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $90535.74          | $92405.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  |  | $165492.67         | $150700.11         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  |  | $231074.89         | $236857.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  |  | $1582357.25        | $1666530.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  |  | $116397.81         | $83975.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  |  | $242860.28         | $191796.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  |  | $1460281.32        | $1552845.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  |  | $2204906.70        | $2335710.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  |  | $2298422.92        | $2434838.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  |  | $1806608.27        | $1913837.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  |  | $1879342.60        | $1996754.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  |  | $2679011.40        | $2845161.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  |  | $822452.62         | $863776.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9150 | 2055-05-01      | 6.0000%  |  | $706.81            | $727.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8565 | 2055-05-01      | 6.0000%  |  | $594.46            | $613.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7807 | 2055-05-01      | 5.0000%  |  | $846.52            | $851.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  |  | $791.59            | $805.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7099 | 2055-06-01      | 6.0000%  |  | $381.28            | $394.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  |  | $235336.52         | $239547.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT256856 | 2027-08-01      | 6.5000%  |  | $4.61              | $4.79              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  |  | $9365.54           | $9684.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  |  | $835.02            | $867.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8376 | 2054-06-01      | 6.0000%  |  | $838.52            | $873.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  |  | $1583.62           | $1638.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $692244.07         | $717807.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4763 | 2054-04-01      | 6.0000%  |  | $579648.10         | $604038.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $2581975.22        | $2684412.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  |  | $19702319.34       | $20712910.41       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  |  | $791931.88         | $827418.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  |  | $761479.28         | $787506.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  |  | $1246477.19        | $1323778.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  |  | $6057898.28        | $6368620.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  |  | $693786.65         | $746516.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  |  | $678444.08         | $730011.94         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  |  | $3018112.39        | $3260267.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  |  | $6883850.78        | $7453868.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $414721.16         | $425608.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9629 | 2055-01-01      | 6.0000%  |  | $2617053.23        | $2692052.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9238 | 2054-12-01      | 6.0000%  |  | $781.49            | $803.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKDC8611 | 2054-10-01      | 6.0000%  |  | $844.64            | $858.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8358 | 2054-12-01      | 4.5000%  |  | $994979.80         | $987148.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7761 | 2054-12-01      | 6.0000%  |  | $842.25            | $867.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  |  | $812.68            | $816.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  |  | $727.32            | $731.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  |  | $11417577.98       | $11450346.43       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  |  | $4951064.14        | $5043153.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  |  | $752.70            | $740.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0308 | 2055-02-01      | 5.5000%  |  | $843.05            | $862.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  |  | $842.00            | $845.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  |  | $817.20            | $821.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2548 | 2055-01-01      | 5.5000%  |  | $861.07            | $880.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $110.31            | $103.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  |  | $2169411.99        | $2304943.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $2222595.94        | $2254196.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $4631037.20        | $4828120.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  |  | $5799542.98        | $5840644.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2022 | 2053-10-01      | 6.0000%  |  | $1571900.91        | $1651179.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1710 | 2053-10-01      | 6.0000%  |  | $1634165.84        | $1712944.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $2310217.75        | $2355592.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  |  | $3737780.48        | $3754637.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7496 | 2053-07-01      | 6.0000%  |  | $3133047.50        | $3274166.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6251 | 2053-07-01      | 6.0000%  |  | $165778.32         | $170971.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  |  | $3695536.93        | $3729343.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2443 | 2055-08-01      | 6.0000%  |  | $6268.00           | $6464.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  |  | $768.46            | $786.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1422 | 2054-05-01      | 4.5000%  |  | $839.02            | $825.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0566 | 2054-04-01      | 6.0000%  |  | $654.43            | $677.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  |  | $799.30            | $789.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  |  | $797.40            | $804.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9429 | 2054-11-01      | 5.0000%  |  | $821.76            | $826.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  |  | $517.51            | $545.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  |  | $1982821.27        | $1874644.49        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q63567 G | 2049-05-01      | 4.0000%  |  | $315.21            | $309.38            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q30510 G | 2044-12-01      | 3.5000%  |  | $1737006.90        | $1661733.71        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q29019 G | 2044-10-01      | 4.0000%  |  | $282.23            | $277.88            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q28932 G | 2044-10-01      | 4.0000%  |  | $1894077.59        | $1869712.18        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q24207 G | 2044-01-01      | 4.5000%  |  | $145.85            | $145.27            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q18603 G | 2043-06-01      | 3.5000%  |  | $1333937.89        | $1292515.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  |  | $1134.36           | $1183.59           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  |  | $1698284.20        | $1682600.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  |  | $1555970.50        | $1607571.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  |  | $1324.13           | $1384.44           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  |  | $954151.67         | $991841.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4076 | 2054-10-01      | 6.0000%  |  | $727.34            | $748.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $617.34            | $636.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $646.43            | $666.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $3443804.19        | $3503227.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $700.87            | $705.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $1490133.08        | $1537595.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  |  | $62108476.19       | $64317115.71       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  |  | $154967.28         | $157545.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  |  | $92171.33          | $95619.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  |  | $562291.56         | $581611.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  |  | $729367.29         | $699911.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  |  | $945671.14         | $1023972.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  |  | $900080.47         | $908329.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  |  | $381507.38         | $367235.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  |  | $521343.89         | $500410.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  |  | $595524.03         | $518912.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  |  | $4671889.36        | $4233072.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  |  | $583442.96         | $559492.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  |  | $1116203.74        | $1039812.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  |  | $394967.46         | $399796.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  |  | $1104896.69        | $1011319.68        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q17952 G | 2043-05-01      | 4.0000%  |  | $522.77            | $516.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  |  | $875128.57         | $839423.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9200 | 2054-09-01      | 4.5000%  |  | $828.92            | $815.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $761.96            | $777.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  |  | $694.82            | $720.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $643.89            | $640.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $18477049.80       | $17060414.40       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  |  | $1436143.54        | $1514444.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  |  | $1480106.58        | $1557192.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  |  | $21677381.66       | $22418574.70       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  |  | $12118448.39       | $12532790.26       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  |  | $902426.43         | $954381.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  |  | $1741040.54        | $1870027.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $545.18            | $451.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  |  | $100.51            | $97.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $652.09            | $662.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $808.30            | $827.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  |  | $411456.56         | $344087.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5876 | 2050-11-01      | 2.5000%  |  | $649023.18         | $567449.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $104471494.36      | $92026118.65       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  |  | $1554732.36        | $1576814.23        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.4689%  |  | $50689828.68       | $51012637.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 JF     | 2054-11-20      | 5.2989%  |  | $9554405.26        | $9576223.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FC     | 2054-07-20      | 5.0989%  |  | $22153089.81       | $22197264.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD     | 2053-12-20      | 5.1989%  |  | $33022684.24       | $33221490.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 5.1489%  |  | $39519245.74       | $39695588.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 5.3989%  |  | $4349963.69        | $4387689.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.3989%  |  | $42569232.03       | $42823700.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-029 FC     | 2052-02-20      | 4.0000%  |  | $12985544.06       | $11957542.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 4.9489%  |  | $5680001.03        | $5689706.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF     | 2054-02-20      | 5.0989%  |  | $14059899.24       | $14139142.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 EF     | 2054-04-20      | 5.2489%  |  | $435.12            | $436.38            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5245DF 08/25/52 | 2052-08-25      | 4.7718%  |  | $823.46            | $808.33            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 4.9489%  |  | $7938745.46        | $7952310.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.2489%  |  | $415208.97         | $416972.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.5989%  |  | $81763941.60       | $82668512.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.5989%  |  | $28680020.77       | $28917582.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 KF     | 2052-02-20      | 4.0000%  |  | $24240176.30       | $22165650.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 5.1689%  |  | $48638352.70       | $48802927.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 5.0989%  |  | $45903392.09       | $46014849.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 5.2489%  |  | $7210196.21        | $7252414.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 4.9989%  |  | $44001140.17       | $44089884.40       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  |  | $5441998.65        | $5673844.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $17866019.35       | $18382400.90       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $22520894.00       | $23343266.97       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9433 | 2053-07-01      | 5.5000%  |  | $21614127.43       | $22385730.17       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $20265768.77       | $21129536.36       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $83322032.62       | $85176364.46       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $70134.40          | $70635.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $1948032.07        | $2005956.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA1154 | 2032-08-01      | 4.0000%  |  | $56.14             | $56.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  |  | $91.45             | $90.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA2449 | 2052-04-01      | 2.0000%  |  | $834.94            | $696.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  |  | $5860586.80        | $5989361.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ6522 | 2054-10-01      | 5.0000%  |  | $811.21            | $814.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $82502.08          | $85622.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0499 | 2050-08-01      | 3.0000%  |  | $462.18            | $421.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZT1100 | 2042-12-01      | 3.5000%  |  | $25326.17          | $24286.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $107236.88         | $101768.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  |  | $96066.57          | $96008.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6243 | 2049-01-01      | 4.5000%  |  | $518297.97         | $519293.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  |  | $3263219.87        | $3129297.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $134434.92         | $135075.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9627 | 2045-01-01      | 3.5000%  |  | $230.78            | $220.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9003 | 2045-02-01      | 3.5000%  |  | $334.49            | $319.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 4PZL0907 | 2035-01-01      | 5.0000%  |  | $21735.71          | $22028.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  |  | $31923.11          | $32152.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZJ4914 | 2031-02-01      | 7.5000%  |  | $28690.63          | $29238.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  |  | $447164.05         | $429196.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  |  | $641661.56         | $616668.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  |  | $430986.79         | $412870.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  |  | $465026.82         | $445766.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  |  | $393135.32         | $377095.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  |  | $568083.25         | $551131.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  |  | $258947.19         | $248065.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  |  | $374633.41         | $385628.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  |  | $776833.05         | $811417.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $23611.00          | $21683.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $5190804.47        | $4967283.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  |  | $2780515.87        | $2560440.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  |  | $4639132.96        | $4504296.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  |  | $622009.35         | $594711.22         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 4.9489%  |  | $7968261.05        | $7981876.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  |  | $654057.17         | $627578.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  |  | $765.10            | $787.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $17105018.79       | $17404014.52       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0552 | 2054-07-01      | 6.0000%  |  | $515351.04         | $533241.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  |  | $788.70            | $833.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  |  | $823.55            | $827.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7361 | 2054-07-01      | 6.5000%  |  | $3419594.73        | $3585438.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  |  | $771.45            | $802.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $15878337.03       | $16218244.60       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $3326029.98        | $3429103.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4116 | 2053-12-01      | 7.0000%  |  | $648.41            | $691.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $1546119.17        | $1580412.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  |  | $11.76             | $12.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  |  | $139937.40         | $133199.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  |  | $162.78            | $155.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $24621.91          | $22536.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  |  | $8820.33           | $8100.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $154995.01         | $142824.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $19465521.57       | $18581689.56       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $26001980.50       | $24788962.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  |  | $649241.08         | $620715.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  |  | $504352.27         | $470862.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $773.63            | $787.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ7191 | 2043-07-01      | 3.0000%  |  | $425673.92         | $395809.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  |  | $562181.99         | $587124.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  |  | $966072.56         | $1014800.30        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  |  | $1151346.93        | $1112072.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  |  | $12314174.11       | $11447317.83       | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  |  | $297610.13         | $265595.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  |  | $53245.58          | $53807.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  |  | $62339.21          | $63454.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  |  | $48410.62          | $45655.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  |  | $72373.60          | $73364.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $8947766.63        | $8354449.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $43784923.15       | $40881588.68       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $72746111.58       | $70165879.75       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $16638838.85       | $15966130.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3832 | 2043-07-01      | 3.5000%  |  | $3906684.08        | $3743931.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  |  | $45968181.41       | $44432568.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9198 | 2042-01-01      | 3.5000%  |  | $58.20             | $56.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $0.82              | $0.85              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  |  | $142189.79         | $127407.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  |  | $703188.39         | $667901.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  |  | $618584.79         | $563914.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  |  | $395353.85         | $360414.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  |  | $681927.35         | $566044.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  |  | $937097.23         | $854281.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  |  | $1546735.50        | $1635784.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  |  | $127856.42         | $100974.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  |  | $5265417.46        | $5567678.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  |  | $937630.15         | $991439.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  |  | $1310453.88        | $1372885.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  |  | $7881743.17        | $8342344.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  |  | $1071025.96        | $1133645.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  |  | $1127116.04        | $1193057.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  |  | $1941284.90        | $2088849.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  |  | $2264678.26        | $2436827.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  |  | $4471167.50        | $4811038.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  |  | $77.94             | $76.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $3160778.33        | $3091746.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  |  | $129.30            | $122.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9312 | 2047-09-01      | 3.5000%  |  | $22079310.96       | $20926064.39       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $25517268.41       | $24152911.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  |  | $210.46            | $207.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3619 | 2047-05-01      | 4.0000%  |  | $88.16             | $86.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $9269.49           | $8516.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2300 | 2055-10-01      | 6.0000%  |  | $851.65            | $886.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1881 | 2055-10-01      | 5.0000%  |  | $852.20            | $856.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF0635 | 2040-09-01      | 5.5000%  |  | $1541010.01        | $1585554.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  |  | $1135854.16        | $1035470.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0420 | 2055-10-01      | 5.0000%  |  | $858.41            | $865.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9556 | 2055-10-01      | 5.5000%  |  | $851.63            | $875.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  |  | $2152870.72        | $2237913.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  |  | $733645.06         | $766644.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 08.000 CLZJ4912 | 2031-02-01      | 8.0000%  |  | $28616.47          | $30017.87          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04052 G | 2042-06-01      | 3.5000%  |  | $121.05            | $116.67            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $67.03             | $65.63             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G16210 G | 2032-06-01      | 3.5000%  |  | $259.17            | $257.85            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G07137 G | 2039-10-01      | 6.0000%  |  | $291922.71         | $309869.24         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G07692 G | 2044-03-01      | 4.5000%  |  | $49344.48          | $49930.99          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G05398 G | 2033-11-01      | 5.0000%  |  | $5701.12           | $5827.55           | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01903 G | 2034-01-01      | 8.0000%  |  | $126298.35         | $133064.16         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $12719.93          | $13504.61          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A48052 G | 2035-12-01      | 5.5000%  |  | $252236.80         | $261249.48         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $276.86            | $289.78            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $2034.01           | $2095.46           | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $478.68            | $491.35            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $500.31            | $507.66            | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $23.18             | $23.97             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  |  | $493079.97         | $416018.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  |  | $101583.61         | $91399.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8685 | 2055-09-01      | 6.5000%  |  | $1973025.42        | $2054878.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  |  | $3881528.31        | $4001448.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8256 | 2055-09-01      | 5.5000%  |  | $10296351.36       | $10578728.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZK310219 | 2048-10-01      | 3.0000%  |  | $737.64            | $672.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  |  | $238398.74         | $200982.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  |  | $56981.07          | $57582.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  |  | $199052.45         | $208975.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6431 | 2053-01-01      | 6.0000%  |  | $683997.16         | $714648.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  |  | $66707.31          | $60704.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4411 | 2051-01-01      | 2.5000%  |  | $503.39            | $434.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $434877.94         | $449681.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1989 | 2052-10-01      | 5.0000%  |  | $454.26            | $459.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  |  | $77019.94          | $70072.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  |  | $789584.23         | $822154.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M     | 2047-10-20      | 5.5000%  |  | $303693.07         | $316039.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $1599346.66        | $1639453.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  |  | $779165.08         | $812926.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTRB5274 | 2044-01-01      | 6.0000%  |  | $23191.49          | $24178.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  |  | $17331.90          | $17476.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL7278 | 2030-08-01      | 3.5000%  |  | $492975.03         | $490624.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  |  | $5745600.73        | $5590130.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8587 | 2045-08-01      | 3.5000%  |  | $437868.55         | $416626.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3877 | 2054-10-01      | 6.0000%  |  | $761.94            | $784.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  |  | $86384.81          | $68221.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  |  | $107916.88         | $110299.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $6122628.73        | $6343563.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  |  | $4920196.85        | $5294205.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  |  | $1356409.11        | $1442777.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  |  | $30469384.44       | $31501138.73       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  |  | $737580.01         | $660897.50         | Agency Mortgage-Backed Securities         |

### Security 210: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  4.090%, 12/1/2025
- **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):** $279000000.00
- **C.18.a - Value (excl. sponsor support):** $279000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 GNII SF MA4510 M     | 2047-06-20      | 3.5000%  |  | $3656559.97        | $3451664.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $2145173.00        | $2079691.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $1731146.74        | $1629156.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $3579770.80        | $3363735.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $2495380.93        | $2333892.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $197506.01         | $205774.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $36629796.35       | $31549426.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $9167700.22        | $7554184.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $533551.05         | $439320.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $268739.50         | $262136.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $1336268.52        | $1346151.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3237 | 2050-05-01      | 3.5000%  |  | $468639.99         | $439952.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2843 | 2047-02-01      | 2.0000%  |  | $534911.20         | $447233.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $3896997.29        | $3914942.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $1706389.55        | $1550852.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $6637913.17        | $6770020.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $299236.32         | $281705.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $3232516.74        | $2974193.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $6465670.10        | $5870168.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $4408287.49        | $4039296.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786574 M     | 2053-02-20      | 5.5000%  |  | $1906058.85        | $1949610.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9962 M     | 2054-10-20      | 4.0000%  |  | $1449895.38        | $1383910.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $13611922.40       | $13399644.47       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  |  | $964048.32         | $924077.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  |  | $5981829.02        | $6007233.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $67742.84          | $68183.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9304 M     | 2053-11-20      | 5.0000%  |  | $3432561.88        | $3457688.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $16200340.17       | $16674038.11       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $9688379.90        | $9777290.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $6811297.06        | $6551990.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $4189138.75        | $3797538.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB2819 | 2041-10-01      | 2.5000%  |  | $464973.73         | $420994.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  |  | $2155052.61        | $1775828.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $996327.38         | $959738.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $2107196.76        | $1838055.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $807652.28         | $750413.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $18541286.47       | $16176920.16       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $1448040.21        | $1212108.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $14202101.30       | $12386007.60       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $22206741.77       | $18588575.13       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $1383310.22        | $1158162.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $394556.50         | $381946.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $2276311.97        | $2278592.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $3126794.63        | $3036511.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $3384971.88        | $3281882.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $4267748.60        | $4026599.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $3633948.13        | $3649283.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  |  | $8675441.85        | $8882125.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9361 M     | 2053-12-20      | 5.0000%  |  | $8032587.22        | $8066701.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $2896793.50        | $2526800.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $2004310.69        | $2007407.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $10143042.06       | $9984110.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7648 M     | 2051-10-20      | 2.0000%  |  | $2730953.09        | $2285916.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $4586072.54        | $4315654.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $3407383.61        | $3473187.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $3973038.12        | $3731771.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBR7826 | 2051-04-01      | 3.0000%  |  | $492103.21         | $442734.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $14125818.68       | $12162202.75       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $997633.17         | $970276.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  |  | $788823.52         | $801499.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $4840924.16        | $4794659.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $4154465.43        | $3815618.92        | Agency Mortgage-Backed Securities |

### Security 211: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  4.030%, 12/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935TKW005, C.3 - LEI: 549300H7EXFMRS487544
- **C.18 - Value (incl. sponsor support):** $450001575.00
- **C.18.a - Value (excl. sponsor support):** $450001575.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, 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 - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $51279532.97       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $51279532.97       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $40000000.00       | $40545502.37       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51469100.33       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $8180000.00        | $8420344.81        | U.S. Treasuries (including strips) |

### Security 212: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  4.090%, 12/1/2025
- **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: 937LKK006, C.3 - LEI: JJKC32MCHWDI71265Z06
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 GNII SF MA6338 M     | 2049-12-20      | 3.0000%  |  | $2058592.11        | $1871525.78        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-015 AC     | 2051-01-20      | 1.2500%  |  | $47122136.06       | $36696622.63       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL003GA R21F003 | 2051-02-25      | 1.5000%  |  | $46313088.18       | $36268288.80       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077CA R20F077 | 2050-11-25      | 1.5000%  |  | $22724387.44       | $17394109.68       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL075KA R20F075 | 2050-11-25      | 1.2500%  |  | $62242952.31       | $47900526.66       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC102AB R20F102 | 2051-01-25      | 1.2500%  |  | $109211647.93      | $81797067.04       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL003EA R21F003 | 2051-02-25      | 1.2500%  |  | $45634050.00       | $35553511.18       | Agency Collateralized Mortgage Obligation |

### Security 213: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  4.100%, 12/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942MLS009, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $10000000.00       | $10497486.66       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $10000000.00       | $9405264.70        | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  |  | $25000000.00       | $25473310.03       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $19792558.70       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $50000000.00       | $49800835.83       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $35455000.00       | $35313772.69       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2051 | 2051-05-15      | 2.3750%  |  | $50000000.00       | $32730145.03       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2051 | 2051-05-15      | 2.3750%  |  | $50000000.00       | $32730145.03       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2051 | 2051-05-15      | 2.3750%  |  | $6448000.00        | $4220879.50        | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $51380711.83       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $16000000.00       | $16441827.79       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49345532.66       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49345532.66       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $19738213.07       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51316547.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51316547.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $7200000.00        | $7389582.79        | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $41372273.55       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $7997000.00        | $8047646.46        | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50246693.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50246693.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50246693.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50246693.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50246693.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50246693.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50246693.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50246693.46       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47746115.33       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $39300000.00       | $37528446.65       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $52110222.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $52110222.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $52110222.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $35000000.00       | $36477156.05       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51678694.75       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51678694.75       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51678694.75       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $5000000.00        | $5167869.48        | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $51480298.91       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $45000000.00       | $46332269.02       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $51309900.06       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $51309900.06       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $51906929.35       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $30000000.00       | $31144157.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2039 | 2039-02-15      | 3.5000%  |  | $31962000.00       | $29970182.91       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $43749067.77       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $43749067.77       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $17211000.00       | $15059304.11       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $46402940.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $46402940.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $46402940.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $46402940.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $5000000.00        | $4640294.01        | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $4000000.00        | $4153813.28        | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $46980028.20       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $46980028.20       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $46980028.20       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52110410.91       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52110410.91       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52110410.91       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52110410.91       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $25372000.00       | $26767168.18       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51318681.32       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51318681.32       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51318681.32       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50397414.25       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50397414.25       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $52728449.01       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $52728449.01       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $48000000.00       | $50619311.05       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $50000000.00       | $47420772.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $50000000.00       | $47420772.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $29000000.00       | $27504048.30       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50025984.12       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50025984.12       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50025984.12       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $427000.00         | $427221.90         | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48214520.03       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48214520.03       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48214520.03       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48214520.03       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $16000000.00       | $15428646.41       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/15/2027 | 2027-01-15      | 4.0000%  |  | $50000000.00       | $50957880.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/15/2027 | 2027-01-15      | 4.0000%  |  | $33500000.00       | $34141779.89       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $45771000.00       | $47947572.26       | U.S. Treasuries (including strips) |

### Security 214: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  4.080%, 12/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94999J005, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 FARGO BANK

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $41102000.00       | $41143165.81       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  |  | $207200000.00      | $210477890.26      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $63660900.00       | $64836667.69       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $881065000.00      | $913868301.74      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $1000000000.00     | $1005388552.49     | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $285500000.00      | $292354172.01      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $27000000.00       | $27352265.12       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $20000000.00       | $19171774.81       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $10230000.00       | $10111630.74       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $500000.00         | $467972.73         | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  |  | $5000000.00        | $5014892.04        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $299000.00         | $292152.31         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $28950000.00       | $27743962.62       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $11770400.00       | $12134076.19       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $120000000.00      | $114349763.28      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $327735000.00      | $339446981.42      | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $22046000.00       | $22960439.82       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $58000000.00       | $59290107.24       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $147484400.00      | $132894293.87      | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $69000000.00       | $68173111.62       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $171000000.00      | $161691726.52      | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $44000000.00       | $42049947.74       | U.S. Treasuries (including strips) |

### Security 215: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.990%, 12/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94999J005, 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:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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
- **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? 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 FARGO BANK

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $356129800.00      | $364645451.91      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $229179400.00      | $234317683.18      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $21000000.00       | $20540922.48       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  |  | $45000000.00       | $44794747.17       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $8206600.00        | $8393064.03        | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $602809600.00      | $602732117.32      | U.S. Treasuries (including strips) |

### Security 216: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.090%, 12/1/2025
- **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):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 TINT 05/15/35         | 2035-05-15      | 0.0000%  |  | $7.21              | $4.87              | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/34         | 2034-05-15      | 0.0000%  |  | $724685.80         | $515661.05         | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/31         | 2031-11-15      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIN A 34       | 2034-01-15      | 1.7500%  |  | $5558386.74        | $5634855.64        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30       | 2030-05-31      | 3.7500%  |  | $7.69              | $7.90              | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31       | 2031-05-15      | 1.6250%  |  | $7.69              | $6.94              | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30       | 2030-08-15      | 0.6250%  |  | $216830.77         | $189706.39         | U.S. Treasuries (including strips)        |
| USTR BILL 03/03/26         | 2026-03-03      | 0.0000%  |  | $38.46             | $38.08             | U.S. Treasuries (including strips)        |
| USTR BILL 02/17/26         | 2026-02-17      | 0.0000%  |  | $15.38             | $15.26             | U.S. Treasuries (including strips)        |
| USTR BILL 05/07/26         | 2026-05-07      | 0.0000%  |  | $15.38             | $15.13             | U.S. Treasuries (including strips)        |
| USTR BILL 01/06/26         | 2026-01-06      | 0.0000%  |  | $23.08             | $22.98             | U.S. Treasuries (including strips)        |
| USTR BILL 12/30/25         | 2025-12-30      | 0.0000%  |  | $23.08             | $23.00             | U.S. Treasuries (including strips)        |
| USTR BILL 02/19/26         | 2026-02-19      | 0.0000%  |  | $7.69              | $7.63              | U.S. Treasuries (including strips)        |
| USTR BILL 02/10/26         | 2026-02-10      | 0.0000%  |  | $30.77             | $30.53             | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/31         | 2031-05-15      | 0.0000%  |  | $975373.50         | $795853.08         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE G 30       | 2030-01-31      | 3.5000%  |  | $162038.46         | $163601.82         | U.S. Treasuries (including strips)        |
| FMAC FHLMC REMIC SERIES K- | 2031-02-25      | 3.4650%  |  | $96.31             | $94.20             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2036-10-25      | 2.3610%  |  | $77.15             | $63.65             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-01-25      | 3.7940%  |  | $320.23            | $311.38            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 3.9000%  |  | $165.31            | $165.69            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.3500%  |  | $36.30             | $36.24             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-04-25      | 2.8960%  |  | $13.97             | $13.94             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $63.69             | $63.26             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-03-25      | 2.6730%  |  | $13299.73          | $13255.65          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R25M002  | 2030-04-25      | 4.6200%  |  | $76.92             | $79.00             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R18M013  | 2030-09-25      | 3.8748%  |  | $73.63             | $73.39             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $311.55            | $309.46            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-04-25      | 2.8960%  |  | $1.23              | $1.22              | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S  | 2032-04-25      | 2.1531%  |  | $20880.62          | $18585.54          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL003A2 R16M003  | 2026-02-25      | 2.7020%  |  | $50.15             | $49.99             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5825%  |  | $77.00             | $73.66             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  |  | $156.31            | $150.63            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A2 R19M004  | 2031-02-25      | 3.6100%  |  | $65.20             | $64.12             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-10-25      | 2.8910%  |  | $12.01             | $11.95             | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL072KB R21F072  | 2050-03-25      | 2.0000%  |  | $90.77             | $57.86             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4660LD 02/15/47  | 2047-02-15      | 3.5000%  |  | $60.93             | $57.09             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.4989%  |  | $596427.77         | $600746.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 5.0989%  |  | $52.31             | $51.01             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033FE R25F033  | 2054-08-25      | 5.5218%  |  | $257.08            | $258.68            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 5.2489%  |  | $175027.88         | $175971.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FB      | 2054-04-20      | 5.1289%  |  | $108.18            | $108.40            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC008PB R16F008  | 2046-03-25      | 3.0000%  |  | $81.23             | $69.05             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 5.1989%  |  | $1298132.38        | $1296168.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 5.2089%  |  | $1198944.98        | $1204378.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 5.3489%  |  | $3402.36           | $3418.92           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 5.3489%  |  | $2322061.67        | $2333594.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 5.3989%  |  | $101567.94         | $102311.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 NF      | 2053-09-20      | 5.3989%  |  | $780620.60         | $786200.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 5.9989%  |  | $27.53             | $28.02             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 5.0989%  |  | $58506.46          | $58631.67          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 FE      | 2053-06-20      | 5.0489%  |  | $67.57             | $67.63             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 5.0989%  |  | $134108.31         | $133899.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 4.9989%  |  | $177317.26         | $177078.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 5.0989%  |  | $38030.23          | $38033.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 4.9989%  |  | $1766467.26        | $1758270.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-021 FB      | 2053-02-20      | 4.9789%  |  | $52.81             | $52.72             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FC      | 2052-10-20      | 5.3989%  |  | $116.98            | $117.14            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  |  | $281.94            | $269.23            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 PF      | 2054-12-20      | 5.0989%  |  | $7327.82           | $7344.89           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-120 FB      | 2053-08-20      | 5.2089%  |  | $771216.94         | $773788.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 5.0989%  |  | $385708.23         | $385140.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FG      | 2055-02-20      | 5.7489%  |  | $691411.04         | $696664.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-092 NE      | 2054-05-20      | 5.0000%  |  | $71.32             | $72.29             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 BF      | 2055-03-20      | 4.9989%  |  | $1288262.50        | $1290710.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 5.3989%  |  | $45.42             | $45.66             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-078 FA      | 2037-12-16      | 4.5434%  |  | $3.18              | $3.18              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-174 FC      | 2054-10-20      | 5.2489%  |  | $63.03             | $63.02             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  |  | $130.20            | $109.09            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.5989%  |  | $26.96             | $27.25             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 KF      | 2053-12-20      | 5.3989%  |  | $359.21            | $361.82            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006JB R13F006  | 2043-02-25      | 1.5000%  |  | $18.11             | $15.90             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068AC R25F068  | 2052-01-25      | 5.5000%  |  | $140.93            | $143.63            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 5.0989%  |  | $9226.26           | $9248.21           | Agency Collateralized Mortgage Obligation |
| FMAC 03.000 FGPC G08737 G  | 2046-12-01      | 3.0000%  |  | $3583.41           | $3294.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6290  | 2054-07-01      | 6.5000%  |  | $232.49            | $244.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL2071  | 2040-03-01      | 5.5000%  |  | $8394.72           | $8793.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9057  | 2053-05-01      | 5.0000%  |  | $260.12            | $262.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8285  | 2053-01-01      | 3.5000%  |  | $64.49             | $59.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5286  | 2051-05-01      | 2.5000%  |  | $105.70            | $90.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3884  | 2054-10-01      | 5.5000%  |  | $491399.04         | $505185.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF6185  | 2053-01-01      | 5.0000%  |  | $118.68            | $119.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7265  | 2052-08-01      | 5.0000%  |  | $280.55            | $286.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779  | 2052-08-01      | 4.5000%  |  | $113.58            | $112.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD6543  | 2052-02-01      | 2.5000%  |  | $21421.77          | $18510.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7751  | 2051-05-01      | 2.0000%  |  | $67646.17          | $55339.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA3513  | 2050-09-01      | 2.5000%  |  | $249.79            | $216.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6654  | 2052-06-01      | 3.5000%  |  | $141.86            | $131.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8795  | 2053-04-01      | 5.5000%  |  | $1441.74           | $1482.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8408  | 2054-03-01      | 5.5000%  |  | $1868294.50        | $1902773.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA3194  | 2050-08-01      | 2.5000%  |  | $81.42             | $70.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA2226  | 2046-07-01      | 3.0000%  |  | $2367.18           | $2181.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAT9653  | 2043-07-01      | 4.0000%  |  | $1371.01           | $1352.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708  | 2053-06-01      | 5.0000%  |  | $135188.98         | $137255.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM6225  | 2048-04-01      | 4.0000%  |  | $10618.73          | $10442.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1279  | 2051-08-01      | 2.5000%  |  | $207316.41         | $179246.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4480  | 2050-03-01      | 4.5000%  |  | $16667.04          | $16797.79          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1069 G         | 2037-08-01      | 6.5580%  |  | $1.97              | $2.03              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.8750%  |  | $66.57             | $68.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8439  | 2054-06-01      | 6.0000%  |  | $57.29             | $58.92             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF8451  | 2053-01-01      | 5.5000%  |  | $63.28             | $65.02             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849407 G         | 2037-09-01      | 6.3370%  |  | $7256.61           | $7536.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3517  | 2050-09-01      | 2.0000%  |  | $392.01            | $324.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8246  | 2052-09-01      | 5.0000%  |  | $59.09             | $59.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2348  | 2048-09-01      | 5.0000%  |  | $5018.53           | $5136.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8004  | 2049-08-01      | 3.0000%  |  | $73.74             | $66.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258  | 2052-10-01      | 5.0000%  |  | $119.17            | $120.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC6452  | 2051-09-01      | 2.5000%  |  | $396.87            | $341.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4967  | 2054-02-01      | 5.5000%  |  | $1122.66           | $1150.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS2016  | 2037-06-01      | 6.0000%  |  | $1.47              | $1.56              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC0160  | 2051-03-01      | 2.0000%  |  | $161.47            | $134.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2638  | 2052-04-01      | 2.5000%  |  | $60282.12          | $51692.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6679  | 2052-08-01      | 4.5000%  |  | $365.79            | $365.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3647  | 2052-05-01      | 5.0000%  |  | $165183.37         | $168802.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQG5124  | 2053-06-01      | 3.0000%  |  | $320.48            | $287.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4946  | 2048-09-01      | 5.0000%  |  | $32551.97          | $33036.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3848  | 2053-05-01      | 6.5000%  |  | $109745.88         | $117178.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV5391  | 2047-04-01      | 3.0000%  |  | $669985.00         | $613593.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB2802  | 2050-08-01      | 2.5000%  |  | $45.87             | $39.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3468  | 2042-02-01      | 4.0000%  |  | $8098.81           | $7994.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1076  | 2047-04-01      | 3.0000%  |  | $418186.76         | $382468.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8201  | 2052-03-01      | 3.0000%  |  | $290.63            | $260.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB8224  | 2051-01-01      | 2.0000%  |  | $133567.00         | $110340.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8185  | 2051-12-01      | 3.5000%  |  | $1771.93           | $1657.82           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3625  | 2034-09-01      | 2.8900%  |  | $88.23             | $80.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4843  | 2052-10-01      | 5.5000%  |  | $542659.14         | $555538.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3520  | 2050-09-01      | 2.0000%  |  | $320.41            | $264.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6681  | 2047-04-01      | 3.5000%  |  | $35049.22          | $33538.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4613  | 2054-04-01      | 5.0000%  |  | $88251.62          | $89053.21          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS2027  | 2033-06-01      | 2.0700%  |  | $78.00             | $68.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5292  | 2054-10-01      | 5.5000%  |  | $75.61             | $77.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4398  | 2054-09-01      | 5.5000%  |  | $71.37             | $73.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ3044  | 2054-09-01      | 5.5000%  |  | $66.51             | $67.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1178  | 2054-08-01      | 6.0000%  |  | $433337.02         | $445863.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5811  | 2053-11-01      | 6.5000%  |  | $313.46            | $332.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4107  | 2053-11-01      | 5.5000%  |  | $146.64            | $150.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG8794  | 2053-08-01      | 6.5000%  |  | $268.32            | $282.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4744  | 2047-06-01      | 3.0000%  |  | $70494.48          | $65221.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM3501  | 2032-04-01      | 3.0000%  |  | $4572.61           | $4524.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM1959  | 2047-10-01      | 3.5000%  |  | $2766.77           | $2638.48           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4808  | 2039-11-01      | 2.8000%  |  | $84.00             | $69.13             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4193  | 2029-09-01      | 2.7100%  |  | $76.92             | $73.71             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1300  | 2029-01-01      | 4.2000%  |  | $77.00             | $77.79             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL0449  | 2025-12-01      | 3.5900%  |  | $384.62            | $384.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBK2255  | 2050-04-01      | 3.0000%  |  | $115290.34         | $104827.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0922  | 2048-07-01      | 4.5000%  |  | $2335.67           | $2337.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBJ1473  | 2032-10-01      | 3.0000%  |  | $404.77            | $395.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 R3BF0056  | 2039-07-01      | 6.0000%  |  | $51128.54          | $53298.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE5077  | 2046-11-01      | 4.0000%  |  | $4383.32           | $4324.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD6535  | 2046-10-01      | 3.0000%  |  | $34851.46          | $32114.57          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.270 WNWN0141  | 2038-06-01      | 4.2700%  |  | $395.69            | $384.08            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087  | 2037-11-01      | 2.4000%  |  | $76.92             | $61.87             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WAWA4461  | 2030-01-01      | 4.7200%  |  | $274.33            | $281.61            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.110 WAWA2521  | 2049-02-01      | 2.1100%  |  | $76.52             | $55.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD4046  | 2052-01-01      | 2.0000%  |  | $328.40            | $273.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3720  | 2053-08-01      | 5.0000%  |  | $49543.56          | $50329.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3642  | 2053-09-01      | 6.0000%  |  | $7087.07           | $7414.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ2069  | 2055-09-01      | 6.5000%  |  | $532.68            | $558.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII BD DK5996 C      | 2055-06-20      | 4.5000%  |  | $123.72            | $118.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6066  | 2055-10-01      | 6.5000%  |  | $77.40             | $80.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC5415  | 2054-12-01      | 6.0000%  |  | $62780.82          | $65152.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2208  | 2048-08-01      | 4.5000%  |  | $12802.13          | $12741.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8107  | 2050-11-01      | 2.5000%  |  | $155.46            | $133.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8727  | 2055-10-01      | 6.5000%  |  | $1298244.02        | $1352125.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8504  | 2055-02-01      | 4.5000%  |  | $73.96             | $72.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD8536  | 2055-05-01      | 7.0000%  |  | $56.72             | $59.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC1660  | 2051-05-01      | 3.0000%  |  | $49.33             | $44.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8325  | 2053-05-01      | 6.0000%  |  | $53.11             | $54.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH0480  | 2053-09-01      | 5.0000%  |  | $232.47            | $235.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2430  | 2051-12-01      | 3.0000%  |  | $585.98            | $524.31            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3458  | 2031-01-01      | 5.5700%  |  | $291.92            | $302.17            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ4148  | 2032-09-01      | 5.2500%  |  | $76.92             | $81.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8379  | 2053-10-01      | 4.0000%  |  | $134.56            | $129.10            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.100 WSWS4800  | 2034-01-01      | 4.1000%  |  | $358.87            | $361.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9556  | 2054-11-01      | 5.5000%  |  | $290.79            | $297.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8599  | 2055-05-01      | 6.0000%  |  | $386930.09         | $401971.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6968  | 2054-11-01      | 5.5000%  |  | $72.32             | $74.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3982  | 2055-04-01      | 6.0000%  |  | $403863.79         | $416524.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3489  | 2052-02-01      | 2.5000%  |  | $1757329.23        | $1513229.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2505  | 2055-11-01      | 5.0000%  |  | $384.62            | $386.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQZ2373  | 2055-09-01      | 7.0000%  |  | $76.93             | $81.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1833  | 2055-09-01      | 6.5000%  |  | $77.33             | $80.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1298  | 2055-08-01      | 6.0000%  |  | $195474.76         | $201931.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY9335  | 2055-08-01      | 6.5000%  |  | $69.61             | $72.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY9776  | 2055-08-01      | 6.5000%  |  | $76.11             | $81.11             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4734  | 2055-05-01      | 6.5000%  |  | $2606.08           | $2714.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5328  | 2054-04-01      | 6.0000%  |  | $2288722.77        | $2356125.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5294  | 2054-03-01      | 5.0000%  |  | $14864.28          | $14927.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325  | 2051-05-01      | 2.0000%  |  | $103483.38         | $85218.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686  | 2049-06-01      | 3.5000%  |  | $1967293.57        | $1848734.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $527626.76         | $528067.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2274  | 2041-02-01      | 4.5000%  |  | $13728.36          | $13929.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL952924  | 2037-10-01      | 6.0000%  |  | $1287.09           | $1359.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL952680  | 2037-09-01      | 6.5000%  |  | $1089.60           | $1158.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL902745  | 2036-11-01      | 6.0000%  |  | $2790.28           | $2925.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1775  | 2052-11-01      | 4.5000%  |  | $20578.68          | $20430.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0741  | 2051-10-01      | 3.5000%  |  | $525.14            | $491.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0507  | 2045-09-01      | 4.0000%  |  | $29785.46          | $29402.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0785  | 2051-12-01      | 2.0000%  |  | $40492.86          | $33892.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8203  | 2038-01-01      | 3.5000%  |  | $665.93            | $649.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 ZLZT2475  | 2048-12-01      | 4.5000%  |  | $1241788.21        | $1242317.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 ZLZT2465  | 2048-07-01      | 4.0000%  |  | $1413779.33        | $1388599.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0530  | 2047-01-01      | 4.0000%  |  | $13511.62          | $13211.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0537  | 2048-03-01      | 3.5000%  |  | $6067.37           | $5758.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZS9227  | 2036-08-01      | 3.5000%  |  | $5900.84           | $5799.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4654  | 2046-03-01      | 3.0000%  |  | $700.55            | $644.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0291  | 2055-04-01      | 6.5000%  |  | $225607.19         | $244491.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0288  | 2055-04-01      | 6.5000%  |  | $2853861.46        | $3016488.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9057  | 2054-09-01      | 6.0000%  |  | $3283.76           | $3461.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7594  | 2052-09-01      | 2.5000%  |  | $8704.42           | $7466.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6837  | 2053-07-01      | 5.5000%  |  | $242138.24         | $246966.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8289  | 2053-01-01      | 5.5000%  |  | $2249.78           | $2298.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237  | 2052-08-01      | 4.0000%  |  | $3160.88           | $3044.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8236  | 2052-08-01      | 3.5000%  |  | $191.46            | $178.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8233  | 2052-07-01      | 5.0000%  |  | $112.35            | $113.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8232  | 2052-06-01      | 5.0000%  |  | $10176.87          | $10252.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8255  | 2052-10-01      | 3.5000%  |  | $2303.04           | $2142.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8254  | 2052-10-01      | 3.0000%  |  | $388.81            | $347.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8218  | 2052-06-01      | 2.0000%  |  | $3228.77           | $2653.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8215  | 2052-05-01      | 4.0000%  |  | $348.95            | $336.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8213  | 2052-05-01      | 3.0000%  |  | $61.81             | $55.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8206  | 2052-04-01      | 3.0000%  |  | $185.22            | $165.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8204  | 2052-04-01      | 2.0000%  |  | $189.04            | $155.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5386  | 2041-11-01      | 4.5000%  |  | $3678.88           | $3725.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8180  | 2041-08-01      | 4.5000%  |  | $8497.88           | $8588.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB8131  | 2051-02-01      | 2.0000%  |  | $159.60            | $131.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB6998  | 2050-12-01      | 2.0000%  |  | $243.28            | $202.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB5298  | 2050-11-01      | 2.0000%  |  | $194.62            | $160.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB3677  | 2050-09-01      | 2.0000%  |  | $393.40            | $324.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB3154  | 2050-09-01      | 2.0000%  |  | $434.40            | $357.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB2966  | 2050-09-01      | 2.5000%  |  | $217.54            | $187.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQB0220  | 2050-06-01      | 3.0000%  |  | $282.76            | $255.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8185  | 2050-03-01      | 3.0000%  |  | $35.40             | $32.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5770  | 2050-01-01      | 3.0000%  |  | $148.95            | $135.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA3079  | 2049-10-01      | 3.5000%  |  | $2053.86           | $1934.35           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61281 G  | 2048-01-01      | 3.5000%  |  | $14.46             | $13.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA2237  | 2046-07-01      | 3.0000%  |  | $95.69             | $88.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA1173  | 2049-07-01      | 4.0000%  |  | $20.43             | $19.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA1033  | 2049-07-01      | 3.0000%  |  | $11.87             | $10.75             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.450 WNWN2303  | 2032-12-01      | 4.4500%  |  | $76.92             | $77.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6599  | 2052-09-01      | 3.5000%  |  | $8102.08           | $7528.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6542  | 2053-12-01      | 6.5000%  |  | $136256.07         | $142621.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6370  | 2053-10-01      | 5.0000%  |  | $1043748.22        | $1062894.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6113  | 2052-05-01      | 3.0000%  |  | $11718201.21       | $10557091.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5908  | 2053-09-01      | 6.0000%  |  | $80310.09          | $84418.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4570  | 2047-12-01      | 5.0000%  |  | $594940.65         | $615617.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3514  | 2042-06-01      | 4.0000%  |  | $400.16            | $395.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2516  | 2039-01-01      | 5.5000%  |  | $2.59              | $2.71              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS0819  | 2029-12-01      | 6.5000%  |  | $511.10            | $531.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA1383  | 2045-02-01      | 4.0000%  |  | $346.18            | $338.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB8155  | 2051-01-01      | 2.0000%  |  | $5544.99           | $4615.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4565  | 2027-10-01      | 2.5000%  |  | $1180.24           | $1166.82           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC J37005 G  | 2032-05-01      | 3.5000%  |  | $4899.69           | $4874.28           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC J26033 G  | 2028-10-01      | 3.5000%  |  | $1858.38           | $1843.42           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1892 G         | 2037-04-01      | 6.4270%  |  | $33.40             | $34.77             | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G02061 G  | 2036-01-01      | 7.0000%  |  | $1783.40           | $1878.51           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  |  | $55221.24          | $57933.04          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846355 G         | 2026-10-01      | 6.3550%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.6190%  |  | $64.81             | $65.20             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C69107 G  | 2032-07-01      | 6.5000%  |  | $18220.57          | $18958.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS4269  | 2051-10-01      | 2.0000%  |  | $76441.36          | $63896.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4166  | 2053-04-01      | 5.5000%  |  | $6007.78           | $6186.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4136  | 2053-04-01      | 5.0000%  |  | $128.29            | $130.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3756  | 2051-05-01      | 3.0000%  |  | $29798.20          | $27091.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4377  | 2052-04-01      | 3.0000%  |  | $5579.26           | $4984.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3575  | 2052-09-01      | 4.5000%  |  | $1149.20           | $1145.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  |  | $73469.65          | $63483.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9973  | 2051-08-01      | 3.0000%  |  | $211.03            | $191.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9923  | 2051-12-01      | 3.0000%  |  | $301390.48         | $273506.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7031  | 2051-01-01      | 4.0000%  |  | $1137.88           | $1107.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8141  | 2051-04-01      | 2.5000%  |  | $51.04             | $43.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8135  | 2051-03-01      | 2.5000%  |  | $5153503.99        | $4445747.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8121  | 2051-01-01      | 2.0000%  |  | $55.72             | $45.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8113  | 2050-12-01      | 2.0000%  |  | $154.87            | $127.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8129  | 2051-02-01      | 2.5000%  |  | $85.99             | $74.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7572  | 2054-05-01      | 6.5000%  |  | $291.96            | $307.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL8779  | 2044-11-01      | 4.5000%  |  | $1390.30           | $1388.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7554  | 2052-04-01      | 2.5000%  |  | $284.14            | $248.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2457  | 2050-04-01      | 3.0000%  |  | $123.69            | $112.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA1877  | 2049-11-01      | 5.0000%  |  | $74021.76          | $75686.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA1293  | 2049-09-01      | 3.0000%  |  | $46.30             | $42.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD7539  | 2051-04-01      | 2.0000%  |  | $51.42             | $43.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7536  | 2051-02-01      | 2.5000%  |  | $47.01             | $41.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7534  | 2051-02-01      | 2.5000%  |  | $92.07             | $80.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523  | 2050-08-01      | 2.5000%  |  | $41.97             | $36.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7515  | 2050-05-01      | 3.0000%  |  | $2348.83           | $2142.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8090  | 2050-09-01      | 2.0000%  |  | $449.91            | $370.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8079  | 2050-07-01      | 2.0000%  |  | $353.93            | $291.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8074  | 2050-07-01      | 3.0000%  |  | $1298.38           | $1164.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8064  | 2050-05-01      | 4.0000%  |  | $264.91            | $256.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8063  | 2050-05-01      | 3.5000%  |  | $18.41             | $17.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062  | 2050-05-01      | 3.0000%  |  | $128.18            | $115.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8045  | 2050-02-01      | 3.5000%  |  | $1614.93           | $1516.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8038  | 2050-01-01      | 3.5000%  |  | $385.60            | $362.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTQK1354  | 2042-02-01      | 2.0000%  |  | $57.48             | $50.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ9382  | 2054-11-01      | 6.5000%  |  | $345.21            | $361.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ8847  | 2054-11-01      | 6.0000%  |  | $207580.49         | $214817.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL256437  | 2036-10-01      | 6.5000%  |  | $1291.59           | $1364.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8221  | 2052-06-01      | 3.5000%  |  | $61.43             | $57.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8186  | 2051-11-01      | 3.5000%  |  | $43.05             | $40.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8176  | 2051-11-01      | 1.5000%  |  | $122.92            | $95.92             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8173  | 2051-10-01      | 2.5000%  |  | $55.88             | $48.11             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8168  | 2051-09-01      | 3.0000%  |  | $48.59             | $43.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8196  | 2052-02-01      | 3.5000%  |  | $304.25            | $283.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151  | 2051-06-01      | 2.5000%  |  | $207.94            | $179.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8150  | 2051-06-01      | 2.0000%  |  | $113.39            | $93.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV7709  | 2052-04-01      | 3.0000%  |  | $2198.15           | $1968.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV4147  | 2052-03-01      | 3.0000%  |  | $62812.16          | $56686.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4134  | 2052-03-01      | 2.5000%  |  | $130127.96         | $113360.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU8750  | 2052-06-01      | 5.0000%  |  | $183492.42         | $186330.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC0165  | 2051-03-01      | 2.5000%  |  | $46.19             | $40.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB9290  | 2051-03-01      | 2.0000%  |  | $52.41             | $43.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB9087  | 2051-02-01      | 2.0000%  |  | $45.74             | $38.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4869  | 2054-07-01      | 5.5000%  |  | $146705.94         | $150038.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8024  | 2053-01-01      | 5.5000%  |  | $411875.60         | $420129.17         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS9389  | 2029-04-01      | 5.3100%  |  | $151.58            | $158.42            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS7824  | 2039-11-01      | 4.9900%  |  | $164.87            | $170.03            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7627  | 2033-01-01      | 4.6900%  |  | $247.81            | $254.32            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7451  | 2030-01-01      | 5.0500%  |  | $111.08            | $111.35            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6422  | 2037-08-01      | 4.1700%  |  | $153.85            | $149.07            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HTBS5141  | 2042-03-01      | 2.9700%  |  | $76.32             | $68.85             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS4783  | 2032-02-01      | 2.2400%  |  | $88.31             | $79.75             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3939  | 2028-11-01      | 1.5800%  |  | $282.36            | $265.74            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HLBS3092  | 2046-09-01      | 2.4500%  |  | $277.93            | $220.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5023  | 2049-12-01      | 3.0000%  |  | $1424.18           | $1294.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBO3181  | 2049-10-01      | 2.5000%  |  | $3166.26           | $2738.67           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7343  | 2052-09-01      | 1.9690%  |  | $73.82             | $70.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZS3721  | 2039-03-01      | 7.0000%  |  | $2834.28           | $3005.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3230  | 2041-05-01      | 4.5000%  |  | $7451.03           | $7559.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS2782  | 2039-10-01      | 4.5000%  |  | $544.35            | $553.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4745  | 2046-10-01      | 3.0000%  |  | $81743.14          | $75324.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336  | 2045-11-01      | 3.5000%  |  | $34223.80          | $32554.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2405  | 2055-10-01      | 5.0000%  |  | $693.85            | $699.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9552  | 2055-10-01      | 5.5000%  |  | $134666.99         | $138145.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8162  | 2055-08-01      | 6.0000%  |  | $89439.61          | $93275.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8512  | 2055-03-01      | 4.0000%  |  | $147.10            | $140.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8468  | 2054-10-01      | 5.0000%  |  | $1203.88           | $1207.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8453  | 2054-08-01      | 5.5000%  |  | $196.10            | $199.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8484  | 2054-11-01      | 4.0000%  |  | $218.99            | $209.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLSD8479  | 2054-09-01      | 7.5000%  |  | $41.16             | $43.84             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8444  | 2054-07-01      | 4.5000%  |  | $142.57            | $140.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8438  | 2054-06-01      | 5.5000%  |  | $64.02             | $65.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8437  | 2054-06-01      | 5.0000%  |  | $280.84            | $281.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4751  | 2050-03-01      | 3.5000%  |  | $74185.42          | $69659.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG6069  | 2053-06-01      | 5.0000%  |  | $224.11            | $225.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971  | 2045-08-01      | 4.0000%  |  | $60810.00          | $59903.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2582  | 2050-03-01      | 3.0000%  |  | $14703.19          | $13339.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3377  | 2055-07-01      | 6.0000%  |  | $3800879.72        | $3957316.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3200  | 2055-08-01      | 6.5000%  |  | $3455874.08        | $3619523.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1633  | 2054-12-01      | 5.5000%  |  | $76712.29          | $78120.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1160  | 2052-06-01      | 3.0000%  |  | $1623389.32        | $1463740.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0986  | 2054-04-01      | 5.0000%  |  | $1839879.82        | $1853110.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0308  | 2055-01-01      | 5.0000%  |  | $5992.41           | $6021.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7759  | 2054-01-01      | 4.5000%  |  | $417125.33         | $410628.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7746  | 2053-12-01      | 6.5000%  |  | $3271.57           | $3415.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7615  | 2053-12-01      | 6.0000%  |  | $427804.34         | $443923.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6497  | 2053-06-01      | 4.0000%  |  | $112169.23         | $109156.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5897  | 2053-03-01      | 5.0000%  |  | $129166.74         | $130389.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4129  | 2052-07-01      | 4.5000%  |  | $412.84            | $408.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4113  | 2052-07-01      | 3.5000%  |  | $82396.80          | $76971.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4020  | 2052-07-01      | 4.0000%  |  | $478.75            | $460.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841  | 2052-06-01      | 3.5000%  |  | $1625.32           | $1523.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG6242  | 2053-06-01      | 5.0000%  |  | $60.09             | $60.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG5399  | 2053-06-01      | 7.0000%  |  | $45950.80          | $50244.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3333  | 2053-05-01      | 5.0000%  |  | $372.67            | $376.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG2806  | 2053-04-01      | 4.5000%  |  | $73.74             | $73.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1295  | 2053-04-01      | 5.5000%  |  | $4760.19           | $4857.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG1065  | 2053-04-01      | 4.5000%  |  | $638320.52         | $629565.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF9059  | 2053-03-01      | 5.5000%  |  | $129.68            | $132.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF8452  | 2053-01-01      | 5.0000%  |  | $61335.35          | $62176.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF7077  | 2053-02-01      | 5.0000%  |  | $333.01            | $335.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF6228  | 2053-01-01      | 6.5000%  |  | $306.14            | $325.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4936  | 2052-12-01      | 5.5000%  |  | $228.52            | $233.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4600  | 2052-12-01      | 6.0000%  |  | $15892.15          | $16675.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF2532  | 2052-10-01      | 4.5000%  |  | $164.68            | $162.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF1152  | 2052-09-01      | 4.5000%  |  | $213.81            | $212.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1026  | 2052-10-01      | 5.0000%  |  | $36488.21          | $36989.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF0492  | 2052-09-01      | 5.5000%  |  | $236.70            | $243.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF0475  | 2052-09-01      | 5.0000%  |  | $219.05            | $221.86            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 785344 M      | 2047-12-20      | 5.2320%  |  | $123.11            | $125.69            | Agency Mortgage-Backed Securities         |
| XXXX GNAR WN 784594 M      | 2042-09-20      | 6.3140%  |  | $89.67             | $92.34             | Agency Mortgage-Backed Securities         |
| GNMA GNAR WN 784593 M      | 2043-06-20      | 6.4450%  |  | $160.07            | $162.83            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB 083007 M      | 2041-12-20      | 6.5000%  |  | $9.52              | $9.72              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082989 M      | 2041-11-20      | 5.8750%  |  | $164.26            | $165.52            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082452 M      | 2039-12-20      | 5.8750%  |  | $151.19            | $154.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3768  | 2052-06-01      | 3.5000%  |  | $85182.75          | $79696.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8036  | 2050-01-01      | 3.0000%  |  | $276.77            | $250.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8032  | 2049-12-01      | 4.0000%  |  | $23.47             | $22.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8030  | 2049-12-01      | 3.0000%  |  | $44.65             | $40.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8010  | 2049-09-01      | 3.0000%  |  | $22.92             | $20.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8003  | 2049-07-01      | 4.0000%  |  | $8.12              | $7.90              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8001  | 2049-07-01      | 3.5000%  |  | $933.07            | $876.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6708  | 2054-02-01      | 6.0000%  |  | $63.40             | $65.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6650  | 2054-10-01      | 4.5000%  |  | $74.01             | $72.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6647  | 2052-07-01      | 3.5000%  |  | $72.10             | $67.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6485  | 2054-08-01      | 6.5000%  |  | $295.77            | $308.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6156  | 2053-05-01      | 4.5000%  |  | $639210.09         | $632620.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6143  | 2054-07-01      | 6.0000%  |  | $507.06            | $521.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD5741  | 2050-11-01      | 2.0000%  |  | $69.69             | $57.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD5581  | 2048-06-01      | 4.0000%  |  | $263.11            | $259.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5001  | 2053-06-01      | 5.0000%  |  | $66.11             | $66.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977  | 2053-11-01      | 5.0000%  |  | $333654.14         | $335846.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9478  | 2055-06-01      | 5.0000%  |  | $214998.04         | $215657.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9770  | 2055-09-01      | 5.5000%  |  | $180489.53         | $184642.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7238  | 2055-05-01      | 6.0000%  |  | $670224.99         | $697436.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6763  | 2055-05-01      | 5.5000%  |  | $407316.93         | $417415.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0998  | 2055-01-01      | 6.5000%  |  | $132563.26         | $139150.85         | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082427 M      | 2039-11-20      | 5.8750%  |  | $43.65             | $44.63             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082415 M      | 2039-10-20      | 5.8750%  |  | $3.54              | $3.58              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082396 M      | 2039-09-20      | 5.3750%  |  | $64.59             | $65.22             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082380 M      | 2039-08-20      | 5.3750%  |  | $42.70             | $43.65             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080272 M      | 2029-04-20      | 5.6250%  |  | $56.00             | $56.23             | Agency Mortgage-Backed Securities         |
| GNMA GNMI MH 558959 X      | 2029-04-15      | 6.5000%  |  | $52.90             | $53.55             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FL MA3416 M      | 2045-11-20      | 6.2500%  |  | $37.68             | $39.14             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0898 M      | 2043-03-20      | 6.3750%  |  | $4.04              | $4.14              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0064  | 2055-11-01      | 5.5000%  |  | $77.36             | $78.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3187  | 2054-10-01      | 6.0000%  |  | $67.45             | $69.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1948  | 2055-07-01      | 6.5000%  |  | $72.86             | $76.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSL1368  | 2055-05-01      | 7.0000%  |  | $73.72             | $78.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1374  | 2055-05-01      | 6.5000%  |  | $71.82             | $75.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8424  | 2054-03-01      | 4.0000%  |  | $362.71            | $347.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8452  | 2054-08-01      | 5.0000%  |  | $140.51            | $140.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8403  | 2054-02-01      | 6.5000%  |  | $13476.87          | $14035.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8395  | 2054-01-01      | 5.5000%  |  | $1018.86           | $1038.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD4837  | 2053-05-01      | 4.5000%  |  | $133.16            | $131.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4819  | 2052-07-01      | 3.0000%  |  | $49408.50          | $44145.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD4815  | 2052-07-01      | 2.5000%  |  | $138.62            | $118.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0550  | 2055-03-01      | 6.5000%  |  | $134489.48         | $141783.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC1333  | 2054-09-01      | 6.0000%  |  | $742929.92         | $766429.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB6195  | 2054-07-01      | 5.0000%  |  | $109342.19         | $110298.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB2910  | 2055-08-01      | 6.0000%  |  | $697156.50         | $717417.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL870770  | 2036-07-01      | 6.5000%  |  | $1494.94           | $1589.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725610  | 2034-07-01      | 5.5000%  |  | $759.28            | $783.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV5336  | 2044-02-01      | 4.5000%  |  | $16231.74          | $16405.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS8824  | 2047-02-01      | 4.0000%  |  | $1067747.96        | $1042125.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7039  | 2046-04-01      | 4.5000%  |  | $416726.45         | $415274.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR9194  | 2043-03-01      | 3.0000%  |  | $3456.27           | $3226.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL2833  | 2042-06-01      | 4.0000%  |  | $275518.71         | $271297.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8418  | 2054-04-01      | 4.5000%  |  | $70.97             | $69.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8365  | 2053-10-01      | 4.5000%  |  | $203.98            | $200.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8360  | 2053-09-01      | 4.5000%  |  | $339.26            | $334.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8347  | 2053-08-01      | 4.5000%  |  | $379.52            | $374.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340  | 2053-07-01      | 4.5000%  |  | $6657.74           | $6566.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8328  | 2053-06-01      | 4.5000%  |  | $80.20             | $79.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8353  | 2053-07-01      | 4.0000%  |  | $198.47            | $190.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349  | 2053-08-01      | 5.5000%  |  | $485450.26         | $493826.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8316  | 2053-04-01      | 5.5000%  |  | $176.57            | $180.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8307  | 2053-03-01      | 5.0000%  |  | $126.68            | $127.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8304  | 2053-03-01      | 3.5000%  |  | $335.12            | $311.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8284  | 2053-01-01      | 3.0000%  |  | $263.09            | $235.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8276  | 2052-12-01      | 5.0000%  |  | $247.25            | $249.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4708  | 2053-12-01      | 5.5000%  |  | $244.49            | $249.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8274  | 2052-12-01      | 4.0000%  |  | $129.48            | $124.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8264  | 2052-11-01      | 3.5000%  |  | $14218.91          | $13227.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3646  | 2052-05-01      | 5.0000%  |  | $546228.93         | $559577.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1273  | 2051-08-01      | 2.0000%  |  | $92830.57          | $76703.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0046  | 2051-04-01      | 3.0000%  |  | $211652.72         | $189239.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0858  | 2051-06-01      | 3.0000%  |  | $417720.31         | $373228.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8950  | 2051-02-01      | 2.5000%  |  | $1006121.32        | $876798.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7597  | 2050-11-01      | 2.5000%  |  | $189.78            | $166.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7369  | 2050-10-01      | 2.5000%  |  | $533.02            | $460.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6738  | 2050-08-01      | 3.0000%  |  | $113340.47         | $102226.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5658  | 2050-05-01      | 2.5000%  |  | $463.83            | $400.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA4395  | 2039-10-01      | 3.5000%  |  | $56617.87          | $55013.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE6074  | 2052-07-01      | 4.0000%  |  | $250.02            | $240.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4069  | 2052-06-01      | 5.0000%  |  | $195.50            | $200.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4073  | 2052-06-01      | 5.0000%  |  | $337.62            | $344.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE2333  | 2052-05-01      | 3.0000%  |  | $124.31            | $111.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE2001  | 2052-05-01      | 3.5000%  |  | $244.84            | $227.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE1985  | 2052-05-01      | 4.5000%  |  | $281.21            | $278.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQE1006  | 2052-03-01      | 2.0000%  |  | $422.46            | $346.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1754  | 2052-05-01      | 3.0000%  |  | $61.68             | $55.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE0366  | 2052-04-01      | 3.0000%  |  | $3420.09           | $3083.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7332  | 2052-02-01      | 2.5000%  |  | $50078.77          | $43271.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD6942  | 2052-02-01      | 3.0000%  |  | $181.94            | $162.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD6321  | 2052-02-01      | 2.5000%  |  | $235.41            | $203.41            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5016  | 2030-09-01      | 4.6400%  |  | $77.54             | $79.80             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3837  | 2033-03-01      | 5.2100%  |  | $76.66             | $80.58             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2988  | 2035-02-01      | 4.9300%  |  | $76.92             | $80.43             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3563  | 2032-04-01      | 4.4000%  |  | $86.00             | $87.46             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1905  | 2033-01-01      | 4.6800%  |  | $317.00            | $325.45            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0938  | 2034-05-01      | 5.6700%  |  | $76.92             | $84.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9419  | 2053-03-01      | 5.0000%  |  | $321818.32         | $326605.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4583  | 2053-12-01      | 3.5000%  |  | $356.22            | $331.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD5368  | 2052-07-01      | 2.5000%  |  | $492971.52         | $422447.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD3302  | 2051-10-01      | 2.0000%  |  | $64.67             | $53.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD3234  | 2051-12-01      | 2.5000%  |  | $129.11            | $111.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2359  | 2053-02-01      | 5.5000%  |  | $1546854.51        | $1609103.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2254  | 2052-07-01      | 3.5000%  |  | $21809.00          | $20387.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2112  | 2052-12-01      | 4.5000%  |  | $1401.94           | $1384.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1852  | 2051-06-01      | 2.5000%  |  | $5937.53           | $5088.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1805  | 2052-11-01      | 5.0000%  |  | $465990.65         | $472575.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1022  | 2052-05-01      | 4.0000%  |  | $5621.52           | $5437.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5613  | 2052-02-01      | 2.0000%  |  | $49387.49          | $41416.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD6216  | 2052-02-01      | 3.0000%  |  | $104.46            | $94.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD3168  | 2051-12-01      | 2.0000%  |  | $117.91            | $98.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD2128  | 2051-11-01      | 2.5000%  |  | $57.34             | $49.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC7411  | 2051-09-01      | 2.5000%  |  | $57.54             | $50.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC5337  | 2051-08-01      | 2.5000%  |  | $218.53            | $190.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC3242  | 2051-06-01      | 3.0000%  |  | $234.61            | $213.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3675  | 2055-09-01      | 6.0000%  |  | $77.87             | $80.40             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6528  | 2032-09-01      | 3.6500%  |  | $154.23            | $151.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4997  | 2053-10-01      | 5.0000%  |  | $67.62             | $68.10             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6308  | 2053-07-01      | 6.0000%  |  | $183.92            | $191.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4242  | 2053-11-01      | 5.5000%  |  | $63.59             | $65.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5301  | 2044-07-01      | 5.5000%  |  | $154.35            | $158.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9538  | 2051-11-01      | 2.0000%  |  | $70989.73          | $59533.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8299  | 2053-02-01      | 5.0000%  |  | $62.60             | $63.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8715  | 2033-09-01      | 3.0000%  |  | $1192.95           | $1168.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8503  | 2052-08-01      | 5.0000%  |  | $407.87            | $411.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5295  | 2054-03-01      | 6.0000%  |  | $1857069.04        | $1909897.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7543  | 2051-08-01      | 2.5000%  |  | $286633.07         | $250151.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7078  | 2051-04-01      | 2.0000%  |  | $107458.73         | $90295.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6665  | 2052-02-01      | 3.0000%  |  | $427.28            | $382.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA6531  | 2052-01-01      | 3.5000%  |  | $359.76            | $336.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7189  | 2052-04-01      | 3.5000%  |  | $306.72            | $285.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7096  | 2052-04-01      | 3.5000%  |  | $59.36             | $55.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5931  | 2051-09-01      | 2.0000%  |  | $57.51             | $48.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6239  | 2051-11-01      | 2.0000%  |  | $389.79            | $323.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5057  | 2051-04-01      | 3.0000%  |  | $107.46            | $96.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA4718  | 2051-03-01      | 2.0000%  |  | $102.14            | $84.57             | Agency Mortgage-Backed Securities         |
| FCSB 3.70 FCOR 27-42 K     | 2042-03-24      | 3.7000%  |  | $16769.23          | $14582.85          | Agency Debentures and Agency Strips       |
| FCSB 3.44 FCOR 23-42 H     | 2042-02-24      | 3.4400%  |  | $76.92             | $62.89             | Agency Debentures and Agency Strips       |
| FCSB 2.78 FCOR 22-36 BI    | 2036-12-01      | 2.7800%  |  | $153.85            | $132.90            | Agency Debentures and Agency Strips       |
| FCSB 2.31 FCOR 22-36 AV    | 2036-07-14      | 2.3100%  |  | $76.92             | $64.11             | Agency Debentures and Agency Strips       |
| FCSB 2.45 FCOR 22-41 O     | 2041-08-09      | 2.4500%  |  | $153.85            | $113.59            | Agency Debentures and Agency Strips       |
| FCSB 3.67 FCOR 23-28 BW    | 2028-05-16      | 3.6700%  |  | $153.85            | $153.32            | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX    | 2035-09-10      | 1.7300%  |  | $76.92             | $61.48             | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E     | 2042-01-24      | 2.8200%  |  | $230.77            | $178.64            | Agency Debentures and Agency Strips       |
| FMAC FEPC 02.500 CLRA4529  | 2051-02-01      | 2.5000%  |  | $196.82            | $171.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA4525  | 2051-02-01      | 2.0000%  |  | $178.68            | $147.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4206  | 2050-12-01      | 2.5000%  |  | $154.40            | $132.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA3060  | 2050-07-01      | 3.0000%  |  | $37146.30          | $33480.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA2959  | 2050-07-01      | 2.5000%  |  | $7142.20           | $6170.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190445  | 2055-03-01      | 6.5000%  |  | $722932.79         | $752515.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI7338  | 2054-06-01      | 6.5000%  |  | $60.25             | $63.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI7271  | 2054-06-01      | 6.5000%  |  | $34.56             | $36.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5064  | 2054-05-01      | 5.5000%  |  | $70.99             | $73.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI1946  | 2054-03-01      | 5.0000%  |  | $300.03            | $303.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI0213  | 2054-02-01      | 6.5000%  |  | $48.27             | $50.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2095  | 2052-02-01      | 2.5000%  |  | $2104.24           | $1804.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1890  | 2036-03-01      | 2.0000%  |  | $38.96             | $36.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5048  | 2040-05-01      | 2.5000%  |  | $22.91             | $21.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5071  | 2040-09-01      | 2.0000%  |  | $156.54            | $138.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4638  | 2052-09-01      | 6.0000%  |  | $281031.43         | $292854.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM1791  | 2032-06-01      | 3.0000%  |  | $12675.35          | $12412.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5161  | 2042-06-01      | 2.5000%  |  | $123.24            | $111.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6410  | 2052-05-01      | 3.0000%  |  | $274.03            | $247.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD5622  | 2052-02-01      | 2.5000%  |  | $304.60            | $265.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8368  | 2053-10-01      | 6.0000%  |  | $165.04            | $170.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8182  | 2051-12-01      | 2.0000%  |  | $60.52             | $49.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1070  | 2052-04-01      | 3.5000%  |  | $159081.86         | $149531.38         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6599  | 2033-03-01      | 1.7307%  |  | $70.48             | $60.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG5959  | 2053-07-01      | 5.0000%  |  | $128.80            | $129.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8382  | 2053-12-01      | 5.0000%  |  | $9922.47           | $9972.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU8917  | 2052-04-01      | 2.0000%  |  | $211940.39         | $177559.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8495  | 2054-12-01      | 6.0000%  |  | $339.99            | $349.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3350  | 2053-06-01      | 5.0000%  |  | $71.83             | $72.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6811  | 2053-05-01      | 5.0000%  |  | $249799.38         | $253180.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB0769  | 2050-07-01      | 2.5000%  |  | $212.25            | $183.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4669  | 2053-10-01      | 6.0000%  |  | $117.06            | $120.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE5148  | 2047-02-01      | 3.0000%  |  | $690.06            | $633.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD7549  | 2052-01-01      | 2.0000%  |  | $115.20            | $96.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM4909  | 2047-11-01      | 4.5000%  |  | $36445.63          | $36476.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA9466  | 2054-02-01      | 5.5000%  |  | $265.06            | $270.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8401  | 2053-08-01      | 5.5000%  |  | $49771.36          | $50794.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8065  | 2050-05-01      | 4.5000%  |  | $53.06             | $52.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS5380  | 2051-05-01      | 2.0000%  |  | $113526.66         | $93501.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8393  | 2054-01-01      | 4.5000%  |  | $207.74            | $204.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4564  | 2052-03-01      | 3.0000%  |  | $80357.47          | $71952.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX5820  | 2044-10-01      | 4.0000%  |  | $66711.80          | $65792.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA6327  | 2050-01-01      | 3.5000%  |  | $14.02             | $13.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8056  | 2050-04-01      | 3.0000%  |  | $45542.69          | $41161.48          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0378  | 2039-01-01      | 4.8900%  |  | $76.16             | $78.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD2833  | 2046-07-01      | 3.0000%  |  | $10139.47          | $9376.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4223  | 2053-10-01      | 6.5000%  |  | $260.97            | $273.56            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HLBS2162  | 2051-06-01      | 2.5900%  |  | $161.72            | $125.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3582  | 2052-05-01      | 3.0000%  |  | $1693.14           | $1525.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8205  | 2052-04-01      | 2.5000%  |  | $122.07            | $104.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 3PQU8130  | 2053-08-01      | 6.0000%  |  | $160.47            | $163.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA6986  | 2052-03-01      | 3.5000%  |  | $242.99            | $227.53            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08659 G  | 2045-08-01      | 3.5000%  |  | $427.30            | $407.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM4422  | 2048-08-01      | 5.5000%  |  | $2936.91           | $3038.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD6581  | 2052-02-01      | 2.5000%  |  | $30073.98          | $25986.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7559  | 2052-06-01      | 4.0000%  |  | $395.55            | $382.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0531  | 2047-04-01      | 3.5000%  |  | $2069.24           | $1967.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD5591  | 2052-06-01      | 2.0000%  |  | $14165.57          | $11661.52          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9974  | 2028-11-01      | 5.8500%  |  | $76.92             | $81.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBT7848  | 2052-07-01      | 3.5000%  |  | $634.53            | $589.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG2834  | 2053-04-01      | 5.0000%  |  | $221.84            | $223.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6696  | 2051-10-01      | 2.0000%  |  | $1256.31           | $1033.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE2376  | 2052-05-01      | 5.0000%  |  | $210.41            | $214.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5381  | 2049-12-01      | 3.0000%  |  | $50.28             | $45.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8086  | 2050-08-01      | 4.0000%  |  | $82.66             | $80.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1631  | 2047-07-01      | 3.0000%  |  | $2644.93           | $2429.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC9156  | 2051-10-01      | 2.5000%  |  | $282.68            | $243.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8496  | 2055-01-01      | 6.0000%  |  | $901.03            | $926.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8494  | 2055-01-01      | 5.5000%  |  | $6909.82           | $7028.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8486  | 2055-01-01      | 6.5000%  |  | $278.58            | $289.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7559  | 2052-06-01      | 4.0000%  |  | $2289933.41        | $2214800.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6954  | 2052-03-01      | 3.0000%  |  | $58.30             | $52.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA6945  | 2052-03-01      | 3.5000%  |  | $58.72             | $54.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6694  | 2052-01-01      | 2.0000%  |  | $383.76            | $314.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3636  | 2053-08-01      | 6.0000%  |  | $322.65            | $335.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4476  | 2053-12-01      | 6.5000%  |  | $939.89            | $988.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8508  | 2055-02-01      | 6.5000%  |  | $57.32             | $59.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6815  | 2052-02-01      | 2.5000%  |  | $79.94             | $69.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7373  | 2038-04-01      | 5.5000%  |  | $2058.85           | $2150.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3385  | 2045-06-01      | 4.0000%  |  | $54403.71          | $52568.07          | Agency Mortgage-Backed Securities         |
| FMAC FERM 05563G 11/25/52  | 2052-11-25      | 5.0000%  |  | $141981.82         | $142689.88         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5571BV 07/25/36  | 2036-07-25      | 5.0000%  |  | $75.75             | $77.36             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4680BQ 05/15/47  | 2047-05-15      | 3.5000%  |  | $16016.18          | $14769.34          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4253PB 08/15/41  | 2041-08-15      | 3.5000%  |  | $10865.66          | $10352.21          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068AV R25F068  | 2036-07-25      | 5.5000%  |  | $227.34            | $236.41            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FC      | 2055-02-20      | 5.2089%  |  | $1324054.70        | $1328337.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 5.8489%  |  | $2768667.59        | $2798986.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 5.8489%  |  | $37673.99          | $38086.54          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 5.3989%  |  | $396710.97         | $397492.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA      | 2051-04-20      | 4.8770%  |  | $149670.42         | $146663.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-164 PH      | 2053-11-20      | 4.5000%  |  | $1770789.47        | $1767862.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL123ND R03F123  | 2033-12-25      | 6.0000%  |  | $63.05             | $66.62             | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLFM1527  | 2049-02-01      | 3.0000%  |  | $34590.58          | $31794.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941  | 2053-03-01      | 5.5000%  |  | $192508.23         | $196639.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8248  | 2052-11-01      | 5.0000%  |  | $62.70             | $63.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7521  | 2050-07-01      | 2.5000%  |  | $7557.11           | $6604.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4051  | 2052-10-01      | 5.0000%  |  | $128.15            | $129.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277  | 2052-12-01      | 5.5000%  |  | $407187.89         | $416517.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0746  | 2055-01-01      | 5.5000%  |  | $578.57            | $589.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG4162  | 2053-06-01      | 5.0000%  |  | $73.49             | $74.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2155  | 2055-05-01      | 6.0000%  |  | $111276.24         | $115072.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY0103  | 2055-04-01      | 7.0000%  |  | $114434.30         | $121330.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4110  | 2052-03-01      | 2.5000%  |  | $285115.08         | $245481.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB4985  | 2050-11-01      | 2.0000%  |  | $188.55            | $156.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM1056  | 2049-06-01      | 5.5000%  |  | $594771.06         | $620929.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5011  | 2055-05-01      | 5.5000%  |  | $488616.55         | $500731.31         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ4036  | 2031-01-01      | 5.2600%  |  | $76.92             | $81.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0725  | 2054-01-01      | 6.0000%  |  | $60458.92          | $62191.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0689  | 2055-03-01      | 6.0000%  |  | $1721665.59        | $1780197.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8738  | 2054-11-01      | 5.5000%  |  | $303.51            | $310.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU5550  | 2055-01-01      | 4.0000%  |  | $235165.74         | $228230.23         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.450 WNWN1597  | 2035-03-01      | 4.4500%  |  | $79.38             | $79.93             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7985  | 2028-03-01      | 4.7900%  |  | $143.62            | $145.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8224  | 2052-07-01      | 2.5000%  |  | $134142.91         | $115300.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7459  | 2055-01-01      | 5.0000%  |  | $72.88             | $73.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8790  | 2053-04-01      | 5.0000%  |  | $143.87            | $145.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8748  | 2053-03-01      | 6.0000%  |  | $21701.05          | $22614.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8694  | 2053-04-01      | 5.0000%  |  | $740.00            | $747.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304  | 2052-12-01      | 5.5000%  |  | $112.52            | $115.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8208  | 2053-01-01      | 5.0000%  |  | $198.01            | $199.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8889  | 2053-04-01      | 6.0000%  |  | $127005.14         | $133876.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7881  | 2052-09-01      | 5.0000%  |  | $121.67            | $122.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7777  | 2052-08-01      | 4.5000%  |  | $4562.08           | $4506.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL735415  | 2032-12-01      | 6.5000%  |  | $782.23            | $826.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7772  | 2052-08-01      | 4.0000%  |  | $11187.12          | $10759.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8432  | 2054-05-01      | 6.0000%  |  | $280.29            | $288.53            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1040  | 2028-12-01      | 3.8100%  |  | $307.69            | $308.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM4919  | 2038-11-01      | 4.0000%  |  | $7657.49           | $7655.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD8675  | 2052-03-01      | 2.5000%  |  | $58.45             | $50.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6388  | 2051-12-01      | 2.5000%  |  | $251.75            | $219.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC1333  | 2051-05-01      | 2.0000%  |  | $222.08            | $182.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9301  | 2051-02-01      | 3.0000%  |  | $36910.28          | $33399.19          | Agency Mortgage-Backed Securities         |

### Security 217: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.080%, 12/1/2025
- **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):** $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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $13957.14          | $13984.46          | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $6428.57           | $6438.79           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  |  | $3214.29           | $3250.23           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $35957.14          | $36340.89          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $17121.43          | $17695.62          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  |  | $35.71             | $36.85             | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  |  | $3271.43           | $3337.26           | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $1185.71           | $1190.88           | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $788.48            | $774.62            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $25.10             | $23.18             | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $93064.29          | $91053.19          | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $6875192.86        | $6465574.85        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $621.43            | $590.57            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $10547.66          | $9921.36           | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $7.14              | $6.61              | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $355642.86         | $333041.20         | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  |  | $3553.77           | $3505.09           | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $3525435.71        | $3485308.82        | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $15405142.86       | $16236613.57       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $1536400.00        | $1550314.15        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $3740571.43        | $3134830.01        | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $3792300.00        | $2636703.54        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $14.29             | $8.58              | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  |  | $2066597.17        | $1160734.59        | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $3698435.71        | $2018845.00        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $976171.43         | $630121.51         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $1583528.57        | $815538.17         | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $11120366.07       | $8293660.88        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $3753671.43        | $3063232.43        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $21.43             | $16.53             | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48        | 2048-02-15      | 1.0000%  |  | $8716615.00        | $6599255.61        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $3164.29           | $2326.01           | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $5800.00           | $4563.45           | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $7.14              | $5.65              | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $7.14              | $5.62              | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $7.14              | $6.07              | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  |  | $21.18             | $21.31             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  |  | $1840100.00        | $1933897.24        | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  |  | $25450.00          | $26776.01          | U.S. Treasuries (including strips) |
| USTR BILL 02/10/26    | 2026-02-10      | 0.0000%  |  | $475228.57         | $471593.07         | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $7.14              | $6.91              | U.S. Treasuries (including strips) |
| USTR BILL 01/06/26    | 2026-01-06      | 0.0000%  |  | $92.86             | $92.47             | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26    | 2026-09-03      | 0.0000%  |  | $26307.14          | $25598.69          | U.S. Treasuries (including strips) |
| USTR BILL 12/02/25    | 2025-12-02      | 0.0000%  |  | $21.43             | $21.42             | U.S. Treasuries (including strips) |
| USTR BILL 12/18/25    | 2025-12-18      | 0.0000%  |  | $14.29             | $14.25             | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26    | 2026-03-19      | 0.0000%  |  | $664.29            | $656.65            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $624435.71         | $635741.67         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $7.14              | $7.32              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $4457.14           | $4529.16           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $38758000.00       | $38970415.25       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $13119526.44       | $13637659.32       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $7048007.14        | $7216587.43        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $2378.57           | $2442.57           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $357.14            | $366.37            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $3055835.71        | $3070393.95        | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  |  | $59515.70          | $60969.03          | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $7.14              | $7.35              | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $35.71             | $36.54             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $120828.57         | $127751.56         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $42599135.71       | $44234966.63       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  |  | $42735.71          | $43629.62          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  |  | $475350.00         | $477450.08         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  |  | $21435.71          | $21692.05          | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $1659221.43        | $1705023.00        | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $498.25            | $486.21            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $1077757.14        | $942935.42         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $6392.86           | $5627.07           | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $2029500.00        | $1615239.39        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $14292.86          | $14565.95          | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $6399.10           | $6338.98           | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  |  | $170484.15         | $172829.57         | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  |  | $715290.58         | $757587.05         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $1961314.29        | $2062608.92        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  |  | $57.14             | $56.33             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $296792.86         | $309329.27         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  |  | $92857.14          | $96270.29          | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  |  | $78.02             | $63.29             | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  |  | $56189.76          | $53468.48          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $3955750.00        | $3925553.44        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $284457.14         | $295686.76         | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $12742.86          | $13012.79          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $8578.57           | $8619.58           | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $1635529.00        | $1220485.06        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $751535.71         | $582017.33         | U.S. Treasuries (including strips) |
| USTR BILL 05/28/26    | 2026-05-28      | 0.0000%  |  | $26500714.29       | $26011776.11       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $40700.00          | $41965.63          | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $459397.69         | $252786.64         | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $38663453.77       | $23122420.07       | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $7.14              | $4.97              | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $5561300.00        | $5796639.38        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $42.86             | $42.88             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $1114.29           | $1111.18           | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $7.14              | $4.38              | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $4540678.57        | $4605397.18        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $371.43            | $384.07            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $13558428.57       | $13884186.67       | U.S. Treasuries (including strips) |

### Security 218: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.080%, 12/1/2025
- **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):** $529000000.00
- **C.18.a - Value (excl. sponsor support):** $529000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $7249767.64        | $7358847.80        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $31873406.71       | $32627057.74       | U.S. Treasuries (including strips) |
| USTR BILL 11/27/26    | 2026-11-27      | 0.0000%  |  | $176913228.38      | $170717727.12      | U.S. Treasuries (including strips) |
| USTR BILL 02/03/26    | 2026-02-03      | 0.0000%  |  | $39880945.00       | $39602974.81       | U.S. Treasuries (including strips) |
| USTR BILL 12/09/25    | 2025-12-09      | 0.0000%  |  | $5122714.67        | $5116516.19        | U.S. Treasuries (including strips) |
| USTR BILL 03/05/26    | 2026-03-05      | 0.0000%  |  | $37777231.78       | $37397570.60       | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26    | 2026-02-19      | 0.0000%  |  | $9000197.28        | $8922435.57        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $102449615.26      | $103802088.86      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $61574366.18       | $61694861.43       | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26    | 2026-04-16      | 0.0000%  |  | $12575085.71       | $12396393.75       | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $62045163.55       | $60126969.88       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $52.43             | $53.21             | U.S. Treasuries (including strips) |

### Security 219: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.020%, 12/3/2025
- **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):** $1299000000.00
- **C.18.a - Value (excl. sponsor support):** $1299000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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 AQ 27 | 2027-07-15      | 4.3750%  |  | $9441405.47        | $9719062.84        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $360156637.89      | $379876689.87      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $662283527.37      | $677646669.52      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $34182843.16       | $33921905.45       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $8117929.58        | $7695365.75        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $99196836.00       | $86787836.37       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  |  | $10520532.63       | $10422258.62       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  |  | $10516977.47       | $10502389.50       | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $26448177.78       | $27706823.56       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $55045609.74       | $56114439.92       | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  |  | $30847141.98       | $33611788.27       | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $136.74            | $132.30            | U.S. Treasuries (including strips) |

### Security 220: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  4.090%, 12/1/2025
- **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):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 05.000 CLCB8969 | 2054-08-01      | 5.0000%  |  | $13460043.48       | $13679522.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1300 | 2051-08-01      | 2.5000%  |  | $298.37            | $259.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4859 | 2049-12-01      | 3.0000%  |  | $166.73            | $151.57            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODF5095 | 2055-11-01      | 4.9830%  |  | $1031863.71        | $1050213.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD0114 | 2055-02-01      | 6.5000%  |  | $422.54            | $448.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC2225 | 2054-08-01      | 6.0000%  |  | $1070536.14        | $1115584.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 BL747076 | 2028-05-01      | 5.5000%  |  | $36.60             | $36.78             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 ZLSI2069 | 2050-11-01      | 2.5000%  |  | $353.85            | $304.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5546 | 2051-07-01      | 3.0000%  |  | $289.88            | $259.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3021 | 2050-07-01      | 2.5000%  |  | $219.19            | $189.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1731 | 2053-05-01      | 5.5000%  |  | $299.58            | $307.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE2110 | 2052-05-01      | 4.0000%  |  | $322.72            | $310.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD6216 | 2052-02-01      | 3.0000%  |  | $290.98            | $262.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA6367 | 2050-01-01      | 3.0000%  |  | $177.95            | $161.98            | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.100 WNWN2724 | 2032-07-01      | 4.1000%  |  | $2438382.86        | $2426649.36        | Agency Mortgage-Backed Securities |
| FMAC FKAR 01.750 WAWA3125 | 2034-10-01      | 1.7500%  |  | $1927525.69        | $1589637.18        | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.750 WAWA3332 | 2040-06-01      | 4.7500%  |  | $580558.51         | $584612.84         | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.802 WVWV0105 | 2031-12-01      | 4.6510%  |  | $428.57            | $427.64            | Agency Mortgage-Backed Securities |
| FMAC FKAR WV0127          | 2035-08-01      | 4.7510%  |  | $435.43            | $435.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  |  | $416.45            | $398.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $357.38            | $359.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3128 | 2053-06-01      | 5.0000%  |  | $366.53            | $370.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8066 | 2035-08-01      | 1.5000%  |  | $174.47            | $158.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4772 | 2048-06-01      | 4.0000%  |  | $73.37             | $71.56             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  |  | $48.60             | $46.14             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0039 | 2040-11-01      | 5.5000%  |  | $17132503.06       | $17615142.81       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5917 | 2040-12-01      | 5.5000%  |  | $445.71            | $458.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  |  | $424.70            | $425.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  |  | $413.03            | $414.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $16343117.29       | $15933068.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5827 | 2053-09-01      | 5.5000%  |  | $31281127.52       | $32440187.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM9601 | 2051-12-01      | 2.5000%  |  | $349.05            | $304.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4181 | 2055-05-01      | 6.5000%  |  | $386.56            | $408.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9376 | 2054-10-01      | 6.5000%  |  | $347.41            | $364.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8833 | 2054-07-01      | 5.5000%  |  | $28758287.32       | $29668860.97       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8971 | 2054-08-01      | 5.0000%  |  | $412.34            | $417.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9945 | 2055-02-01      | 4.5000%  |  | $426.41            | $421.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  |  | $78.78             | $75.41             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH7231 | 2053-12-01      | 6.5000%  |  | $317.65            | $338.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZM3891 | 2047-08-01      | 3.0000%  |  | $78.53             | $72.12             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC5295 | 2051-08-01      | 3.0000%  |  | $253.92            | $228.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $445.30            | $446.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBA4768 | 2031-01-01      | 3.0000%  |  | $32.64             | $32.11             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV2451 | 2052-06-01      | 3.0000%  |  | $36339219.71       | $32500562.57       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE0392 | 2052-04-01      | 3.0000%  |  | $334.19            | $301.07            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBBH5454 | 2047-06-01      | 3.5630%  |  | $131.42            | $131.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7578 | 2055-04-01      | 6.0000%  |  | $696665.12         | $728398.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0048 | 2055-09-01      | 5.0000%  |  | $422.70            | $423.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0446 | 2055-05-01      | 6.5000%  |  | $1265.63           | $1324.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL1564 | 2052-06-01      | 3.0000%  |  | $427.45            | $383.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0757 | 2055-02-01      | 6.0000%  |  | $425.11            | $445.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB1700 | 2040-11-01      | 5.0000%  |  | $428.71            | $437.25            | Agency Mortgage-Backed Securities |
| FMAC FKAR 03.900 WNWN1646 | 2030-07-01      | 3.9000%  |  | $428.57            | $427.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $3697632.70        | $3761342.91        | Agency Mortgage-Backed Securities |

### Security 221: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.980%, 12/29/2025
- **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):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TINT 05/15/28        | 2028-05-15      | 0.0000%  |  | $2923.65           | $2680.75           | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  |  | $2314.25           | $2140.53           | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/27        | 2027-08-15      | 0.0000%  |  | $24.13             | $22.70             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/26        | 2026-02-15      | 0.0000%  |  | $2.73              | $2.71              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $18835800.00       | $19867137.25       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $200.00            | $206.23            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $100.00            | $101.80            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $100.00            | $103.84            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $238000.00         | $246102.05         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $2000.00           | $2062.99           | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $14417923.70       | $14309522.85       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $800.00            | $802.54            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  |  | $108.24            | $108.30            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $25000000.00       | $25292201.09       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $100.00            | $102.36            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $400.00            | $410.59            | U.S. Treasuries (including strips)        |
| USTR 6 1/8 TPRN 29        | 2029-08-15      | 0.0000%  |  | $2200.00           | $1931.39           | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 29        | 2029-08-15      | 6.1250%  |  | $700.00            | $774.96            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $441000.00         | $391684.70         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  |  | $105.62            | $107.07            | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 41        | 2041-02-15      | 2.1250%  |  | $2965080.00        | $2982770.20        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $1000.00           | $1032.27           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $6143600.00        | $6196904.24        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $600.00            | $444.79            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $100.00            | $94.55             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $305.97            | $310.52            | U.S. Treasuries (including strips)        |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  |  | $1000000.00        | $967530.00         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $20602700.00       | $20964135.77       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $100.00            | $101.75            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $2000.00           | $1987.24           | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $1700.00           | $1613.74           | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $700.00            | $699.65            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $1600.00           | $1584.04           | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $1000.00           | $877.98            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $7000000.00        | $6616536.77        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $100.00            | $87.84             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $10000000.00       | $9881942.02        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  |  | $200.00            | $197.24            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $301000.00         | $299148.89         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $100.00            | $98.41             | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $5500.00           | $5417.75           | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  |  | $948.12            | $942.83            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 TPRN F 33      | 2033-11-15      | 0.0000%  |  | $500.00            | $368.84            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $100.00            | $103.03            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $1995000.00        | $2031141.02        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $6000700.00        | $5686043.45        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $100.00            | $100.79            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $100.00            | $87.46             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $700.00            | $445.06            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $400.00            | $278.11            | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $100.00            | $60.04             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $5000000.00        | $3270264.50        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $1000000.00        | $515013.23         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $2900.00           | $1898.46           | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $258.04            | $192.45            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $1600.00           | $1253.94           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $2584000.00        | $1768269.54        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  |  | $4136160.00        | $3112683.53        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  |  | $5432.90           | $4687.48           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $200.00            | $178.02            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $100.00            | $79.77             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $900.00            | $938.09            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $1100.00           | $1135.87           | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 37        | 2037-02-15      | 4.7500%  |  | $1000.00           | $1076.75           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $1100.00           | $1165.18           | U.S. Treasuries (including strips)        |
| USTR 3 3/8 TRIB 32        | 2032-04-15      | 3.3750%  |  | $2743.64           | $3076.57           | U.S. Treasuries (including strips)        |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  |  | $1700.00           | $1867.38           | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $100.00            | $106.85            | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  |  | $300.00            | $315.63            | U.S. Treasuries (including strips)        |
| USTR 6 3/8 BOND 27        | 2027-08-15      | 6.3750%  |  | $200.00            | $213.13            | U.S. Treasuries (including strips)        |
| USTR BILL 12/02/25        | 2025-12-02      | 0.0000%  |  | $1200.00           | $1199.47           | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $143.68            | $114.85            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $22492500.00       | $22812941.95       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $21352400.00       | $21955863.16       | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 29     | 2029-10-15      | 1.6250%  |  | $103.18            | $105.09            | U.S. Treasuries (including strips)        |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  |  | $100.00            | $102.86            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $3400.00           | $3344.58           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  |  | $108.99            | $106.36            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $58335627.68       | $53883800.05       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $100.00            | $84.75             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $24999900.00       | $25409793.39       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $2300.00           | $2408.39           | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  |  | $124.70            | $70.04             | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $1400.00           | $1522.49           | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $6314176.28        | $3776150.92        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $93000.00          | $97533.72          | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/34        | 2034-11-15      | 0.0000%  |  | $24.00             | $16.65             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $300.00            | $286.33            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $5000000.00        | $4938800.55        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $129.34            | $128.59            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN A 26      | 2026-01-15      | 0.6250%  |  | $136.64            | $136.62            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $25000000.00       | $25655403.16       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $200.00            | $207.25            | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $80.19             | $64.73             | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  |  | $700.00            | $728.24            | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  |  | $408500.00         | $401249.13         | U.S. Treasuries (including strips)        |
| USTR BILL 04/30/26        | 2026-04-30      | 0.0000%  |  | $300.00            | $295.30            | U.S. Treasuries (including strips)        |
| USTR BILL 01/13/26        | 2026-01-13      | 0.0000%  |  | $493500.00         | $491091.72         | U.S. Treasuries (including strips)        |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $900.00            | $875.76            | U.S. Treasuries (including strips)        |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $400.00            | $390.17            | U.S. Treasuries (including strips)        |
| USTR BILL 01/02/26        | 2026-01-02      | 0.0000%  |  | $1019500.00        | $1015687.07        | U.S. Treasuries (including strips)        |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  |  | $500.00            | $499.29            | U.S. Treasuries (including strips)        |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $4000.00           | $3976.80           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $64968400.00       | $66642367.32       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $300.00            | $300.48            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $2890000.00        | $2913309.83        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $25545800.00       | $25654093.02       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $52200.00          | $53449.32          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $200.00            | $202.02            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $1000000.00        | $1026907.76        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $1000.00           | $1013.20           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $500.00            | $507.20            | U.S. Treasuries (including strips)        |
| FNMA FNMS 03.000 CIBA4768 | 2031-01-01      | 3.0000%  |  | $114.24            | $112.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5478 | 2055-12-01      | 5.5000%  |  | $1000.00           | $1020.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 BL747076 | 2028-05-01      | 5.5000%  |  | $30.96             | $31.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1731 | 2053-05-01      | 5.5000%  |  | $699.03            | $717.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0336 C     | 2053-08-20      | 7.0000%  |  | $976.16            | $1046.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0335 C     | 2053-09-20      | 7.0000%  |  | $763.09            | $815.89            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-100 FJ     | 2055-06-20      | 5.2989%  |  | $962.07            | $968.60            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-057 FJ     | 2053-04-20      | 5.0489%  |  | $912.27            | $910.91            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-006 FE     | 2052-01-20      | 3.5000%  |  | $921.24            | $825.42            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-191 FA     | 2048-10-20      | 4.3743%  |  | $420.00            | $412.35            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-120 FH     | 2055-07-20      | 5.2689%  |  | $76644993.43       | $77121714.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-050 FH     | 2052-03-20      | 3.5000%  |  | $7737077.03        | $6974060.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF CR2396 X     | 2053-05-15      | 6.5000%  |  | $983.24            | $1077.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AK2595 C     | 2044-11-20      | 3.5000%  |  | $82.66             | $76.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AJ9004 C     | 2044-10-20      | 3.5000%  |  | $312.01            | $288.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE8453 C     | 2044-06-20      | 4.0000%  |  | $161.06            | $156.24            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AE6977 X     | 2043-08-15      | 3.0000%  |  | $102.29            | $94.72             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AD3148 X     | 2043-05-15      | 3.0000%  |  | $123.06            | $113.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AD1574 C     | 2043-01-20      | 3.0000%  |  | $281.69            | $256.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI1502 C     | 2052-01-20      | 3.5000%  |  | $724.99            | $682.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW1987 C     | 2050-08-20      | 3.0000%  |  | $219.22            | $197.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW1813 C     | 2050-08-20      | 4.0000%  |  | $897.57            | $884.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW0292 C     | 2050-07-20      | 3.0000%  |  | $1363.48           | $1235.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3535 C     | 2050-07-20      | 3.0000%  |  | $409.19            | $370.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3619 C     | 2050-03-20      | 3.0000%  |  | $399.66            | $362.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9743 C     | 2049-11-20      | 4.0000%  |  | $269.41            | $259.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BJ1318 C     | 2049-05-20      | 5.0000%  |  | $317.25            | $326.04            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CO4901 X     | 2052-07-15      | 6.5000%  |  | $965.12            | $1022.79           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE4664 X     | 2047-12-15      | 4.0000%  |  | $369.49            | $357.19            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.160 WNWN2709 | 2032-07-01      | 4.1600%  |  | $1000.00           | $998.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  |  | $584.89            | $482.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB8066 | 2035-08-01      | 1.5000%  |  | $870.23            | $791.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $131.65            | $124.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4726 | 2047-07-01      | 3.5000%  |  | $491627.23         | $466329.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5103 | 2047-12-01      | 3.5000%  |  | $4775.28           | $4508.12           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1317 G        | 2043-04-01      | 6.4340%  |  | $55.81             | $57.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  |  | $113.28            | $107.56            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B7956 G        | 2041-01-01      | 6.7260%  |  | $1810.59           | $1873.18           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841615 G        | 2053-09-01      | 5.0580%  |  | $817.71            | $831.51            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA0244 X     | 2047-04-15      | 4.0000%  |  | $195.63            | $189.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9485 M     | 2054-02-20      | 4.0000%  |  | $884.81            | $849.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9307 M     | 2053-11-20      | 6.5000%  |  | $469.24            | $486.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  |  | $813.19            | $755.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $604.85            | $622.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9105 M     | 2053-08-20      | 5.0000%  |  | $845.73            | $851.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9013 M     | 2053-07-20      | 3.5000%  |  | $815.58            | $758.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9776 M     | 2054-07-20      | 4.0000%  |  | $952.66            | $913.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8802 M     | 2053-04-20      | 6.0000%  |  | $565.19            | $582.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8487 M     | 2052-12-20      | 3.5000%  |  | $807.68            | $749.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8428 M     | 2052-11-20      | 5.0000%  |  | $764.19            | $771.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $1523.95           | $1537.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8350 M     | 2052-10-20      | 6.0000%  |  | $546.78            | $564.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8197 M     | 2052-08-20      | 2.5000%  |  | $709.61            | $621.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7590 M     | 2051-09-20      | 3.0000%  |  | $643.40            | $583.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7475 M     | 2051-07-20      | 4.0000%  |  | $489.84            | $473.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7473 M     | 2051-07-20      | 3.0000%  |  | $590.67            | $535.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7370 M     | 2051-05-20      | 4.0000%  |  | $1740.79           | $1680.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7312 M     | 2051-04-20      | 2.5000%  |  | $584.50            | $510.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4732 C     | 2055-05-20      | 6.5000%  |  | $995.09            | $1041.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4683 C     | 2055-05-20      | 6.5000%  |  | $995.02            | $1041.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0983 C     | 2054-12-20      | 5.5000%  |  | $985.90            | $1006.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF8248 C     | 2054-12-20      | 5.5000%  |  | $959.77            | $980.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF1634 C     | 2055-05-20      | 5.5000%  |  | $992.53            | $1013.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ8933 C     | 2054-01-20      | 8.0000%  |  | $594.61            | $629.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX5874 C     | 2053-10-20      | 7.0000%  |  | $390.64            | $410.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX0791 C     | 2053-09-20      | 7.0000%  |  | $1506.84           | $1603.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6949 C     | 2053-06-20      | 6.5000%  |  | $463.24            | $489.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6324 C     | 2053-10-20      | 7.0000%  |  | $1168.59           | $1243.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6323 C     | 2053-10-20      | 7.0000%  |  | $919.88            | $979.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6321 C     | 2053-10-20      | 7.0000%  |  | $809.49            | $861.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6318 C     | 2053-10-20      | 7.0000%  |  | $890.46            | $947.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6290 C     | 2053-09-20      | 7.0000%  |  | $2005.25           | $2134.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6285 C     | 2053-09-20      | 7.0000%  |  | $928.58            | $988.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV2228 C     | 2053-06-20      | 6.5000%  |  | $749.47            | $788.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4288 C     | 2055-09-20      | 4.5000%  |  | $997.02            | $1026.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1645 C     | 2055-04-20      | 6.5000%  |  | $838.23            | $877.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8998 C     | 2055-01-20      | 5.0000%  |  | $985.48            | $995.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M     | 2051-03-20      | 2.5000%  |  | $558.18            | $487.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $571.79            | $478.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  |  | $3614.34           | $3281.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6768 M     | 2050-07-20      | 4.0000%  |  | $526.42            | $508.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6711 M     | 2050-06-20      | 3.5000%  |  | $243.84            | $226.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6659 M     | 2050-05-20      | 4.5000%  |  | $197.34            | $197.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6343 M     | 2049-12-20      | 5.5000%  |  | $186.39            | $193.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6338 M     | 2049-12-20      | 3.0000%  |  | $298.23            | $271.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6065 M     | 2034-08-20      | 3.5000%  |  | $122.87            | $121.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6012 M     | 2034-07-20      | 2.5000%  |  | $101.16            | $97.23             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5874 M     | 2049-04-20      | 3.0000%  |  | $291.51            | $268.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $678.98            | $693.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5709 M     | 2049-01-20      | 3.5000%  |  | $156.55            | $147.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5594 M     | 2048-11-20      | 3.5000%  |  | $129.31            | $120.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M     | 2048-02-20      | 3.0000%  |  | $304.77            | $279.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4899 M     | 2047-12-20      | 3.0000%  |  | $203.56            | $186.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4588 M     | 2047-07-20      | 4.5000%  |  | $89.17             | $89.70             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5399 M     | 2048-08-20      | 4.5000%  |  | $160.02            | $160.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5332 M     | 2048-07-20      | 5.0000%  |  | $4385.93           | $4489.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4195 M     | 2047-01-20      | 3.0000%  |  | $271.88            | $249.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4195 M     | 2047-01-20      | 3.0000%  |  | $152.57            | $140.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4381 M     | 2047-04-20      | 3.0000%  |  | $165.36            | $151.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3106 M     | 2045-09-20      | 4.0000%  |  | $73.35             | $71.51             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3079 M     | 2030-09-20      | 3.5000%  |  | $67.46             | $67.15             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3597 M     | 2046-04-20      | 3.5000%  |  | $111.29            | $104.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3596 M     | 2046-04-20      | 3.0000%  |  | $111.66            | $102.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0601 M     | 2027-12-20      | 2.5000%  |  | $22.86             | $22.58             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0318 M     | 2042-08-20      | 3.5000%  |  | $84.16             | $80.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0154 M     | 2042-06-20      | 3.5000%  |  | $78.77             | $75.45             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AC3750 X     | 2042-12-15      | 3.0000%  |  | $93.15             | $85.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2623 | 2054-10-01      | 5.5000%  |  | $903.39            | $928.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5189 | 2055-10-01      | 5.5000%  |  | $873.37            | $894.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $8135485.38        | $8275659.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9601 | 2051-12-01      | 2.5000%  |  | $2509885.97        | $2192799.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFA3284 | 2036-09-01      | 2.5000%  |  | $981.67            | $932.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9652 | 2054-12-01      | 5.0000%  |  | $13218914.17       | $13361678.45       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5264 M     | 2048-06-20      | 4.0000%  |  | $92.45             | $89.64             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  |  | $1110.76           | $1008.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7768 M     | 2051-12-20      | 3.0000%  |  | $685.74            | $621.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV0191 C     | 2053-07-20      | 7.0000%  |  | $896.20            | $950.57            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AD9097 X     | 2043-05-15      | 3.5000%  |  | $160.86            | $152.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3311 M     | 2045-12-20      | 4.0000%  |  | $181.24            | $176.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AG8973 C     | 2044-05-20      | 4.0000%  |  | $166.24            | $161.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5878 M     | 2049-04-20      | 5.0000%  |  | $73.37             | $75.05             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6322 C     | 2053-10-20      | 7.0000%  |  | $840.49            | $894.56            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18578 G | 2030-12-01      | 3.0000%  |  | $99.50             | $97.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7882 M     | 2052-02-20      | 3.0000%  |  | $715.09            | $647.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7313 M     | 2051-04-20      | 3.0000%  |  | $497.64            | $451.52            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP0912       | 2063-04-15      | 4.9000%  |  | $980.81            | $998.41            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN BX7841       | 2062-01-15      | 3.2500%  |  | $971.08            | $726.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $74.82             | $74.93             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6089 M     | 2049-08-20      | 3.0000%  |  | $149.16            | $135.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M     | 2052-07-20      | 2.5000%  |  | $725.05            | $633.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9665 M     | 2054-05-20      | 4.0000%  |  | $963.20            | $919.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM5829 | 2048-03-01      | 3.5000%  |  | $289.08            | $273.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  |  | $948.95            | $908.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW9297 C     | 2053-10-20      | 6.5000%  |  | $675.48            | $707.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6342 M     | 2049-12-20      | 5.0000%  |  | $123.54            | $126.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5712 M     | 2049-01-20      | 5.0000%  |  | $58.02             | $59.23             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BV9802 C     | 2036-04-20      | 5.5000%  |  | $323.23            | $336.72            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783321 X     | 2040-12-15      | 5.5000%  |  | $32.44             | $33.90             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783252 X     | 2040-09-15      | 5.0000%  |  | $53.27             | $55.06             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737796 X     | 2040-12-15      | 3.5000%  |  | $1921489.60        | $1815682.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004922 M     | 2041-01-20      | 4.0000%  |  | $120.32            | $118.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 005321 M     | 2027-02-20      | 3.0000%  |  | $4834.97           | $4801.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005280 M     | 2042-01-20      | 4.0000%  |  | $276.89            | $270.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0624 M     | 2055-09-20      | 6.0000%  |  | $164944.78         | $169271.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9487 M     | 2054-02-20      | 5.0000%  |  | $862.88            | $868.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV0621 C     | 2053-09-20      | 7.0000%  |  | $1646459.51        | $1720237.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  |  | $928.62            | $881.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1597 | 2032-07-01      | 2.5000%  |  | $339.55            | $329.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0337 C     | 2053-09-20      | 7.0000%  |  | $1814.99           | $1944.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8488 M     | 2052-12-20      | 4.0000%  |  | $825.49            | $793.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE9929 C     | 2054-10-20      | 6.5000%  |  | $493.70            | $503.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4779 M     | 2047-10-20      | 4.0000%  |  | $112.28            | $109.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9458 M     | 2039-02-20      | 5.5000%  |  | $1395.56           | $1445.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M     | 2053-07-20      | 5.5000%  |  | $1382.96           | $1411.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  |  | $151.76            | $139.39            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AN0223 X     | 2045-06-15      | 4.0000%  |  | $217.56            | $211.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6238 C     | 2053-07-20      | 7.0000%  |  | $872.16            | $928.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2833 C     | 2055-02-20      | 6.5000%  |  | $993.50            | $1039.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7884 C     | 2055-09-20      | 7.0000%  |  | $1008.57           | $1078.38           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.802 WVWV0105 | 2031-12-01      | 4.6510%  |  | $1000.00           | $997.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3638 C     | 2055-04-20      | 6.5000%  |  | $885.78            | $927.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1425 C     | 2055-03-20      | 7.0000%  |  | $967.28            | $1022.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8970 | 2054-08-01      | 5.0000%  |  | $14005762.72       | $14222431.87       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV2682 C     | 2055-08-20      | 7.5000%  |  | $1013.89           | $1053.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH2404 C     | 2055-02-20      | 5.5000%  |  | $939.66            | $959.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0864 | 2055-08-01      | 6.0000%  |  | $1003.95           | $1053.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M     | 2050-02-20      | 4.0000%  |  | $146.81            | $142.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6558 C     | 2055-04-20      | 6.5000%  |  | $993.40            | $1039.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6270 C     | 2055-02-20      | 7.0000%  |  | $2554669.58        | $2689410.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  |  | $1083.88           | $1086.87           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF4135 | 2055-11-01      | 6.2580%  |  | $1000.00           | $1038.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8694 C     | 2055-09-20      | 6.0000%  |  | $999.10            | $1040.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6291 C     | 2055-09-20      | 7.5000%  |  | $776833.30         | $839675.23         | Agency Mortgage-Backed Securities         |
| FCSB 3.44 FCSB 40 H       | 2040-02-23      | 3.4400%  |  | $2000.00           | $1748.25           | Agency Debentures and Agency Strips       |

### Security 222: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  4.090%, 12/1/2025
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLSL2048 | 2055-08-01      | 5.0000%  |  | $36104376.71       | $36497192.33       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1825 | 2055-06-01      | 5.0000%  |  | $2961248.47        | $2982815.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ1954 | 2055-09-01      | 5.0000%  |  | $35587538.95       | $35716508.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6526 | 2053-06-01      | 5.5000%  |  | $34940958.30       | $36078985.31       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  |  | $36155255.11       | $34957323.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0266 | 2058-05-01      | 4.0000%  |  | $38089245.60       | $36136676.60       | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G01704 G | 2033-07-01      | 5.5000%  |  | $48.76             | $50.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8523 | 2054-05-01      | 5.0000%  |  | $35378238.20       | $35925539.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0220 | 2057-09-01      | 4.0000%  |  | $38354192.35       | $36791872.67       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.090%, 12/1/2025
- **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:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 SF MA7289 M | 2035-08-20      | 5.0000%  |  | $319725.67         | $322823.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8077 M | 2035-04-20      | 5.0000%  |  | $30628.00          | $30866.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M | 2052-05-20      | 4.0000%  |  | $180960.35         | $174146.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6408 M | 2050-01-20      | 2.5000%  |  | $475865.42         | $417640.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $20256299.28       | $16955879.67       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M | 2034-08-20      | 4.5000%  |  | $307810.34         | $309108.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1375 M | 2043-10-20      | 3.5000%  |  | $3894094.78        | $3707119.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0534 M | 2042-11-20      | 3.5000%  |  | $5530620.67        | $5299247.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6243 C | 2043-04-20      | 3.5000%  |  | $3545175.20        | $3283073.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0624 M | 2055-09-20      | 6.0000%  |  | $1705223966.70     | $1749951991.35     | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0003 M | 2039-11-20      | 6.5000%  |  | $48304.86          | $51007.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8053 C | 2055-09-20      | 6.5000%  |  | $1034953.40        | $1084392.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2501 C | 2055-07-20      | 6.5000%  |  | $6279455.43        | $6571983.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7937 C | 2055-07-20      | 6.5000%  |  | $990591.60         | $1040366.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5655 C | 2055-06-20      | 6.5000%  |  | $1428505.46        | $1495925.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1823 C | 2055-07-20      | 6.5000%  |  | $1038839.04        | $1087235.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0800 C | 2055-07-20      | 6.5000%  |  | $951199.45         | $1003640.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4829 C | 2055-04-20      | 7.0000%  |  | $27849869.89       | $29641479.87       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9942 C | 2054-12-20      | 5.5000%  |  | $1080293.80        | $1103290.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0460 C | 2054-12-20      | 6.5000%  |  | $1248648.30        | $1305674.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4243 C | 2054-11-20      | 7.0000%  |  | $1456937.24        | $1526137.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3571 C | 2054-06-20      | 6.0000%  |  | $1280124.00        | $1317429.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV9811 C | 2053-06-20      | 5.0000%  |  | $1469810.15        | $1505670.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV3842 C | 2053-07-20      | 6.0000%  |  | $535476.24         | $553782.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9941 M | 2039-10-20      | 6.5000%  |  | $89555.98          | $94734.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM9476 C | 2052-06-20      | 2.5000%  |  | $3585114.60        | $3080638.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C | 2035-09-20      | 5.5000%  |  | $700690.21         | $715003.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK4917 C | 2052-01-20      | 3.5000%  |  | $560631.24         | $519734.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2896 C | 2051-11-20      | 2.5000%  |  | $890168.10         | $762703.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY9470 C | 2036-04-20      | 5.0000%  |  | $1096857.86        | $1120585.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6411 C | 2050-10-20      | 3.0000%  |  | $225987.57         | $205031.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C | 2050-05-20      | 3.0000%  |  | $899422.43         | $802122.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN5830 C | 2050-08-20      | 2.5000%  |  | $1197285.34        | $1044350.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9688 M | 2036-07-20      | 2.0000%  |  | $64137.79          | $59432.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9573 M | 2039-11-20      | 4.5000%  |  | $141587.68         | $142998.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9302 M | 2053-11-20      | 4.0000%  |  | $344700.60         | $331522.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9276 M | 2030-12-20      | 8.0000%  |  | $149388.38         | $156995.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M | 2053-10-20      | 4.0000%  |  | $1461086.72        | $1409510.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9234 M | 2053-10-20      | 2.0000%  |  | $1269004.06        | $1063978.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9104 M | 2053-08-20      | 4.5000%  |  | $2446067.29        | $2412470.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9101 M | 2053-08-20      | 3.0000%  |  | $435863.10         | $397358.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8846 M | 2038-05-20      | 4.5000%  |  | $158420.92         | $158947.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8692 M | 2038-07-20      | 3.5000%  |  | $248887.04         | $243208.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8538 M | 2038-01-20      | 5.0000%  |  | $36445.48          | $36720.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8455 M | 2037-12-20      | 2.5000%  |  | $50231.00          | $47849.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8397 M | 2037-11-20      | 4.5000%  |  | $131291.02         | $131967.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8316 M | 2037-12-20      | 3.0000%  |  | $705835.12         | $668648.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8239 M | 2037-02-20      | 2.0000%  |  | $142951.38         | $132461.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8153 M | 2052-07-20      | 5.5000%  |  | $196340.40         | $200807.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8122 M | 2037-07-20      | 2.0000%  |  | $459277.17         | $427764.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8986 M | 2038-07-20      | 5.0000%  |  | $224692.53         | $228511.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M | 2051-07-20      | 3.5000%  |  | $202504.22         | $188152.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C | 2036-01-20      | 6.0000%  |  | $509302.88         | $532196.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9826 M | 2039-07-20      | 6.5000%  |  | $103413.86         | $110622.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5300 M | 2033-07-20      | 3.5000%  |  | $117447.88         | $116392.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8940 M | 2051-04-20      | 1.5000%  |  | $119743.19         | $96239.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9957 C | 2051-10-20      | 2.5000%  |  | $510483.46         | $443060.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7257 M | 2051-03-20      | 3.5000%  |  | $724772.75         | $673937.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3994 C | 2054-09-20      | 5.5000%  |  | $1198255.37        | $1223576.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6428 C | 2050-10-20      | 3.0000%  |  | $426917.59         | $387348.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8241 M | 2037-09-20      | 3.0000%  |  | $799561.54         | $764803.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M | 2038-10-20      | 4.5000%  |  | $448817.63         | $451143.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C | 2040-06-20      | 5.0000%  |  | $1506611.79        | $1525664.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C | 2050-01-20      | 3.5000%  |  | $287402.30         | $265249.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  |  | $1314404576.59     | $1190876834.48     | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C | 2051-01-20      | 2.0000%  |  | $31030.41          | $25724.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5967 C | 2055-08-20      | 6.5000%  |  | $1378126.15        | $1442327.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6154 C | 2055-01-20      | 7.0000%  |  | $1131599.11        | $1200254.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0403 C | 2055-07-20      | 5.5000%  |  | $5681442.61        | $5802400.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0069 M | 2039-10-20      | 6.5000%  |  | $149207.14         | $159953.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7974 C | 2055-08-20      | 6.5000%  |  | $1244877.68        | $1305909.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3436 C | 2055-01-20      | 7.0000%  |  | $773596.56         | $800716.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0296 C | 2055-05-20      | 6.5000%  |  | $4207860.05        | $4403887.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8189 C | 2054-11-20      | 6.5000%  |  | $829018.32         | $867638.96         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.080%, 12/1/2025
- **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:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 4 1/8 NOTE W 29 | 2029-03-31      | 4.1250%  |  | $985646400.00      | $1010663215.84     | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28 | 2028-05-31      | 1.2500%  |  | $1092312000.00     | $1040880155.22     | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27 | 2027-04-30      | 0.5000%  |  | $219841600.00      | $210737682.42      | U.S. Treasuries (including strips) |
| USTR BILL 05/28/26   | 2026-05-28      | 0.0000%  |  | $942175300.00      | $925218971.13      | U.S. Treasuries (including strips) |

### Security 225: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.090%, 12/1/2025
- **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: 966RQU009, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 BOND 50        | 2050-11-15      | 1.6250%  |  | $158.33            | $85.97             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $8.33              | $6.61              | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $16.67             | $13.08             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $8.33              | $6.63              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $8.33              | $7.73              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $8.33              | $4.86              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $1757741.67        | $1810072.58        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  |  | $13.42             | $13.68             | U.S. Treasuries (including strips)        |
| USTR 2 TRIB 26            | 2026-01-15      | 2.0000%  |  | $109.05            | $109.79            | U.S. Treasuries (including strips)        |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  |  | $8.33              | $9.14              | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  |  | $13858.33          | $14420.96          | U.S. Treasuries (including strips)        |
| USTR BILL 03/17/26        | 2026-03-17      | 0.0000%  |  | $50.00             | $49.45             | U.S. Treasuries (including strips)        |
| USTR BILL 03/17/26        | 2026-03-17      | 0.0000%  |  | $79250.00          | $78384.43          | U.S. Treasuries (including strips)        |
| USTR BILL 03/10/26        | 2026-03-10      | 0.0000%  |  | $5750.00           | $5691.45           | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  |  | $2683.33           | $2636.85           | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $166.67            | $160.89            | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $1405183.33        | $1356502.16        | U.S. Treasuries (including strips)        |
| USTR BILL 03/03/26        | 2026-03-03      | 0.0000%  |  | $127491.67         | $126285.47         | U.S. Treasuries (including strips)        |
| USTR BILL 02/24/26        | 2026-02-24      | 0.0000%  |  | $35916.67          | $35603.22          | U.S. Treasuries (including strips)        |
| USTR BILL 04/30/26        | 2026-04-30      | 0.0000%  |  | $4791.67           | $4718.65           | U.S. Treasuries (including strips)        |
| USTR BILL 02/03/26        | 2026-02-03      | 0.0000%  |  | $57016.67          | $56640.59          | U.S. Treasuries (including strips)        |
| USTR BILL 01/27/26        | 2026-01-27      | 0.0000%  |  | $10833.33          | $10768.55          | U.S. Treasuries (including strips)        |
| USTR BILL 01/06/26        | 2026-01-06      | 0.0000%  |  | $32083.33          | $31961.19          | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $50083.33          | $49460.05          | U.S. Treasuries (including strips)        |
| USTR BILL 12/16/25        | 2025-12-16      | 0.0000%  |  | $8.33              | $8.32              | U.S. Treasuries (including strips)        |
| USTR BILL 12/09/25        | 2025-12-09      | 0.0000%  |  | $437108.33         | $436731.55         | U.S. Treasuries (including strips)        |
| USTR BILL 12/09/25        | 2025-12-09      | 0.0000%  |  | $61666.67          | $61613.51          | U.S. Treasuries (including strips)        |
| USTR BILL 02/12/26        | 2026-02-12      | 0.0000%  |  | $265791.67         | $263797.43         | U.S. Treasuries (including strips)        |
| USTR BILL 12/02/25        | 2025-12-02      | 0.0000%  |  | $1750.00           | $1749.81           | U.S. Treasuries (including strips)        |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  |  | $503875.00         | $500415.39         | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  |  | $30266.67          | $30077.68          | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $19816.67          | $19722.80          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $16.67             | $15.70             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $8181325.00        | $5175938.47        | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $2258.33           | $2207.17           | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $3523791.67        | $2669020.22        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $1453758.33        | $1492514.45        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $8.33              | $4.14              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $8.33              | $8.87              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $3075691.67        | $3030435.44        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  |  | $8.33              | $7.06              | U.S. Treasuries (including strips)        |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  |  | $53750.00          | $53380.95          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $6141.67           | $6396.42           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  |  | $33533.33          | $34249.18          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $83.33             | $84.92             | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 41        | 2041-02-15      | 2.1250%  |  | $385361.56         | $386766.28         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $61091.67          | $61160.68          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $8.33              | $8.57              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $11475.00          | $11557.57          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $51833.33          | $50417.71          | U.S. Treasuries (including strips)        |
| USTR BILL 12/04/25        | 2025-12-04      | 0.0000%  |  | $178125.00         | $178067.47         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $8.33              | $8.44              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $611608.33         | $617910.33         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $188366.67         | $157128.47         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  |  | $25.00             | $24.90             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $558333.33         | $498918.55         | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $2031700.00        | $2030782.80        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $1299950.00        | $1303145.51        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $13441.67          | $13455.13          | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $83.33             | $83.40             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $1223041.67        | $1254066.67        | U.S. Treasuries (including strips)        |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  |  | $42416.67          | $43738.21          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $131341.67         | $137415.82         | U.S. Treasuries (including strips)        |
| USTR BILL 12/18/25        | 2025-12-18      | 0.0000%  |  | $349866.67         | $349221.51         | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $41975.00          | $39283.75          | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  |  | $120991.67         | $120236.20         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $1671933.33        | $1284439.01        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $1426316.67        | $1432567.03        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $83.33             | $83.96             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $153550.00         | $118408.45         | U.S. Treasuries (including strips)        |
| USTR BILL 05/28/26        | 2026-05-28      | 0.0000%  |  | $33.33             | $32.73             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $280716.67         | $182725.75         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $8.33              | $8.59              | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $1093991.67        | $1042480.73        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  |  | $42009.94          | $41656.98          | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  |  | $25.00             | $24.76             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $16500.00          | $16945.64          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  |  | $43591.67          | $43596.97          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE J 26      | 2026-03-31      | 2.2500%  |  | $217133.33         | $216798.29         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $19138608.33       | $18879308.11       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $8.33              | $8.22              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $299983.33         | $298172.31         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $592741.67         | $622526.69         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $1376891.67        | $1395389.93        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $8291.67           | $8536.46           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $912050.00         | $914246.14         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $2428975.00        | $2362637.32        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $2102491.67        | $1995922.04        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $16666.67          | $15821.88          | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $388666.67         | $386825.55         | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $675500.00         | $672300.16         | U.S. Treasuries (including strips)        |
| USTR BILL 01/08/26        | 2026-01-08      | 0.0000%  |  | $7725.00           | $7694.02           | U.S. Treasuries (including strips)        |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $7966.67           | $7774.59           | U.S. Treasuries (including strips)        |
| USTR BILL 12/18/25        | 2025-12-18      | 0.0000%  |  | $2037758.33        | $2034000.71        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $66.67             | $65.90             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 29     | 2029-10-15      | 1.6250%  |  | $18116.69          | $18449.21          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $2083.33           | $2098.60           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $16.67             | $16.79             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $1184150.00        | $1197358.09        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $2574641.67        | $2581471.39        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $41250.00          | $41430.76          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $947241.67         | $959449.35         | U.S. Treasuries (including strips)        |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  |  | $237991.67         | $237734.16         | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $152058.33         | $149525.65         | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $83333.33          | $82407.75          | U.S. Treasuries (including strips)        |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  |  | $5325.00           | $5281.16           | U.S. Treasuries (including strips)        |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $97491.67          | $96959.36          | U.S. Treasuries (including strips)        |
| USTR BILL 12/26/25        | 2025-12-26      | 0.0000%  |  | $3250.00           | $3241.24           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $4100.00           | $4129.50           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $16.67             | $17.28             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $293600.00         | $302106.32         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $3159266.67        | $3217616.12        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $8966.67           | $9182.28           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $1591.67           | $1704.40           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $183733.33         | $190833.96         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $115450.00         | $119220.01         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $3128333.33        | $3252953.29        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $6291.67           | $6404.79           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $250000.00         | $254968.76         | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $750.00            | $833.11            | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 29        | 2029-08-15      | 6.1250%  |  | $5233.33           | $5788.45           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $8.33              | $8.56              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $33333.33          | $35200.86          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $441500.00         | $342578.89         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $48841.67          | $35735.60          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $36833.33          | $32994.74          | U.S. Treasuries (including strips)        |
| USTR BILL 12/02/25        | 2025-12-02      | 0.0000%  |  | $833.33            | $833.24            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $833.33            | $774.02            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $1095908.33        | $1125961.95        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $9641.67           | $6200.97           | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $210341.67         | $107725.48         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $1026141.67        | $525533.56         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $284216.67         | $185155.74         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $543366.67         | $400882.59         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $8.33              | $6.40              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $2561650.00        | $1977990.30        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $1916.67           | $1419.85           | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $14416.67          | $10679.72          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $1064916.67        | $821199.14         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $259554.86         | $192933.78         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $212025.00         | $167928.96         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  |  | $3591.67           | $2938.32           | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $3075608.33        | $3261469.55        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $34641.67          | $35097.88          | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $445425.00         | $458968.36         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $890744.25         | $883587.59         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $475983.33         | $486044.15         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  |  | $8.33              | $8.40              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $4810875.00        | $4880294.04        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $8.33              | $8.48              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $8.33              | $8.48              | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $1416616.67        | $1342674.19        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  |  | $728841.67         | $731559.95         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $12833.33          | $12682.35          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $766666.67         | $729564.95         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $897591.67         | $888734.41         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $370400.00         | $364416.49         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $1111658.33        | $1087865.81        | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $34083.33          | $32044.53          | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $108.33            | $106.94            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $4166666.67        | $3958996.15        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $243425.00         | $240705.22         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $2939466.67        | $2943749.19        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $2000.00           | $1999.74           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $2518433.33        | $2520955.68        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $834933.33         | $836985.75         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $41.67             | $41.83             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $52891.67          | $53093.97          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AT 28     | 2028-10-15      | 3.5000%  |  | $2306700.00        | $2316650.57        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $312500.00         | $314169.40         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $1144050.00        | $1155702.48        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $1376816.67        | $1435326.68        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $75.00             | $63.84             | U.S. Treasuries (including strips)        |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  |  | $50.00             | $49.95             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $16.67             | $15.41             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $1029125.00        | $1021581.42        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $644850.00         | $393395.59         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $2466.67           | $2530.13           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $75.00             | $75.70             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $4487333.33        | $4537385.35        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $864616.67         | $848630.56         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $2921816.67        | $3017228.28        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $8.33              | $7.88              | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  |  | $1666666.67        | $1659064.71        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $1067358.33        | $936575.16         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $53800.00          | $47207.90          | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $16.67             | $14.57             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $243283.33         | $231828.26         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $105683.33         | $95228.46          | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $1559975.00        | $1541280.43        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $1957516.67        | $1977454.55        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $1154216.67        | $1166477.09        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  |  | $2211368.38        | $2250623.15        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $58.33             | $59.39             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $97400.00          | $99729.00          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $8.33              | $8.49              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $59808.33          | $61669.03          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $120800.00         | $125297.56         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $1433.33           | $1465.50           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $4599916.67        | $4682507.82        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $9416.67           | $9467.41           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $41.67             | $42.08             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $2154158.33        | $2204523.67        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $25.00             | $25.81             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $77066.67          | $72687.30          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $1416650.00        | $1336147.96        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $1024650.00        | $1029414.53        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $515750.00         | $518148.19         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $214041.67         | $217596.59         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $5080025.00        | $5222348.80        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $55783.33          | $59341.94          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $186708.33         | $192477.16         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $946341.67         | $969085.91         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $2920616.67        | $3062438.21        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $16333.33          | $16774.48          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $43045700.00       | $42730171.21       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $160416.67         | $151269.29         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $1272800.00        | $1256760.20        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $927633.33         | $856323.10         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $2216.67           | $2032.76           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $250000.00         | $208540.70         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $8.33              | $7.74              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $847666.67         | $738718.41         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $559000.00         | $417516.42         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $155000.00         | $131944.39         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $333000.00         | $240241.67         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $1586750.00        | $948102.99         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $2808.33           | $1678.01           | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $4166925.00        | $2712359.41        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $98833.33          | $57583.94          | U.S. Treasuries (including strips)        |
| USTR BILL 12/23/25        | 2025-12-23      | 0.0000%  |  | $96833.33          | $96602.39          | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $31.57             | $18.81             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $583.33            | $609.78            | U.S. Treasuries (including strips)        |
| USTR BILL 01/08/26        | 2026-01-08      | 0.0000%  |  | $82750.00          | $82418.09          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $20833.33          | $21042.00          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $9916.67           | $10148.52          | U.S. Treasuries (including strips)        |
| USTR BILL 02/24/26        | 2026-02-24      | 0.0000%  |  | $130250.00         | $129113.31         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $16.67             | $17.07             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $2450300.00        | $2326351.21        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  |  | $3854924.45        | $3816143.40        | U.S. Treasuries (including strips)        |
| GNMA GNRA 2025-192 FA     | 2055-11-20      | 5.1828%  |  | $2083333.33        | $2107045.27        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLSD4812 | 2054-02-01      | 5.5000%  |  | $72.05             | $73.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3205 | 2053-06-01      | 6.0000%  |  | $56.46             | $58.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  |  | $64.64             | $64.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  |  | $1481.25           | $1424.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  |  | $17734.99          | $16533.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6704 | 2052-02-01      | 3.0000%  |  | $58.96             | $53.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  |  | $396.76            | $355.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7194 | 2052-04-01      | 3.5000%  |  | $16356.98          | $15285.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  |  | $620439.13         | $635159.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD2932 | 2053-04-01      | 4.0000%  |  | $12515.96          | $12069.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  |  | $2413.44           | $2398.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1807 | 2052-07-01      | 4.5000%  |  | $49115.73          | $48791.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1610 | 2052-09-01      | 4.5000%  |  | $66.82             | $66.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1212 | 2049-06-01      | 3.5000%  |  | $59.46             | $56.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2333 | 2055-11-01      | 5.0000%  |  | $83.33             | $84.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2273 | 2055-09-01      | 6.5000%  |  | $83.26             | $89.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1911 | 2055-11-01      | 5.5000%  |  | $83.25             | $85.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1557 | 2055-10-01      | 6.0000%  |  | $83.26             | $86.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1280 | 2055-10-01      | 6.0000%  |  | $83.26             | $85.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0976 | 2055-10-01      | 5.5000%  |  | $83.21             | $85.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0595 | 2055-09-01      | 5.5000%  |  | $81.59             | $83.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0104 | 2055-09-01      | 6.0000%  |  | $83.26             | $86.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9723 | 2055-09-01      | 6.0000%  |  | $83.13             | $86.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9672 | 2055-10-01      | 6.5000%  |  | $83.26             | $86.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9645 | 2055-09-01      | 6.5000%  |  | $83.24             | $87.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  |  | $77.42             | $79.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  |  | $83.82             | $86.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  |  | $383075.49         | $385981.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6583 | 2055-09-01      | 6.0000%  |  | $82.76             | $86.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6506 | 2055-09-01      | 5.5000%  |  | $83.04             | $84.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5765 | 2055-07-01      | 6.0000%  |  | $93891.71          | $96993.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5764 | 2055-07-01      | 6.0000%  |  | $124641.52         | $128911.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4303 | 2055-07-01      | 6.5000%  |  | $146108.67         | $152439.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3172 | 2053-06-01      | 5.0000%  |  | $77.67             | $78.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA3592 | 2050-09-01      | 3.5000%  |  | $37.30             | $35.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA1339 | 2049-09-01      | 3.0000%  |  | $658416.13         | $599570.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ9628 | 2054-11-01      | 6.5000%  |  | $491188.72         | $519328.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9489 | 2054-11-01      | 5.5000%  |  | $72.38             | $73.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ7744 | 2054-11-01      | 5.0000%  |  | $698034.24         | $700658.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4957 | 2054-09-01      | 6.0000%  |  | $82.01             | $85.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ3729 | 2054-09-01      | 5.5000%  |  | $71.64             | $74.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3596 | 2054-09-01      | 6.0000%  |  | $62.86             | $65.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  |  | $80.72             | $82.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLRA4731 | 2051-03-01      | 1.5000%  |  | $17912.80          | $14039.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $63.26             | $55.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $62.94             | $62.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $64.03             | $64.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $34022.17          | $33657.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  |  | $62.80             | $64.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3783 | 2052-06-01      | 4.0000%  |  | $205356.83         | $198553.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB2448 | 2051-12-01      | 3.5000%  |  | $57.54             | $53.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7743 | 2050-11-01      | 2.5000%  |  | $59.36             | $50.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7517 | 2050-11-01      | 2.0000%  |  | $54.68             | $45.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCA7425 | 2040-10-01      | 2.0000%  |  | $38540.98          | $33929.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7363 | 2050-10-01      | 2.5000%  |  | $52.47             | $45.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $53.29             | $44.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4753 | 2053-11-01      | 7.0000%  |  | $41.34             | $44.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2611 | 2053-10-01      | 6.0000%  |  | $73.68             | $76.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQH1618 | 2053-09-01      | 4.5000%  |  | $278870.88         | $276395.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH0103 | 2053-08-01      | 5.5000%  |  | $62.55             | $63.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG7355 | 2053-07-01      | 4.5000%  |  | $96282.88          | $95466.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG8025 | 2053-07-01      | 6.0000%  |  | $53.68             | $55.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6274 | 2053-07-01      | 6.0000%  |  | $59.23             | $61.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG4215 | 2053-06-01      | 6.0000%  |  | $72.09             | $75.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM4936 | 2047-11-01      | 3.5000%  |  | $14.97             | $14.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3998 | 2047-08-01      | 3.5000%  |  | $147262.93         | $139776.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM3603 | 2047-07-01      | 4.0000%  |  | $69.89             | $68.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3304 | 2042-07-01      | 3.5000%  |  | $45.24             | $43.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ0921 | 2040-12-01      | 4.5000%  |  | $3.97              | $4.03              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J32243 G | 2030-07-01      | 3.0000%  |  | $9.78              | $9.64              | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC C91904 G | 2036-11-01      | 2.5000%  |  | $31.78             | $29.93             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C91606 G | 2033-03-01      | 3.0000%  |  | $27861.70          | $27175.47          | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC G18700 G | 2033-07-01      | 2.5000%  |  | $3166.93           | $3038.04           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18575 G | 2030-11-01      | 3.0000%  |  | $2269.61           | $2234.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  |  | $3456632.43        | $3015092.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  |  | $50.93             | $43.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA6009 | 2050-05-01      | 3.5000%  |  | $23.70             | $22.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA5939 | 2035-06-01      | 2.0000%  |  | $65.84             | $62.02             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08622 G | 2045-01-01      | 3.0000%  |  | $10.48             | $9.70              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $87.74             | $85.90             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G15290 G | 2030-02-01      | 3.5000%  |  | $125.14            | $124.55            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC D98606 G | 2031-04-01      | 3.5000%  |  | $5.25              | $5.20              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G30616 G | 2032-11-01      | 4.0000%  |  | $5261.93           | $5270.08           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  |  | $75.97             | $75.71             | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $2.80              | $2.87              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $11.34             | $11.51             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $126.38            | $129.06            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $5.74              | $5.78              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $26.92             | $28.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE2117 | 2055-07-01      | 5.0000%  |  | $165.74            | $167.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9875 | 2055-09-01      | 6.0000%  |  | $78.76             | $82.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8977 | 2055-08-01      | 6.0000%  |  | $83.26             | $86.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6353 | 2055-04-01      | 6.0000%  |  | $82.78             | $85.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4013 | 2055-02-01      | 6.0000%  |  | $63.18             | $65.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD3814 | 2055-03-01      | 4.5000%  |  | $82.57             | $81.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0107 | 2055-02-01      | 6.5000%  |  | $68.45             | $72.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9986 | 2055-01-01      | 5.5000%  |  | $64810.81          | $65927.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC8548 | 2054-12-01      | 5.5000%  |  | $29530.20          | $30040.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7668 | 2054-12-01      | 5.5000%  |  | $88506.12          | $91526.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6979 | 2054-11-01      | 4.5000%  |  | $134044.49         | $133684.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6043 | 2054-12-01      | 5.0000%  |  | $158.80            | $160.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5985 | 2054-11-01      | 5.0000%  |  | $82.21             | $83.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0588 | 2054-09-01      | 6.5000%  |  | $118411.05         | $125365.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC0450 | 2054-10-01      | 5.0000%  |  | $73.31             | $73.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7692 | 2054-08-01      | 6.0000%  |  | $4777.36           | $4928.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8158 | 2051-06-01      | 3.5000%  |  | $47740.22          | $44626.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $71947.50          | $65308.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  |  | $42.90             | $39.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  |  | $33216.14          | $31189.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7025 | 2053-06-01      | 5.0000%  |  | $77.96             | $78.44             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6592 | 2054-10-01      | 5.0000%  |  | $37357.11          | $37462.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $79.47             | $83.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0742 | 2051-11-01      | 2.5000%  |  | $60.90             | $53.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0700 | 2051-01-01      | 2.0000%  |  | $4886.70           | $4121.47           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0499 | 2050-08-01      | 3.0000%  |  | $45.18             | $41.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8327 | 2039-09-01      | 5.0000%  |  | $770.62            | $783.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8099 | 2036-04-01      | 2.5000%  |  | $31.99             | $30.37             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744371 X     | 2041-09-15      | 4.0000%  |  | $7.37              | $7.16              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005281 M     | 2042-01-20      | 4.5000%  |  | $4.23              | $4.30              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004495 M     | 2039-07-20      | 4.5000%  |  | $2.75              | $2.80              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AV7468 C     | 2046-09-20      | 3.5000%  |  | $10.81             | $9.96              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1895 C     | 2055-11-20      | 5.5000%  |  | $83.33             | $85.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0298 | 2035-01-01      | 2.5000%  |  | $29919.05          | $28653.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0229 | 2035-01-01      | 2.5000%  |  | $23.05             | $22.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLZT2391 | 2047-03-01      | 3.5000%  |  | $63.68             | $60.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 ZLZT1257 | 2046-01-01      | 3.0000%  |  | $53052.55          | $49563.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 ZLZT1220 | 2036-11-01      | 6.0000%  |  | $2160.44           | $2266.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4759 | 2048-03-01      | 3.5000%  |  | $10.37             | $9.79              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  |  | $9.55              | $9.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4710 | 2047-03-01      | 4.5000%  |  | $2726.65           | $2735.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4704 | 2047-02-01      | 3.5000%  |  | $6603.32           | $6250.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  |  | $6951.75           | $6616.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2394 | 2035-10-01      | 3.5000%  |  | $2130.14           | $2088.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6978 | 2054-02-01      | 6.5000%  |  | $58.06             | $60.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3596 | 2055-09-01      | 6.5000%  |  | $83.15             | $87.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8093 | 2036-03-01      | 2.0000%  |  | $43.51             | $40.43             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1792 C     | 2055-11-20      | 5.0000%  |  | $83.33             | $84.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0443 C     | 2055-11-20      | 5.5000%  |  | $83.33             | $85.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0202 C     | 2055-04-20      | 5.5000%  |  | $80.91             | $82.63             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0095 C     | 2055-04-20      | 6.0000%  |  | $80.05             | $82.78             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0683 M     | 2055-10-20      | 4.0000%  |  | $85.03             | $81.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3706 C     | 2055-11-20      | 6.5000%  |  | $83.33             | $86.20             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0302 C     | 2055-05-20      | 5.5000%  |  | $81.04             | $82.76             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0468 C     | 2055-02-20      | 6.5000%  |  | $77.09             | $81.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7707 M     | 2051-11-20      | 3.5000%  |  | $59.52             | $55.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7651 M     | 2051-10-20      | 3.5000%  |  | $57.25             | $53.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2879 | 2055-09-01      | 6.0000%  |  | $84.62             | $87.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9160 | 2055-11-01      | 5.5000%  |  | $83.33             | $85.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6150 | 2055-06-01      | 5.5000%  |  | $82.26             | $84.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3645 | 2053-01-01      | 6.0000%  |  | $2141.12           | $2239.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6759 | 2053-07-01      | 6.0000%  |  | $1189244.28        | $1227385.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6756 | 2053-07-01      | 6.0000%  |  | $61.87             | $63.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $20678.39          | $20619.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  |  | $1705352.87        | $1719812.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $55.02             | $58.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  |  | $59.08             | $61.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  |  | $2417628.76        | $2406270.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5592 | 2053-02-01      | 5.5000%  |  | $63.26             | $64.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  |  | $61.39             | $63.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6244 | 2053-05-01      | 5.0000%  |  | $65.29             | $66.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG4457 | 2053-06-01      | 5.0000%  |  | $71.98             | $72.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1295 | 2053-04-01      | 5.5000%  |  | $52.09             | $53.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7512 | 2053-02-01      | 6.0000%  |  | $80.23             | $83.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  |  | $73.19             | $74.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZA0870 | 2033-01-01      | 5.5000%  |  | $0.29              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICA4721 | 2034-11-01      | 3.5000%  |  | $18.29             | $18.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  |  | $9.83              | $9.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCA3257 | 2049-03-01      | 5.5000%  |  | $20.06             | $20.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0086 | 2047-08-01      | 3.5000%  |  | $27.39             | $25.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $75.34             | $76.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $63.74             | $64.79             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4924 | 2052-12-01      | 6.0000%  |  | $45.24             | $47.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF0348 | 2052-09-01      | 4.0000%  |  | $46.10             | $44.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8631 | 2052-08-01      | 5.0000%  |  | $63.78             | $65.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8001 | 2052-08-01      | 4.5000%  |  | $67.07             | $66.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6784 | 2052-07-01      | 5.0000%  |  | $79.13             | $79.79             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6388 | 2052-07-01      | 4.5000%  |  | $51304.66          | $51096.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  |  | $14353.87          | $12325.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQD9471 | 2052-04-01      | 3.5000%  |  | $47253.68          | $44159.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC8520 | 2051-10-01      | 2.5000%  |  | $70002.60          | $59982.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC8888 | 2051-10-01      | 3.0000%  |  | $24800.10          | $22320.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7858 | 2051-01-01      | 2.0000%  |  | $57.79             | $47.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8309 | 2050-03-01      | 3.0000%  |  | $184613.13         | $168092.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8966 | 2050-04-01      | 2.5000%  |  | $33.32             | $28.80             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G61190 G | 2047-08-01      | 4.5000%  |  | $19.08             | $19.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY4494 | 2053-08-01      | 6.0000%  |  | $138.38            | $142.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX9444 | 2053-03-01      | 6.0000%  |  | $107.80            | $110.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  |  | $8361.41           | $8629.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  |  | $66.53             | $68.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX3515 | 2055-10-01      | 6.0000%  |  | $83.24             | $85.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  |  | $70.03             | $69.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6373 | 2055-11-01      | 5.5000%  |  | $265052.00         | $269781.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6340 | 2055-11-01      | 5.5000%  |  | $588338.00         | $603535.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6306 | 2055-10-01      | 5.5000%  |  | $1509722.67        | $1539909.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV2890 | 2052-01-01      | 3.0000%  |  | $76.48             | $68.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1664 | 2055-05-01      | 5.5000%  |  | $78.10             | $80.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  |  | $82.87             | $83.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBU5195 | 2039-11-01      | 5.0000%  |  | $77.18             | $78.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  |  | $73.74             | $76.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU3295 | 2051-10-01      | 2.5000%  |  | $60.33             | $52.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5132 | 2053-12-01      | 6.5000%  |  | $65.93             | $69.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4602 | 2053-11-01      | 7.0000%  |  | $50.27             | $53.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1349 | 2053-09-01      | 6.5000%  |  | $137805.21         | $145770.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  |  | $0.60              | $0.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735500 | 2035-05-01      | 5.5000%  |  | $1.50              | $1.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  |  | $30.45             | $28.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $13.26             | $12.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0294 | 2055-01-01      | 4.0000%  |  | $79.88             | $76.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO0306 | 2042-04-01      | 4.0000%  |  | $27047.25          | $26699.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAL9022 | 2028-03-01      | 2.0000%  |  | $4.67              | $4.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL5359 | 2044-05-01      | 4.0000%  |  | $13.87             | $13.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  |  | $3.12              | $3.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9198 | 2042-01-01      | 3.5000%  |  | $5.69              | $5.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545189 | 2031-08-01      | 7.5000%  |  | $223.48            | $231.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT256856 | 2027-08-01      | 6.5000%  |  | $0.45              | $0.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 K2254169 | 2031-12-01      | 6.5000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $12364947.70       | $12870933.73       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO4051 | 2040-08-01      | 4.5000%  |  | $81.41             | $81.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI9480 | 2054-07-01      | 5.0000%  |  | $81.71             | $82.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $67.11             | $69.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQI7659 | 2054-06-01      | 7.0000%  |  | $60.43             | $64.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA1175 | 2049-07-01      | 5.0000%  |  | $50127.45          | $50513.23          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  |  | $18.95             | $17.96             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q39181 G | 2046-03-01      | 4.0000%  |  | $10.02             | $9.86              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90598 G | 2042-12-01      | 3.5000%  |  | $4.92              | $4.72              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q03452 G | 2041-09-01      | 4.5000%  |  | $3499.87           | $3542.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4170 | 2053-11-01      | 5.5000%  |  | $71.38             | $73.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3957 | 2053-10-01      | 6.0000%  |  | $67.57             | $70.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  |  | $64.19             | $66.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $94.01             | $95.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  |  | $67.36             | $68.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $699266.59         | $712863.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8385 | 2053-12-01      | 6.5000%  |  | $44.60             | $46.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $6725.38           | $6769.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  |  | $63.10             | $54.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBQ3082 | 2035-10-01      | 2.0000%  |  | $35.70             | $33.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBP9142 | 2050-07-01      | 5.0000%  |  | $41541.75          | $42424.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWBM6665 | 2032-12-01      | 2.5000%  |  | $20.78             | $20.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  |  | $28.70             | $28.22             | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.940 MTBL5079 | 2040-02-01      | 2.9400%  |  | $65.46             | $59.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBK7439 | 2048-08-01      | 3.5000%  |  | $2.38              | $2.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I4BF0606 | 2062-03-01      | 5.0000%  |  | $60.42             | $61.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $3986540.79        | $3674438.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0118 | 2056-06-01      | 4.5000%  |  | $18.35             | $18.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2451 | 2047-01-01      | 3.5000%  |  | $15.38             | $14.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBC6420 | 2031-04-01      | 2.5000%  |  | $8.17              | $7.94              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6383 | 2055-12-01      | 5.5000%  |  | $17137.83          | $17484.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  |  | $118244.84         | $120941.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $623.55            | $600.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $67.63             | $66.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  |  | $64.25             | $52.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5571 | 2055-11-01      | 6.0000%  |  | $88303.50          | $91832.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5568 | 2055-12-01      | 5.5000%  |  | $419263.50         | $430608.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  |  | $68.73             | $68.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5447 | 2055-11-01      | 5.0000%  |  | $121308.33         | $121913.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5444 | 2055-12-01      | 5.0000%  |  | $83.33             | $84.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI6760 | 2054-05-01      | 5.5000%  |  | $18028.24          | $18408.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1993 | 2054-03-01      | 5.5000%  |  | $79.83             | $82.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2690 | 2054-04-01      | 5.0000%  |  | $81.45             | $81.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2106 | 2051-05-01      | 2.5000%  |  | $74.56             | $64.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  |  | $52051.09          | $49105.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 3PSE9060 | 2052-02-01      | 2.0000%  |  | $6503.28           | $5118.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3PRE6028 | 2050-04-01      | 3.0000%  |  | $11.70             | $10.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1370 | 2032-01-01      | 2.0000%  |  | $19.29             | $18.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTRB5182 | 2042-09-01      | 4.0000%  |  | $58.70             | $58.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  |  | $6627.00           | $6008.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5095 | 2041-01-01      | 2.0000%  |  | $2503.95           | $2233.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5375 | 2045-11-01      | 5.5000%  |  | $82.98             | $84.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9580 | 2053-08-01      | 6.5000%  |  | $69.77             | $74.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA9338 | 2053-05-01      | 2.5000%  |  | $62.79             | $53.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5453 | 2055-11-01      | 6.0000%  |  | $83.33             | $86.96             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $90.51             | $93.25             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G01749 G | 2035-01-01      | 5.5000%  |  | $57.33             | $59.38             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A29586 G | 2035-01-01      | 5.0000%  |  | $2.52              | $2.57              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $4.26              | $4.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5267 | 2051-05-01      | 3.0000%  |  | $48791.78          | $43942.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1168 | 2049-09-01      | 4.5000%  |  | $53.84             | $53.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8881 | 2053-04-01      | 5.5000%  |  | $60.73             | $61.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7984 | 2050-12-01      | 2.0000%  |  | $57.12             | $47.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS5314 | 2045-07-01      | 4.0000%  |  | $18.15             | $17.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3LSE5000 | 2045-08-01      | 3.0000%  |  | $11.10             | $10.24             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785256 C     | 2051-01-20      | 3.0000%  |  | $64.64             | $59.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  |  | $16.08             | $15.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  |  | $26.40             | $24.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  |  | $64.47             | $66.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZK9994 | 2033-12-01      | 4.5000%  |  | $11.60             | $11.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  |  | $20090.17          | $18188.84          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q42771 G | 2046-09-01      | 4.0000%  |  | $12.78             | $12.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3394 | 2053-07-01      | 5.5000%  |  | $135.15            | $138.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ6653 | 2054-10-01      | 5.5000%  |  | $23184.73          | $23599.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8509 | 2036-01-01      | 2.0000%  |  | $181375.53         | $168526.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  |  | $75.93             | $74.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8729 | 2053-03-01      | 6.0000%  |  | $80.23             | $83.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3919 | 2052-06-01      | 4.5000%  |  | $71.61             | $70.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF7775 | 2053-02-01      | 5.0000%  |  | $66.23             | $66.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6265 | 2049-05-01      | 3.0000%  |  | $27.37             | $24.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO9169 | 2049-12-01      | 3.0000%  |  | $73585.89          | $66895.32          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G07358 G | 2036-04-01      | 5.0000%  |  | $23826.49          | $24378.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $53.18             | $55.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2084 | 2038-04-01      | 5.5000%  |  | $2095.71           | $2189.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  |  | $83988.84          | $76246.49          | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $1.62              | $1.67              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY5612 | 2045-06-01      | 3.5000%  |  | $17.41             | $16.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $73.94             | $66.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQF7539 | 2053-01-01      | 7.5000%  |  | $16.68             | $17.91             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 721747 X     | 2040-08-15      | 4.5000%  |  | $2.72              | $2.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  |  | $100115.83         | $93146.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7565 | 2054-06-01      | 6.0000%  |  | $71.60             | $73.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1250 | 2042-09-01      | 3.5000%  |  | $10.98             | $10.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  |  | $343.11            | $339.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3144 | 2054-09-01      | 6.0000%  |  | $76.73             | $79.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5744 | 2050-05-01      | 3.5000%  |  | $42.55             | $40.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $18.12             | $18.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6605 | 2052-01-01      | 3.0000%  |  | $62.11             | $55.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 ZLSI2043 | 2052-01-01      | 3.0000%  |  | $163608.63         | $147537.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI9787 | 2054-07-01      | 5.5000%  |  | $70.01             | $71.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $22193.05          | $19389.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  |  | $63.04             | $64.35             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q29092 G | 2044-10-01      | 4.0000%  |  | $11.89             | $11.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8486 | 2055-01-01      | 6.5000%  |  | $2893.19           | $3011.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  |  | $21.46             | $19.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  |  | $9.15              | $9.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY6898 | 2053-08-01      | 6.0000%  |  | $147.64            | $152.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4235 | 2054-07-01      | 6.0000%  |  | $203347.53         | $212733.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC9560 | 2051-10-01      | 2.0000%  |  | $1323971.04        | $1100335.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $62.29             | $63.22             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08693 G | 2046-03-01      | 3.5000%  |  | $8.76              | $8.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  |  | $50.69             | $41.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  |  | $4045728.05        | $3693405.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M     | 2052-07-20      | 2.5000%  |  | $60.90             | $53.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  |  | $37.88             | $32.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  |  | $67.92             | $70.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  |  | $61.24             | $50.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  |  | $258.80            | $268.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7425 | 2048-11-01      | 4.0000%  |  | $21.21             | $20.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE1492 | 2052-05-01      | 3.5000%  |  | $56.75             | $53.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  |  | $55.00             | $56.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1999 | 2036-05-01      | 2.0000%  |  | $43.09             | $40.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  |  | $71.57             | $71.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  |  | $9035.49           | $8625.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM0722 | 2046-01-01      | 4.0000%  |  | $8.10              | $7.91              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0532 | 2042-06-01      | 4.0000%  |  | $7.98              | $7.85              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD1055 | 2055-02-01      | 5.0000%  |  | $272766.37         | $274052.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8761 | 2055-09-01      | 5.5000%  |  | $83.09             | $85.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ3218 | 2054-09-01      | 7.0000%  |  | $73.15             | $77.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7115 | 2054-09-01      | 6.0000%  |  | $74.61             | $77.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $15528.87          | $15807.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDF1511 | 2055-10-01      | 4.0000%  |  | $83.32             | $79.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  |  | $21267.41          | $21876.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6753 | 2054-12-01      | 5.5000%  |  | $77.68             | $79.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIQO2657 | 2039-11-01      | 5.0000%  |  | $87957.59          | $89710.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9647 | 2055-09-01      | 6.5000%  |  | $83.27             | $87.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 ZLZT2490 | 2043-08-01      | 3.0000%  |  | $84.10             | $78.48             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB5455 | 2050-11-01      | 2.0000%  |  | $155383.08         | $127211.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  |  | $101341.61         | $91298.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4594 | 2047-10-01      | 3.5000%  |  | $11507.08          | $10918.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG7932 | 2053-08-01      | 5.5000%  |  | $78.36             | $81.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6136 | 2051-10-01      | 2.5000%  |  | $69.43             | $59.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  |  | $72.43             | $69.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  |  | $6464.49           | $6605.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0006 | 2051-04-01      | 2.5000%  |  | $62.67             | $53.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH7815 | 2054-01-01      | 6.5000%  |  | $50.87             | $53.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF8745 | 2053-03-01      | 6.5000%  |  | $59.33             | $63.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8083 | 2052-10-01      | 5.0000%  |  | $64.49             | $65.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH6849 | 2053-12-01      | 7.0000%  |  | $54.40             | $58.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0612 | 2050-11-01      | 2.5000%  |  | $337.83            | $296.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5906 | 2053-03-01      | 5.5000%  |  | $65.52             | $67.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4569 | 2053-09-01      | 6.5000%  |  | $46956.17          | $50005.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9838 | 2053-04-01      | 5.5000%  |  | $63.16             | $64.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG2351 | 2053-05-01      | 5.0000%  |  | $67.29             | $67.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD2129 | 2051-11-01      | 2.0000%  |  | $67.11             | $55.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3721 | 2053-07-01      | 5.0000%  |  | $69.13             | $70.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3900 | 2053-08-01      | 5.5000%  |  | $64.13             | $65.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1617 | 2055-08-01      | 6.0000%  |  | $91149.39          | $93787.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8923 | 2054-11-01      | 5.0000%  |  | $87092.54          | $87612.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9974 | 2055-10-01      | 6.0000%  |  | $421764.09         | $440488.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE9835 | 2055-09-01      | 7.0000%  |  | $67.62             | $71.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7123 | 2053-09-01      | 6.0000%  |  | $62.79             | $65.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $130.43            | $122.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4936 | 2053-10-01      | 7.0000%  |  | $152.60            | $163.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4606 | 2045-03-01      | 3.0000%  |  | $10.62             | $9.84              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5624 | 2054-06-01      | 5.5000%  |  | $16898.02          | $17230.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1883 | 2052-06-01      | 4.0000%  |  | $79660.06          | $76590.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2449 | 2047-01-01      | 3.5000%  |  | $1457932.53        | $1384503.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4402 | 2055-09-01      | 6.5000%  |  | $83.27             | $87.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  |  | $150855.40         | $151383.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6993 | 2054-12-01      | 5.0000%  |  | $80.07             | $80.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  |  | $83.56             | $83.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4441 | 2055-03-01      | 6.5000%  |  | $59593.57          | $62749.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7383 | 2055-01-01      | 6.0000%  |  | $27818.23          | $29025.26          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4969       | 2060-04-15      | 5.7500%  |  | $82.92             | $88.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX9327 | 2053-04-01      | 6.0000%  |  | $553108.23         | $571582.04         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q56797 G | 2048-06-01      | 4.0000%  |  | $7.38              | $7.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6818 | 2054-12-01      | 5.5000%  |  | $81.90             | $83.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6168 | 2055-10-01      | 6.0000%  |  | $83.26             | $86.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD5742 | 2055-06-01      | 7.0000%  |  | $83.00             | $87.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0806 | 2055-10-01      | 5.5000%  |  | $83.17             | $85.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7073 | 2054-04-01      | 6.0000%  |  | $76.18             | $79.33             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1509 C     | 2055-11-20      | 6.0000%  |  | $83.33             | $87.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9671 | 2055-09-01      | 6.0000%  |  | $83.26             | $85.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  |  | $420418.14         | $429034.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3876 | 2055-11-01      | 5.5000%  |  | $235988.30         | $243749.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV6358 | 2055-12-01      | 4.5000%  |  | $200235.92         | $198760.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5581 | 2055-12-01      | 5.5000%  |  | $238386.92         | $244688.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3494 C     | 2055-11-20      | 5.5000%  |  | $2038466.58        | $2081863.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3100 | 2055-11-01      | 5.5000%  |  | $89957.33          | $91927.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6313 | 2055-09-01      | 5.5000%  |  | $470781.33         | $480050.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1438 | 2055-11-01      | 5.5000%  |  | $616053.11         | $630936.95         | Agency Mortgage-Backed Securities         |

### Security 226: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.080%, 12/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 966RQU009, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 BOND 45        | 2045-05-15      | 3.0000%  |  | $320.00            | $252.19            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $106.67            | $78.04             | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $106.67            | $84.48             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $1120.00           | $934.10            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $213.33            | $169.66            | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $213.33            | $175.24            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $1866.67           | $1939.49           | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $160.00            | $173.58            | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $3005.17           | $3063.82           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $1760.00           | $1860.49           | U.S. Treasuries (including strips) |
| USTR 2 TRIB 26        | 2026-01-15      | 2.0000%  |  | $56444.97          | $56827.86          | U.S. Treasuries (including strips) |
| USTR BILL 12/11/25    | 2025-12-11      | 0.0000%  |  | $20111466.67       | $20089706.06       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $13048320.00       | $13361578.95       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $124586.67         | $126381.55         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $53.33             | $54.32             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $2366293.33        | $2423194.60        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $533.33            | $555.56            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $106.67            | $110.60            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $320.00            | $331.43            | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $3335786.67        | $3402085.57        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $53.33             | $54.79             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $1173.33           | $1239.07           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $18933.33          | $19182.67          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $586.67            | $603.91            | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  |  | $114.03            | $113.11            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $4293973.33        | $4384734.67        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $396106.67         | $385075.89         | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $15251040.00       | $15657621.35       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $746.67            | $755.21            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $4633493.33        | $4761369.11        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $640.00            | $656.79            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $251573.33         | $251780.13         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $30584213.33       | $29891351.91       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $857706.67         | $854474.30         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $266.67            | $269.04            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $153546.67         | $151740.15         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $8763040.00        | $8682692.31        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $206666.67         | $202845.56         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $2962666.67        | $2914807.18        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $53.33             | $50.36             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $533.33            | $524.21            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $266.67            | $251.35            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $533.33            | $521.92            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $266.67            | $251.19            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $5152000.00        | $4848469.32        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $53.33             | $50.68             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $53.33             | $50.82             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $106.67            | $103.79            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $5301120.00        | $4901367.26        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $9321973.33        | $9144075.63        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  |  | $106.67            | $106.04            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $426.67            | $426.01            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $320.00            | $313.81            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $67093.33          | $66464.28          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $53.33             | $52.61             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $18182026.67       | $18037524.42       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $122346.67         | $120973.31         | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $132746.67         | $139417.13         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $7127893.33        | $7223655.16        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $4516960.00        | $4650314.16        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $160.00            | $155.63            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $1404533.33        | $1324443.13        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $60035466.67       | $61367341.55       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $53.33             | $44.49             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $106.67            | $90.03             | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $59413.33          | $44375.74          | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $426.67            | $318.68            | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $5788960.00        | $4122834.98        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $53.33             | $31.87             | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $53.33             | $31.87             | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $53.33             | $28.96             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $160.00            | $130.02            | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $5082666.67        | $3924605.38        | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $71.73             | $53.32             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $320.00            | $227.83            | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $106.67            | $106.65            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $320.00            | $320.78            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  |  | $26429066.67       | $26698254.45       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $422506.67         | $426994.66         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $53.33             | $55.03             | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  |  | $149103.55         | $151750.34         | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32      | 2032-07-31      | 4.0000%  |  | $160.00            | $164.33            | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $2720.00           | $2768.84           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $53.33             | $54.14             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $746293.33         | $753768.14         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $106.67            | $113.47            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $6145.13           | $6385.51           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $533.33            | $543.71            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $373.33            | $384.87            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $218133.33         | $227197.99         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $3868640.00        | $3962768.82        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $53.33             | $33.74             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $586.67            | $575.72            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $5818453.33        | $3681061.01        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $4160.00           | $2130.52           | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $53.33             | $40.39             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $533.33            | $522.71            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $266.67            | $283.68            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $53.33             | $31.07             | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $2666613.33        | $2827758.69        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $2661280.00        | $2711915.13        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $160.00            | $162.95            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $960.00            | $915.07            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $1493.33           | $1245.69           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $15623840.00       | $15904751.97       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $213.33            | $157.39            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  |  | $6200106.67        | $6174940.54        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $53.33             | $55.47             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $73440.00          | $73406.85          | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $322.60            | $337.85            | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $53.33             | $47.78             | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  |  | $106440906.67      | $107309221.59      | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $586.67            | $603.14            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $213.33            | $201.59            | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $2211482.50        | $2157638.67        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $10293.33          | $10833.68          | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $853.33            | $548.82            | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $213.33            | $163.89            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $6400000.00        | $6702123.89        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $749.57            | $692.15            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $137653.33         | $116234.75         | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $160.00            | $91.53             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $53.33             | $50.79             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  |  | $480.00            | $487.97            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $746.67            | $629.65            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $106.67            | $94.61             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $53.33             | $54.89             | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $50240.00          | $42767.01          | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $640213.33         | $632805.55         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $53.33             | $53.83             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $53.33             | $54.03             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $800.00            | $760.39            | U.S. Treasuries (including strips) |

### Security 227: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.030%, 12/1/2025
- **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):** $219044000.00
- **C.18.a - Value (excl. sponsor support):** $219044000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 02.500 CICA6872 | 2035-08-01      | 2.5000%  |  | $763103.06         | $725775.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV6352 | 2055-11-01      | 6.5000%  |  | $1540430.06        | $1642874.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBU9914 | 2037-01-01      | 2.5000%  |  | $401384.19         | $381861.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ8091 | 2050-12-01      | 3.0000%  |  | $922419.67         | $825672.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CKBE0484 | 2046-07-01      | 2.5000%  |  | $191723.66         | $166300.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6681 | 2055-08-01      | 6.5000%  |  | $1168764.94        | $1231835.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD1033 | 2055-02-01      | 5.0000%  |  | $1370688.11        | $1377437.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB6878 | 2054-06-01      | 6.0000%  |  | $13280415.04       | $13666343.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS3130 | 2029-08-01      | 3.5000%  |  | $2800.90           | $2780.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL609661 | 2031-11-01      | 7.5000%  |  | $233.39            | $243.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $102270514.74      | $103406740.15      | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC0883 | 2051-04-01      | 2.0000%  |  | $219487.86         | $183754.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB4068 | 2050-10-01      | 2.5000%  |  | $235471.74         | $201821.42         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC V83204 G | 2047-05-01      | 4.5000%  |  | $55051.72          | $54839.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD3016 | 2052-06-01      | 3.0000%  |  | $491.69            | $442.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT1520 | 2048-10-01      | 4.0000%  |  | $3339.48           | $3235.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM1673 | 2046-09-01      | 3.5000%  |  | $60175.04          | $57384.85          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08636 G | 2045-04-01      | 3.5000%  |  | $51606.56          | $49248.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0146 M     | 2055-01-20      | 5.0000%  |  | $54565.55          | $54793.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9079 C     | 2050-10-20      | 6.0000%  |  | $524059.81         | $535722.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2326 C     | 2050-12-20      | 3.0000%  |  | $445069.02         | $403252.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8492 M     | 2052-12-20      | 6.0000%  |  | $1322.18           | $1364.17           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0934 M     | 2043-04-20      | 3.5000%  |  | $295126.03         | $282050.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2469 | 2055-09-01      | 5.5000%  |  | $10653874.63       | $10967151.81       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ9449 | 2055-11-01      | 7.0000%  |  | $857603.57         | $917467.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6685 | 2055-06-01      | 6.0000%  |  | $555159.48         | $575144.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLAE0758 | 2039-02-01      | 7.0000%  |  | $4739.51           | $5088.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  |  | $754042.86         | $756122.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $57662.97          | $57967.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6043 | 2053-05-01      | 3.5000%  |  | $2688.42           | $2501.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $16367.42          | $14623.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2253 | 2050-04-01      | 3.5000%  |  | $957673.35         | $899877.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $131856.08         | $118952.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8692 | 2051-09-01      | 2.5000%  |  | $1387546.27        | $1187233.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8612 | 2054-03-01      | 5.0000%  |  | $8891871.01        | $8931973.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5496 | 2054-10-01      | 5.0000%  |  | $192823.22         | $193457.61         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G60989 G | 2046-12-01      | 3.0000%  |  | $4163.39           | $3829.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2178 | 2054-10-01      | 5.5000%  |  | $1525782.43        | $1566723.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CICB2016 | 2036-10-01      | 1.5000%  |  | $985697.56         | $890562.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7831 M     | 2052-01-20      | 4.5000%  |  | $507346.98         | $502707.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS3327 | 2037-02-01      | 2.5000%  |  | $7522.75           | $7131.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5324 | 2039-04-01      | 5.0000%  |  | $219043.98         | $222696.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  |  | $120560.08         | $116598.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0153 | 2051-04-01      | 2.0000%  |  | $2466300.99        | $2017656.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2994 | 2055-06-01      | 6.0000%  |  | $2344659.38        | $2431421.16        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ1410 C     | 2065-09-20      | 6.5000%  |  | $474681.08         | $491875.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2871 C     | 2055-10-20      | 6.5000%  |  | $1952538.58        | $2043495.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $13123.76          | $13497.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1514 | 2055-11-01      | 5.5000%  |  | $46983122.74       | $48544888.72       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0745 M     | 2055-11-20      | 5.0000%  |  | $14739783.68       | $14801219.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA3816 | 2034-10-01      | 2.0000%  |  | $13080.54          | $12296.03          | Agency Mortgage-Backed Securities |

### Security 228: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.940%, 1/8/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLQZ7826 | 2055-10-01      | 5.5000%  |  | $6509866.30        | $6692520.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2449 | 2055-08-01      | 5.5000%  |  | $249204.13         | $258014.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5028 | 2055-06-01      | 6.0000%  |  | $118230.18         | $121681.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX8573 | 2055-01-01      | 6.0000%  |  | $398828.38         | $411911.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA5843 | 2040-07-01      | 3.0000%  |  | $103125.01         | $99509.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIMA5802 | 2040-08-01      | 6.0000%  |  | $65711.25          | $68377.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $1783.55           | $1817.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $12889.99          | $12361.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  |  | $54572.33          | $50773.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CKMA2679 | 2046-05-01      | 2.5000%  |  | $194828.47         | $169664.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC8568 | 2040-01-01      | 4.5000%  |  | $461.61            | $469.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  |  | $54.89             | $54.63             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  |  | $25933.00          | $27503.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL888801 | 2037-09-01      | 6.0000%  |  | $63104.49          | $66723.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1194 | 2055-10-01      | 5.0000%  |  | $2676709.01        | $2721361.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS9443 | 2054-02-01      | 4.5000%  |  | $1361916.21        | $1342093.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8824 | 2052-06-01      | 3.0000%  |  | $1602921.40        | $1435255.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS6474 | 2051-03-01      | 2.0000%  |  | $1834312.13        | $1503543.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTFS3604 | 2043-08-01      | 5.5000%  |  | $196542.12         | $203125.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0192 | 2052-01-01      | 2.5000%  |  | $75689.31          | $65869.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM9930 | 2051-12-01      | 2.0000%  |  | $176871.52         | $144690.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM9441 | 2051-04-01      | 2.0000%  |  | $230745.64         | $190092.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  |  | $16454548.84       | $13460972.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6559 | 2051-03-01      | 2.0000%  |  | $3705623.55        | $3042057.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2300 | 2054-07-01      | 6.5000%  |  | $34150916.97       | $35648912.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  |  | $613.27            | $607.41            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788302 C     | 2055-11-20      | 5.0000%  |  | $51961344.00       | $52310316.39       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0303 M     | 2055-04-20      | 3.0000%  |  | $60604.62          | $55026.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $6739521.40        | $6843855.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0145 M     | 2055-01-20      | 4.5000%  |  | $235435.19         | $231654.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4241 C     | 2055-11-20      | 5.5000%  |  | $2289135.00        | $2339450.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0707 C     | 2055-09-20      | 6.0000%  |  | $2953958.28        | $3054957.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6655 C     | 2055-09-20      | 5.5000%  |  | $549875.16         | $556175.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7123 C     | 2055-10-20      | 6.5000%  |  | $1273589.20        | $1332918.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3749 C     | 2055-09-20      | 6.5000%  |  | $381.44            | $394.55            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3129 C     | 2055-09-20      | 6.0000%  |  | $215770.49         | $220687.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1597 C     | 2055-09-20      | 6.0000%  |  | $404617.18         | $418451.85         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DL7524       | 2060-11-15      | 4.9400%  |  | $3553356.00        | $3621790.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6028 C     | 2055-08-20      | 6.0000%  |  | $288293.38         | $298150.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6007 C     | 2055-08-20      | 6.0000%  |  | $255762.44         | $261479.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5251 C     | 2055-11-20      | 5.5000%  |  | $1332771.00        | $1374326.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0576 C     | 2055-09-20      | 5.5000%  |  | $2036885.32        | $2076182.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2557 C     | 2055-08-20      | 6.0000%  |  | $304581.37         | $311390.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  |  | $4251.80           | $3972.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB2949 | 2037-02-01      | 2.0000%  |  | $3339617.29        | $3094556.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  |  | $27758.51          | $28636.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX9201 | 2053-04-01      | 6.5000%  |  | $307551.22         | $330524.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW7303 | 2052-08-01      | 4.0000%  |  | $200859.72         | $193421.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW6299 | 2052-08-01      | 4.5000%  |  | $12677376.01       | $12601324.43       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU2591 | 2051-12-01      | 2.0000%  |  | $282398.83         | $231019.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR2935 | 2036-03-01      | 1.5000%  |  | $20192.35          | $18293.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO7390 | 2050-03-01      | 3.0000%  |  | $1603023.73        | $1434911.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTBM1495 | 2036-01-01      | 3.5000%  |  | $7677.89           | $7538.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH9314 | 2047-09-01      | 3.5000%  |  | $20010.53          | $19000.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 R3BF0555 | 2050-05-01      | 3.0000%  |  | $204800.35         | $184223.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5039 C     | 2055-10-20      | 5.0000%  |  | $557474.10         | $561729.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD9284 | 2046-11-01      | 3.0000%  |  | $486984.53         | $447138.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4977 | 2055-11-01      | 6.0000%  |  | $704511.00         | $737038.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6355 | 2055-08-01      | 6.5000%  |  | $488525.81         | $519823.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8976 | 2055-10-01      | 7.0000%  |  | $601717.93         | $637689.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  |  | $1097.11           | $1070.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA4870 | 2054-01-01      | 6.5000%  |  | $154662.36         | $161206.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT1335 | 2051-07-01      | 2.5000%  |  | $276536.57         | $236610.49         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q12922 G | 2042-11-01      | 3.0000%  |  | $139889.32         | $130705.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3858 | 2053-09-01      | 6.5000%  |  | $26472.43          | $27749.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3913 | 2050-11-01      | 2.5000%  |  | $88449.81          | $77478.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS8507 | 2047-07-01      | 3.5000%  |  | $25381.84          | $24386.24          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AI3212 X     | 2044-05-15      | 4.0000%  |  | $394.19            | $382.77            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $69909.55          | $63374.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5988 M     | 2049-06-20      | 5.0000%  |  | $460983.94         | $470784.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB5884 | 2053-03-01      | 4.0000%  |  | $1649431.90        | $1588694.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CICB6790 | 2037-12-01      | 1.5000%  |  | $108575.70         | $98022.68          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8143 M     | 2052-07-20      | 4.5000%  |  | $9170392.05        | $8929705.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBX4408 | 2038-08-01      | 3.0000%  |  | $103848.10         | $100240.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5245 | 2043-07-01      | 5.5000%  |  | $169534.72         | $174330.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4586 M     | 2047-07-20      | 3.5000%  |  | $1213519.56        | $1141078.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBT8653 | 2036-08-01      | 2.5000%  |  | $260945.13         | $247844.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $129519.93         | $124581.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3075 | 2052-11-01      | 5.5000%  |  | $487655.30         | $497426.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $110007.35         | $113223.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9166 M     | 2053-09-20      | 3.0000%  |  | $13410.51          | $12167.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM9693 | 2051-12-01      | 2.5000%  |  | $88267.86          | $75524.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3422 | 2052-12-01      | 4.5000%  |  | $1706883.43        | $1699055.66        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC J37032 G | 2032-05-01      | 3.5000%  |  | $827807.64         | $823731.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH6738 | 2047-08-01      | 3.5000%  |  | $22537.80          | $21204.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ7147 C     | 2047-07-20      | 3.5000%  |  | $2636.59           | $2462.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7939 M     | 2052-03-20      | 4.0000%  |  | $628633.49         | $604801.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4289 | 2052-08-01      | 4.5000%  |  | $307486.83         | $303681.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  |  | $828900.18         | $681936.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ4289 | 2048-01-01      | 3.5000%  |  | $141983.99         | $135296.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4069 M     | 2046-11-20      | 3.5000%  |  | $1376.40           | $1295.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  |  | $605.25            | $642.01            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7935 M     | 2052-03-20      | 2.0000%  |  | $4346430.63        | $3638084.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI8051 | 2054-06-01      | 5.5000%  |  | $399689.83         | $406882.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7465 | 2031-07-01      | 3.0000%  |  | $1088657.39        | $1069583.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZI3145 | 2035-03-01      | 5.0000%  |  | $645.96            | $653.08            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q39434 G | 2046-03-01      | 3.5000%  |  | $18802.06          | $17939.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC4423 | 2054-10-01      | 4.5000%  |  | $45211.00          | $44464.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC4514 | 2051-07-01      | 2.5000%  |  | $89528.07          | $76603.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8139 | 2051-04-01      | 1.5000%  |  | $299287.34         | $233526.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ8120 | 2048-01-01      | 3.5000%  |  | $8846.11           | $8456.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN8518 | 2036-11-01      | 1.5000%  |  | $68839.89          | $62194.99          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CW0789       | 2060-10-15      | 5.2200%  |  | $938124.24         | $965476.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0037 | 2040-11-01      | 4.5000%  |  | $324145.22         | $325426.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ6634 | 2055-10-01      | 6.0000%  |  | $4347248.54        | $4485756.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0429 C     | 2055-06-20      | 6.5000%  |  | $872237.46         | $912873.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6572 C     | 2055-10-20      | 6.5000%  |  | $5037827.90        | $5272530.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNMA5209 | 2033-11-01      | 5.5000%  |  | $4749.87           | $4906.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5883 | 2055-03-01      | 6.5000%  |  | $597037.12         | $630632.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0688 M     | 2055-10-20      | 6.5000%  |  | $2711609.42        | $2809362.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5531 C     | 2055-09-20      | 6.0000%  |  | $3083327.07        | $3210535.90        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  |  | $42635.79          | $39201.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM9837 | 2051-06-01      | 3.5000%  |  | $231162.29         | $217491.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9160 C     | 2055-06-20      | 5.0000%  |  | $399756.21         | $401884.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0553 M     | 2055-08-20      | 4.0000%  |  | $690958.66         | $659295.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG8389 C     | 2055-01-20      | 5.5000%  |  | $309294.47         | $315878.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4783 | 2055-03-01      | 6.5000%  |  | $374045.50         | $397799.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2831 C     | 2055-10-20      | 6.5000%  |  | $642155.03         | $672068.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8032 C     | 2055-10-20      | 6.5000%  |  | $378674.22         | $397700.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ0380 | 2055-07-01      | 4.5000%  |  | $138911.85         | $136696.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQY7819 | 2055-07-01      | 4.5000%  |  | $87794.66          | $86345.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV1577 | 2055-05-01      | 5.0000%  |  | $1948326.51        | $1955496.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4077 C     | 2055-05-20      | 6.5000%  |  | $187381.79         | $196110.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1262 | 2055-10-01      | 6.5000%  |  | $10929018.66       | $11549360.69       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3307 | 2055-01-01      | 6.5000%  |  | $14550297.57       | $15411573.34       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1200 C     | 2055-09-20      | 5.5000%  |  | $1605674.24        | $1640204.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9742 | 2055-12-01      | 5.5000%  |  | $304927.50         | $310331.43         | Agency Mortgage-Backed Securities |
| GNMA GNII BD DN7725 C     | 2055-11-20      | 5.5000%  |  | $394874.25         | $404936.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF2193 | 2055-11-01      | 5.0000%  |  | $2820146.25        | $2834904.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3269 C     | 2055-11-20      | 6.0000%  |  | $744585.00         | $770044.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL3090 | 2049-07-01      | 4.0000%  |  | $2263365.54        | $2232158.25        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK6751       | 2060-10-15      | 5.1500%  |  | $155818.50         | $159541.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  |  | $4689.64           | $4516.44           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  |  | $35828.02          | $34574.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8147 | 2037-04-01      | 1.5000%  |  | $187500.15         | $169281.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0771 | 2037-06-01      | 3.0000%  |  | $157488.48         | $152281.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PZT1860 | 2049-02-01      | 3.5000%  |  | $314296.46         | $288942.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  |  | $1206.32           | $1144.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL8757 | 2044-11-01      | 4.5000%  |  | $2671.68           | $2689.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZI5307 | 2036-10-01      | 6.0000%  |  | $5612.67           | $5883.06           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08528 G | 2043-04-01      | 3.0000%  |  | $143748.62         | $134311.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4657 | 2046-03-01      | 4.5000%  |  | $99.07             | $99.65             | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08524 G | 2043-03-01      | 3.0000%  |  | $61989.14          | $57919.55          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G07962 G | 2041-11-01      | 5.0000%  |  | $60373.16          | $62619.04          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G06506 G | 2040-12-01      | 4.0000%  |  | $28995.05          | $28685.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785281 C     | 2050-06-20      | 4.5000%  |  | $119.08            | $118.68            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784541 X     | 2046-06-15      | 4.5000%  |  | $60101.19          | $60849.75          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738101 X     | 2041-03-15      | 4.0000%  |  | $11346.13          | $11052.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9037 C     | 2055-09-20      | 6.5000%  |  | $764528.54         | $800143.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8719 C     | 2055-07-20      | 6.5000%  |  | $30792.31          | $32226.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0616 M     | 2055-09-20      | 2.0000%  |  | $65692.24          | $55004.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $8612174.68        | $8743441.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788181 C     | 2055-09-20      | 5.5000%  |  | $231313.32         | $236709.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785732 C     | 2051-11-20      | 3.5000%  |  | $306.83            | $284.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8153 | 2054-07-01      | 6.0000%  |  | $252404.64         | $259987.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV2859 | 2028-12-01      | 3.5000%  |  | $4742.61           | $4700.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL9917 | 2047-02-01      | 4.5000%  |  | $25717.54          | $25770.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL4141 | 2040-04-01      | 6.0000%  |  | $119913.82         | $127177.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL254148 | 2032-01-01      | 7.0000%  |  | $802.61            | $844.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQO3169 | 2039-12-01      | 3.0000%  |  | $26839.80          | $25905.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQO1552 | 2037-12-01      | 3.0000%  |  | $35399.08          | $34161.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIRC2693 | 2037-07-01      | 1.5000%  |  | $212760.90         | $192090.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5363 | 2045-09-01      | 5.0000%  |  | $6415974.40        | $6489174.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8570 | 2053-07-01      | 6.0000%  |  | $5201808.51        | $5367439.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7922 | 2052-09-01      | 4.0000%  |  | $674503.29         | $648784.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5759 | 2051-09-01      | 2.5000%  |  | $268083.44         | $229381.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2132 | 2050-02-01      | 3.0000%  |  | $58031.59          | $52844.44          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA2017 | 2050-01-01      | 3.5000%  |  | $236561.99         | $222109.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1266 | 2048-09-01      | 3.0000%  |  | $1887717.25        | $1736435.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7121 | 2053-02-01      | 5.5000%  |  | $85155.75          | $86926.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8252 | 2052-08-01      | 4.5000%  |  | $699885.56         | $691067.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE6678 | 2052-08-01      | 4.0000%  |  | $5338.55           | $5140.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7306 | 2051-01-01      | 2.0000%  |  | $18296.00          | $14967.69          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q31285 G | 2045-02-01      | 3.5000%  |  | $301639.31         | $288308.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $48495.11          | $48898.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  |  | $547146.16         | $526712.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  |  | $77096.91          | $63355.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  |  | $158497.96         | $149180.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2513 | 2052-08-01      | 4.5000%  |  | $301501.29         | $297863.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2138 | 2053-01-01      | 5.5000%  |  | $29384.81          | $30284.63          | Agency Mortgage-Backed Securities |
| GNMA GNII BD DG3878 C     | 2055-03-20      | 4.5000%  |  | $1056653.84        | $1015280.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE9971 C     | 2054-10-20      | 5.0000%  |  | $369.49            | $377.69            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3829 C     | 2054-08-20      | 7.0000%  |  | $511062.44         | $534540.65         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CS4173 C     | 2048-01-20      | 3.0000%  |  | $74149.23          | $66981.96          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD1612 X     | 2043-01-15      | 2.5000%  |  | $172903.84         | $153099.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BK8886 C     | 2049-04-20      | 4.5000%  |  | $340.02            | $336.36            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9169 M     | 2053-09-20      | 4.5000%  |  | $8229877.55        | $8113037.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9012 M     | 2053-07-20      | 3.0000%  |  | $1436.99           | $1306.94           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8799 M     | 2053-04-20      | 4.5000%  |  | $614299.29         | $607857.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8648 M     | 2053-02-20      | 5.5000%  |  | $10545885.63       | $10775416.83       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $55537689.05       | $56047358.43       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $14934.78          | $14366.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  |  | $766586.90         | $737241.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7472 M     | 2051-07-20      | 2.5000%  |  | $34344.47          | $29958.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6599 M     | 2050-04-20      | 3.0000%  |  | $39366.47          | $35791.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6412 M     | 2050-01-20      | 4.5000%  |  | $1441.11           | $1438.92           | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA5921 M     | 2049-05-20      | 3.5000%  |  | $705.92            | $642.48            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $56.37             | $51.77             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $69.89             | $67.76             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3455 M     | 2046-02-20      | 4.0000%  |  | $20240.73          | $19729.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0088 M     | 2042-05-20      | 3.5000%  |  | $77865.80          | $74560.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0030 | 2040-10-01      | 4.0000%  |  | $106619.49         | $105545.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0072 | 2055-12-01      | 3.5000%  |  | $67500.00          | $62717.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ4615 | 2055-08-01      | 4.5000%  |  | $90083.63          | $88596.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3309 | 2055-01-01      | 6.5000%  |  | $22910504.12       | $24175072.31       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3029 | 2053-09-01      | 5.5000%  |  | $4762583.99        | $4893069.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ8982 | 2055-09-01      | 5.0000%  |  | $975873.75         | $986491.26         | Agency Mortgage-Backed Securities |

### Security 229: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  4.040%, 12/3/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 988FSF000, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  |  | $173822.66         | $155882.25         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G15963 G | 2031-10-01      | 2.5000%  |  | $121.97            | $118.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  |  | $1250218.58        | $1035243.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4344 | 2048-06-01      | 4.5000%  |  | $1083844.99        | $1090266.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLRA4338 | 2051-01-01      | 1.5000%  |  | $10023154.25       | $7845022.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC9078 | 2046-12-01      | 4.0000%  |  | $420415.63         | $410329.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  |  | $11730.68          | $11602.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $749.62            | $616.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3470 | 2055-03-01      | 6.0000%  |  | $234957.48         | $244957.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2170 | 2055-03-01      | 6.5000%  |  | $702312.56         | $734326.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1646 | 2055-01-01      | 6.5000%  |  | $1105256.95        | $1157247.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9671 | 2055-01-01      | 5.5000%  |  | $829.61            | $848.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9610 | 2055-01-01      | 6.5000%  |  | $623488.76         | $652042.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9101 | 2055-06-01      | 6.0000%  |  | $1189057.15        | $1243179.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDC9063 | 2040-05-01      | 6.5000%  |  | $870705.86         | $913571.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  |  | $715.67            | $736.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7808 | 2054-12-01      | 5.5000%  |  | $798.75            | $825.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7456 | 2054-11-01      | 5.5000%  |  | $3146404.67        | $3243137.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  |  | $355221.45         | $357071.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  |  | $753.19            | $755.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  |  | $890.09            | $934.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5692 | 2054-10-01      | 6.5000%  |  | $2664130.76        | $2787240.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5480 | 2054-11-01      | 5.0000%  |  | $853426.11         | $856492.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS9727 | 2046-02-01      | 4.0000%  |  | $108.08            | $105.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS7106 | 2030-02-01      | 3.5000%  |  | $46.38             | $46.12             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  |  | $113.29            | $106.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  |  | $261292.71         | $255021.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $176.21            | $161.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS3194 | 2041-06-01      | 4.5000%  |  | $40.30             | $40.88             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T65450 G | 2047-12-01      | 3.5000%  |  | $71.06             | $66.46             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  |  | $718.20            | $671.71            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T65432 G | 2047-08-01      | 3.5000%  |  | $121.41            | $113.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  |  | $533838.22         | $544891.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  |  | $620822.18         | $657341.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  |  | $375.03            | $361.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0056 | 2048-01-01      | 3.5000%  |  | $5209.21           | $4974.70           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0865 | 2052-02-01      | 3.5000%  |  | $612.71            | $573.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTSC0764 | 2045-08-01      | 5.5000%  |  | $9035418.59        | $9279980.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTSC0797 | 2040-03-01      | 3.5000%  |  | $1593.00           | $1551.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CISB8389 | 2040-04-01      | 6.5000%  |  | $1539.89           | $1614.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8353 | 2040-01-01      | 5.5000%  |  | $6037.04           | $6207.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB1241 | 2035-01-01      | 2.5000%  |  | $632.98            | $617.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZT1403 | 2033-11-01      | 3.5000%  |  | $77.58             | $77.02             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0452 | 2054-02-01      | 6.0000%  |  | $749.95            | $774.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  |  | $1377616.17        | $1421237.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0847 | 2052-08-01      | 3.5000%  |  | $1668.07           | $1567.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  |  | $848.32            | $888.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  |  | $864.26            | $885.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  |  | $804.47            | $838.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  |  | $869.03            | $886.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CICB9261 | 2039-09-01      | 6.0000%  |  | $2048321.21        | $2138291.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $1738.72           | $1749.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9058 | 2054-08-01      | 5.0000%  |  | $849.81            | $855.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9820 | 2055-01-01      | 6.0000%  |  | $3501092.63        | $3648415.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  |  | $867.98            | $893.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  |  | $801.52            | $827.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY8429 | 2045-08-01      | 3.5000%  |  | $262792.20         | $248366.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7550 | 2045-05-01      | 3.0000%  |  | $105.36            | $97.55             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7466 | 2045-04-01      | 3.0000%  |  | $8037848.51        | $7436529.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY4200 | 2045-05-01      | 3.0000%  |  | $533933.06         | $493987.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI6952 | 2054-05-01      | 7.0000%  |  | $1125.73           | $1206.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1340 | 2051-02-01      | 2.0000%  |  | $65831.44          | $54999.21          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  |  | $30776.90          | $30268.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  |  | $27237.17          | $28346.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQC8042 | 2051-10-01      | 3.5000%  |  | $2911.26           | $2723.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3569 | 2054-10-01      | 5.5000%  |  | $882389.65         | $911977.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCA3537 | 2049-02-01      | 5.5000%  |  | $54.08             | $56.13             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6302 | 2050-07-01      | 2.5000%  |  | $8921104.62        | $7697584.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG9475 | 2053-08-01      | 6.0000%  |  | $749.08            | $777.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0678 | 2043-04-01      | 4.0000%  |  | $164.40            | $161.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1775 | 2052-11-01      | 4.5000%  |  | $749.11            | $743.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB8669 | 2051-02-01      | 2.0000%  |  | $638.93            | $526.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CTSC0471 | 2042-03-01      | 1.5000%  |  | $775.61            | $662.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL8567 | 2031-06-01      | 3.0000%  |  | $131.21            | $128.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ0341 | 2054-07-01      | 7.0000%  |  | $1196780.05        | $1284892.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  |  | $64829.60          | $66248.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4382 | 2053-11-01      | 6.0000%  |  | $367541.93         | $383314.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6996 | 2050-09-01      | 2.5000%  |  | $242125.95         | $207524.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM3603 | 2047-07-01      | 4.0000%  |  | $147.78            | $143.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1905 | 2048-06-01      | 4.5000%  |  | $292.39            | $295.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLBU5385 | 2054-12-01      | 7.5000%  |  | $780.47            | $837.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2354 | 2055-07-01      | 6.0000%  |  | $811.19            | $849.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8124 | 2036-10-01      | 2.5000%  |  | $259958.76         | $246424.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD6331 | 2055-04-01      | 5.0000%  |  | $2591144.49        | $2608121.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMB0295 | 2055-01-01      | 4.5000%  |  | $367374.24         | $361310.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7867 | 2055-01-01      | 6.0000%  |  | $1123355.04        | $1177271.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5315 | 2054-12-01      | 5.0000%  |  | $813.18            | $818.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  |  | $881801.36         | $900379.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  |  | $894.39            | $909.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  |  | $391.93            | $367.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0119 | 2049-08-01      | 3.5000%  |  | $13653.41          | $12829.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  |  | $803570.42         | $838386.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK8962 | 2032-09-01      | 3.0000%  |  | $25217.88          | $24708.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  |  | $898.36            | $926.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7267 | 2054-12-01      | 5.5000%  |  | $825203.83         | $850893.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0572 | 2055-01-01      | 5.0000%  |  | $3156469.58        | $3184707.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  |  | $175986.43         | $157449.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5897 | 2048-05-01      | 3.5000%  |  | $228624.98         | $216096.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4343 | 2048-05-01      | 4.5000%  |  | $3390.24           | $3397.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4763 | 2048-04-01      | 3.5000%  |  | $115.90            | $109.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8074 | 2046-10-01      | 3.0000%  |  | $33800.29          | $31041.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL9378 | 2031-09-01      | 3.0000%  |  | $44086.38          | $43408.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP6715 | 2050-09-01      | 2.0000%  |  | $59962.29          | $49404.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3149 | 2047-11-01      | 4.5000%  |  | $249.03            | $250.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI7739 | 2054-06-01      | 6.0000%  |  | $793.95            | $821.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH6849 | 2053-12-01      | 7.0000%  |  | $587.47            | $629.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $692.75            | $674.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBP0672 | 2035-03-01      | 3.0000%  |  | $154710.85         | $151022.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $429.62            | $442.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  |  | $321.93            | $309.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI8055 | 2054-06-01      | 5.5000%  |  | $825.02            | $840.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3755 | 2052-05-01      | 3.5000%  |  | $725.34            | $674.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBP2389 | 2050-04-01      | 4.5000%  |  | $26873.68          | $26591.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE7181 | 2052-06-01      | 3.5000%  |  | $697.62            | $648.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ1703 | 2054-08-01      | 6.5000%  |  | $1148678.98        | $1222931.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL7205 | 2029-12-01      | 3.5000%  |  | $278625.55         | $277205.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $789.40            | $795.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  |  | $438941.07         | $453370.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6327 | 2053-05-01      | 6.0000%  |  | $685.80            | $711.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  |  | $844461.53         | $903695.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $772.48            | $767.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5577 | 2052-11-01      | 5.0000%  |  | $770.48            | $776.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  |  | $606.61            | $624.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6186 | 2053-05-01      | 5.5000%  |  | $746.17            | $767.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  |  | $591.47            | $625.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  |  | $712.81            | $711.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $18995.37          | $18791.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  |  | $13638.58          | $13596.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  |  | $11727.59          | $11295.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY5413 | 2053-07-01      | 5.5000%  |  | $4988990.46        | $5131341.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY5063 | 2053-07-01      | 6.5000%  |  | $212497.43         | $226316.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY4504 | 2053-08-01      | 6.5000%  |  | $711.33            | $759.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  |  | $6125.17           | $6176.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2239 | 2053-05-01      | 6.5000%  |  | $1067975.41        | $1128839.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY1207 | 2053-04-01      | 5.0000%  |  | $2923549.39        | $2944417.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY0909 | 2053-03-01      | 6.0000%  |  | $615.39            | $635.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1639 | 2055-01-01      | 6.5000%  |  | $677888.94         | $709387.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  |  | $67591.07          | $69400.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  |  | $898.86            | $925.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3530 | 2055-09-01      | 6.0000%  |  | $923.55            | $952.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4543 | 2055-08-01      | 5.5000%  |  | $482420.70         | $494381.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7383 | 2055-01-01      | 6.0000%  |  | $846.30            | $883.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I6BF0829 | 2064-06-01      | 2.5000%  |  | $885.88            | $738.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD2413 | 2055-02-01      | 5.5000%  |  | $3030148.51        | $3085918.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC2628 | 2055-04-01      | 5.0000%  |  | $1085271.44        | $1089649.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  |  | $829.45            | $856.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $8822738.52        | $9019088.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9160 | 2053-06-01      | 5.5000%  |  | $726.28            | $748.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9861 | 2053-09-01      | 6.5000%  |  | $697.16            | $735.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $721.01            | $731.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $6404504.20        | $6594942.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8307 | 2052-12-01      | 6.0000%  |  | $30886.07          | $32152.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $151.16            | $143.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  |  | $149.09            | $141.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  |  | $32882.89          | $30785.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  |  | $1165954.83        | $1149230.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 R3BF0725 | 2052-07-01      | 4.5000%  |  | $432699.32         | $435910.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  |  | $2609687.66        | $2252330.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 R3BF0444 | 2049-09-01      | 3.0000%  |  | $360.30            | $323.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4432 | 2053-09-01      | 5.0000%  |  | $3777813.32        | $3800691.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1767 | 2052-11-01      | 5.5000%  |  | $717066.06         | $732407.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1684 | 2052-11-01      | 5.5000%  |  | $2112384.35        | $2178419.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW9765 | 2053-06-01      | 5.5000%  |  | $677.46            | $692.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  |  | $727.10            | $736.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW8761 | 2052-10-01      | 5.5000%  |  | $844600.43         | $882176.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB1918 | 2054-09-01      | 5.0000%  |  | $1048276.46        | $1051734.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1696 | 2054-06-01      | 6.5000%  |  | $845679.20         | $889660.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8787 | 2051-10-01      | 2.5000%  |  | $1253030.62        | $1088173.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0818 | 2054-04-01      | 5.5000%  |  | $7596660.76        | $7735922.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA5879 | 2053-12-01      | 7.0000%  |  | $809.35            | $858.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4936 | 2053-10-01      | 7.0000%  |  | $824.02            | $881.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4116 | 2053-12-01      | 7.0000%  |  | $683.85            | $729.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1668 | 2053-10-01      | 6.5000%  |  | $696033.94         | $742699.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA0846 | 2053-11-01      | 5.5000%  |  | $33196.97          | $33818.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL870628 | 2036-06-01      | 5.0000%  |  | $25.15             | $25.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1421 | 2050-05-01      | 5.0000%  |  | $6909127.57        | $7024503.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  |  | $536458.13         | $525138.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  |  | $126.79            | $117.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $57462.53          | $56741.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  |  | $308.41            | $281.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  |  | $12620.91          | $12981.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM6687 | 2048-05-01      | 3.5000%  |  | $872371.24         | $823751.37         | Agency Mortgage-Backed Securities |
| FMAC FKAR 03.800 WAWA4844 | 2042-10-01      | 3.8000%  |  | $892.68            | $798.57            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0892 | 2055-04-01      | 5.5000%  |  | $1018168.32        | $1039463.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4469 | 2055-09-01      | 6.5000%  |  | $898.61            | $944.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5689 | 2040-03-01      | 6.5000%  |  | $3979699.18        | $4174529.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $32508.86          | $33154.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8942 | 2052-09-01      | 5.0000%  |  | $2999251.74        | $3060106.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW4865 | 2053-04-01      | 4.5000%  |  | $5599036.46        | $5522240.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW4881 | 2053-04-01      | 5.5000%  |  | $2758349.65        | $2861969.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5274 | 2053-04-01      | 5.0000%  |  | $614768.94         | $618099.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  |  | $165.21            | $160.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $251.20            | $246.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3674 | 2048-03-01      | 3.5000%  |  | $272.29            | $255.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  |  | $185.53            | $182.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4468 | 2048-09-01      | 4.5000%  |  | $1684049.54        | $1695661.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3288 | 2046-12-01      | 3.5000%  |  | $3771.85           | $3606.84           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $29793.30          | $29818.18          | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBAX8472 | 2044-11-01      | 6.1770%  |  | $44771.76          | $46458.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAX6435 | 2030-01-01      | 3.0000%  |  | $135.68            | $133.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX5308 | 2042-01-01      | 3.5000%  |  | $96.00             | $92.30             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAW0354 | 2044-03-01      | 4.5000%  |  | $78160.48          | $77489.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV8711 | 2029-03-01      | 3.5000%  |  | $27040.68          | $26854.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAV6142 | 2044-01-01      | 4.5000%  |  | $3986392.41        | $4019284.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAT4192 | 2043-05-01      | 3.5000%  |  | $6832446.20        | $6552008.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT3060 | 2043-04-01      | 3.0000%  |  | $1729163.55        | $1614886.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQAT2404 | 2033-05-01      | 3.0000%  |  | $136977.74         | $133061.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2021 | 2043-04-01      | 3.5000%  |  | $513670.42         | $493226.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAT0998 | 2043-04-01      | 3.5000%  |  | $146.67            | $139.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT0966 | 2043-04-01      | 3.0000%  |  | $7032612.44        | $6563220.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS9519 | 2032-04-01      | 3.5000%  |  | $79479.68          | $78998.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9450 | 2047-04-01      | 3.5000%  |  | $148.88            | $141.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $103222.53         | $100840.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1540 | 2048-04-01      | 4.0000%  |  | $223627.12         | $218467.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  |  | $145.51            | $139.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA1422 | 2033-03-01      | 2.5000%  |  | $101051.21         | $96915.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1968 | 2054-09-01      | 6.5000%  |  | $696.72            | $745.69            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1575 | 2034-10-01      | 4.5450%  |  | $900.00            | $918.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM3176 | 2032-08-01      | 3.0000%  |  | $160.85            | $157.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM3487 | 2031-06-01      | 3.5000%  |  | $78118.47          | $77744.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $130.46            | $123.83            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX JUBM1876 | 2044-09-01      | 5.1940%  |  | $203.87            | $210.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBM1565 | 2047-04-01      | 3.0000%  |  | $652947.76         | $601669.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2003 | 2048-04-01      | 4.5000%  |  | $169.62            | $170.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $176774.93         | $154061.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  |  | $95.24             | $92.91             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $199.28            | $194.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ7199 | 2048-09-01      | 3.5000%  |  | $279.55            | $265.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBJ5515 | 2033-01-01      | 3.0000%  |  | $43240.47          | $41967.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ4626 | 2048-02-01      | 4.5000%  |  | $1831288.67        | $1829250.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ3997 | 2048-02-01      | 3.5000%  |  | $105840.22         | $100608.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH6713 | 2047-08-01      | 3.5000%  |  | $58679.98          | $55324.19          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U99045 G | 2043-03-01      | 3.5000%  |  | $157644.55         | $151350.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD4288 | 2053-10-01      | 4.5000%  |  | $9405.27           | $9387.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD4122 | 2053-10-01      | 3.0000%  |  | $31669.41          | $28304.86          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1293 | 2029-07-01      | 4.7700%  |  | $13391100.00       | $13807248.52       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0554 | 2029-02-01      | 4.7800%  |  | $12632400.00       | $13000066.00       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0521 | 2029-02-01      | 4.8800%  |  | $8458200.00        | $8723026.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8516 | 2053-08-01      | 6.0000%  |  | $595.73            | $614.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  |  | $546495.03         | $570339.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  |  | $5.62              | $5.81              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIQO1516 | 2038-08-01      | 6.0000%  |  | $1044191.59        | $1088789.02        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1585 | 2029-08-01      | 4.6500%  |  | $900.00            | $923.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  |  | $854.93            | $863.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQO0744 | 2037-08-01      | 3.0000%  |  | $87193.62          | $84142.63          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO0553 | 2037-07-01      | 4.0000%  |  | $147739.15         | $146615.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQI9871 | 2054-07-01      | 4.5000%  |  | $881.62            | $867.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8838 | 2054-07-01      | 6.0000%  |  | $1019117.31        | $1056822.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  |  | $6482769.17        | $6709432.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI5628 | 2054-05-01      | 7.0000%  |  | $39984.76          | $42770.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQI5499 | 2054-05-01      | 4.5000%  |  | $866.52            | $852.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI5153 | 2054-05-01      | 5.5000%  |  | $695902.84         | $717565.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI2907 | 2054-04-01      | 6.0000%  |  | $8266172.89        | $8617964.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI3505 | 2054-04-01      | 6.5000%  |  | $733.91            | $777.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL787216 | 2034-07-01      | 5.5000%  |  | $110.32            | $112.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL735036 | 2034-12-01      | 5.5000%  |  | $107963.81         | $111937.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4322 | 2048-07-01      | 4.0000%  |  | $83938.61          | $81902.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $1939346.58        | $1904680.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  |  | $13882.37          | $14389.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU0720 | 2051-10-01      | 2.0000%  |  | $703.89            | $581.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU8670 | 2052-05-01      | 4.5000%  |  | $557372.24         | $550647.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2194 | 2050-02-01      | 3.0000%  |  | $371.12            | $340.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  |  | $734.78            | $750.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6636 | 2054-10-01      | 5.5000%  |  | $835.24            | $857.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  |  | $4137241.55        | $4236634.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  |  | $670014.45         | $699926.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC3597 | 2051-06-01      | 2.0000%  |  | $667.34            | $549.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  |  | $206.39            | $188.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  |  | $270.84            | $268.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0326 | 2045-12-01      | 3.5000%  |  | $5124512.71        | $4883839.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  |  | $728.80            | $665.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA3370 | 2053-11-01      | 6.5000%  |  | $1686012.29        | $1788270.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  |  | $236.02            | $230.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  |  | $320378.26         | $276647.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $133.76            | $126.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $854.98            | $857.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI0588 | 2054-03-01      | 6.5000%  |  | $8875810.29        | $9411971.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7802 | 2045-04-01      | 3.0000%  |  | $1604041.58        | $1484038.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0390 | 2050-04-01      | 3.0000%  |  | $256.31            | $232.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7306 | 2046-06-01      | 3.0000%  |  | $8914070.48        | $8188295.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5080 | 2052-07-01      | 5.0000%  |  | $615.93            | $622.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 U6BM7360 | 2057-02-01      | 3.0000%  |  | $809.35            | $717.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI0818 | 2054-02-01      | 7.0000%  |  | $624045.22         | $666578.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS9676 | 2047-05-01      | 4.0000%  |  | $3571359.94        | $3485647.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA2734 | 2033-11-01      | 3.0000%  |  | $184937.38         | $179703.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  |  | $1528170.37        | $1378898.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1795 | 2054-11-01      | 5.5000%  |  | $889.06            | $910.66            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBX4857 | 2053-05-01      | 4.4190%  |  | $2017013.76        | $2017867.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2092 | 2048-07-01      | 4.5000%  |  | $3039.68           | $3042.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  |  | $771.68            | $808.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  |  | $771.31            | $659.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  |  | $716.66            | $693.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6508 | 2051-12-01      | 2.0000%  |  | $692.04            | $571.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  |  | $1284612.39        | $1288697.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  |  | $1481.26           | $1378.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4698 | 2054-01-01      | 6.0000%  |  | $767.49            | $795.36            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782294 X     | 2038-03-15      | 5.5000%  |  | $8.33              | $8.79              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $296.54            | $284.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  |  | $92.27             | $86.11             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6113 | 2053-01-01      | 6.0000%  |  | $100098.81         | $103770.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQAY1959 | 2035-03-01      | 3.0000%  |  | $344400.50         | $328430.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7489 | 2048-07-01      | 4.5000%  |  | $2033467.19        | $2046985.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $29671.28          | $28572.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $84889.30          | $82330.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CVAL8047 | 2030-11-01      | 3.5000%  |  | $186.23            | $185.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $579711.79         | $482560.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  |  | $173.69            | $169.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK5856 | 2042-04-01      | 4.0000%  |  | $24091.40          | $23781.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG7322 | 2053-07-01      | 6.0000%  |  | $651.39            | $673.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $166684.92         | $167004.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA0582 | 2053-09-01      | 6.5000%  |  | $781142.86         | $818179.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP0048 | 2042-07-01      | 3.5000%  |  | $325640.31         | $315031.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0041 | 2047-04-01      | 3.5000%  |  | $272.63            | $256.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $575.55            | $476.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8948 | 2052-09-01      | 5.0000%  |  | $3056660.65        | $3107052.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  |  | $383.64            | $346.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB3205 | 2037-03-01      | 2.5000%  |  | $2814.10           | $2668.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP2130 | 2042-08-01      | 3.5000%  |  | $7752895.92        | $7444330.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2250 | 2042-08-01      | 3.5000%  |  | $3991011.18        | $3832160.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $72438.96          | $73888.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH4200 | 2053-11-01      | 7.0000%  |  | $863631.59         | $924668.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  |  | $5773.12           | $5168.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  |  | $648.26            | $533.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI9129 | 2054-07-01      | 6.5000%  |  | $569.94            | $607.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  |  | $615.50            | $531.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  |  | $752.37            | $805.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  |  | $789.35            | $802.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG7097 | 2053-07-01      | 6.0000%  |  | $354600.24         | $371087.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $635.97            | $632.13            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0447 | 2034-02-01      | 4.4050%  |  | $9325785.60        | $9429523.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1056 | 2048-01-01      | 4.0000%  |  | $127.36            | $124.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBQ0162 | 2035-03-01      | 2.0000%  |  | $96150.70          | $89639.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAR9188 | 2043-03-01      | 2.5000%  |  | $31344.27          | $28556.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  |  | $112.71            | $107.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ4763 | 2045-10-01      | 4.0000%  |  | $1161807.37        | $1135735.25        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBBO8856 | 2049-11-01      | 2.9710%  |  | $26235.14          | $25381.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  |  | $571.77            | $474.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9298 | 2053-06-01      | 5.5000%  |  | $794.84            | $811.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8099 | 2050-10-01      | 2.5000%  |  | $156252.58         | $134658.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA8388 | 2035-12-01      | 2.5000%  |  | $381585.92         | $363626.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV3211 | 2052-03-01      | 3.0000%  |  | $10893.48          | $9897.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6399 | 2053-08-01      | 5.5000%  |  | $4973836.04        | $5100012.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  |  | $732.49            | $766.16            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0831 | 2034-04-01      | 4.7300%  |  | $900.00            | $927.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8650 | 2055-09-01      | 5.5000%  |  | $1095581.46        | $1121451.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE2117 | 2055-07-01      | 5.0000%  |  | $894.99            | $903.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9495 | 2054-11-01      | 5.5000%  |  | $814.75            | $829.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $872.42            | $896.02            | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.600 WNWN4084 | 2035-07-01      | 4.6000%  |  | $921.60            | $937.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM3056 | 2047-04-01      | 3.5000%  |  | $40638.97          | $38547.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL4012 | 2042-10-01      | 3.5000%  |  | $5346319.65        | $5125805.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL3304 | 2042-07-01      | 3.5000%  |  | $276.96            | $265.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZK6541 | 2029-03-01      | 3.5000%  |  | $55.45             | $54.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4424 | 2052-07-01      | 5.5000%  |  | $879390.90         | $913632.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2980 | 2037-03-01      | 2.5000%  |  | $303801.48         | $289490.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  |  | $130.40            | $127.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8318 | 2046-11-01      | 3.0000%  |  | $482461.56         | $443076.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  |  | $282869.53         | $259778.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $172.14            | $158.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $1155961.66        | $1065192.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS8154 | 2046-10-01      | 4.5000%  |  | $55.65             | $56.00             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  |  | $164.63            | $151.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7982 | 2046-09-01      | 3.0000%  |  | $4804870.23        | $4412677.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS7067 | 2031-04-01      | 3.5000%  |  | $92.57             | $92.08             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAS6537 | 2031-01-01      | 2.5000%  |  | $92.04             | $89.49             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6520 | 2046-01-01      | 3.5000%  |  | $278939.36         | $265667.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5820 | 2045-09-01      | 3.5000%  |  | $5684358.36        | $5422690.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6185 | 2045-11-01      | 3.5000%  |  | $7652110.68        | $7322626.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  |  | $24582.74          | $22672.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4794 | 2045-04-01      | 3.5000%  |  | $6340080.16        | $6053521.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0903 | 2053-04-01      | 5.5000%  |  | $33584.07          | $34345.93          | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBY0346 | 2053-06-01      | 4.4710%  |  | $864.75            | $866.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY0017 | 2053-04-01      | 6.0000%  |  | $3448293.19        | $3556383.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX8149 | 2053-05-01      | 6.0000%  |  | $767651.06         | $804750.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3681 | 2052-12-01      | 6.5000%  |  | $820587.00         | $870975.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3907 | 2052-08-01      | 5.0000%  |  | $6698436.15        | $6739135.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB2037 | 2054-05-01      | 6.0000%  |  | $23602.69          | $24563.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAX9600 | 2045-03-01      | 3.0000%  |  | $1285320.62        | $1194738.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6560 | 2053-01-01      | 5.5000%  |  | $689.28            | $709.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAU1691 | 2043-08-01      | 3.0000%  |  | $2642201.97        | $2465861.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $200729.33         | $191442.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6536 | 2046-01-01      | 3.5000%  |  | $53707.16          | $51118.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAV5021 | 2044-02-01      | 3.5000%  |  | $974941.66         | $931479.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ3596 | 2054-09-01      | 6.0000%  |  | $678.93            | $710.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3616 | 2052-05-01      | 4.0000%  |  | $699.44            | $676.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ8429 | 2050-12-01      | 2.0000%  |  | $1218780.05        | $1021724.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3853 | 2053-08-01      | 5.5000%  |  | $713.41            | $728.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAW2074 | 2029-04-01      | 3.5000%  |  | $68081.79          | $67549.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY3598 | 2053-06-01      | 5.5000%  |  | $1744272.30        | $1780521.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  |  | $5771407.53        | $5941144.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2043 | 2048-12-01      | 4.5000%  |  | $643206.64         | $644779.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH1248 | 2053-09-01      | 6.5000%  |  | $2564047.43        | $2723774.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA1878 | 2049-12-01      | 3.5000%  |  | $151.85            | $142.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7782 | 2053-03-01      | 5.5000%  |  | $2969955.89        | $3032060.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR5259 | 2043-02-01      | 3.0000%  |  | $1006896.37        | $939719.27         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ2356 | 2034-11-01      | 4.6100%  |  | $3903300.00        | $3986122.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD6918 | 2054-11-01      | 6.5000%  |  | $722.50            | $764.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  |  | $1006377.23        | $1038003.64        | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.370 WNWN1644 | 2035-06-01      | 4.3700%  |  | $5840730.00        | $5827497.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTQK1782 | 2045-11-01      | 5.0000%  |  | $960197.40         | $974761.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6380 | 2055-12-01      | 5.5000%  |  | $900.00            | $921.21            | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C1244 G        | 2055-12-01      | 5.5680%  |  | $900.00            | $921.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6336 | 2055-12-01      | 6.0000%  |  | $900.00            | $941.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA3623 | 2052-06-01      | 2.0000%  |  | $5525952.30        | $4520604.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4857 | 2055-11-01      | 6.0000%  |  | $4484667.60        | $4643859.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6400 | 2055-12-01      | 5.5000%  |  | $900.00            | $920.39            | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C1226 G        | 2055-11-01      | 5.7050%  |  | $907.20            | $930.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF2863 | 2055-11-01      | 4.5000%  |  | $900.00            | $885.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5415 | 2055-11-01      | 6.0000%  |  | $900.00            | $935.96            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3132 | 2032-03-01      | 4.8400%  |  | $2635705.63        | $2741252.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  |  | $796966.51         | $797631.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 U3BF0194 | 2040-07-01      | 4.5000%  |  | $163.74            | $165.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $373.11            | $343.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  |  | $364.49            | $339.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3772 | 2047-07-01      | 4.5000%  |  | $4649591.72        | $4660959.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBE0506 | 2031-10-01      | 2.5000%  |  | $138.47            | $134.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1448 | 2052-06-01      | 5.0000%  |  | $7267827.03        | $7332801.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1330 | 2052-11-01      | 5.0000%  |  | $676.76            | $685.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  |  | $717.49            | $693.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9944 | 2052-06-01      | 3.5000%  |  | $48350.33          | $45238.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV9909 | 2052-06-01      | 4.5000%  |  | $1991673.70        | $1985481.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9890 | 2052-05-01      | 3.5000%  |  | $4874833.27        | $4573524.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV1659 | 2055-05-01      | 5.5000%  |  | $1285857.35        | $1311172.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  |  | $694.98            | $604.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6701 | 2051-12-01      | 2.5000%  |  | $639.15            | $555.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBU4772 | 2054-06-01      | 7.0000%  |  | $733.99            | $786.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3128 | 2053-06-01      | 5.0000%  |  | $762.08            | $770.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD2991 | 2051-09-01      | 2.5000%  |  | $12124.66          | $10584.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD3580 | 2052-04-01      | 2.0000%  |  | $751.91            | $624.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  |  | $12284.65          | $12419.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  |  | $695.05            | $717.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2334 | 2053-02-01      | 5.0000%  |  | $522569.86         | $527419.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2170 | 2051-07-01      | 3.0000%  |  | $122589.21         | $111298.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2081 | 2052-12-01      | 5.0000%  |  | $696.33            | $706.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $681.92            | $679.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1554 | 2052-09-01      | 4.5000%  |  | $9705.84           | $9662.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1382 | 2052-08-01      | 4.0000%  |  | $247503.60         | $238414.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1340 | 2052-03-01      | 3.0000%  |  | $426717.02         | $387335.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CT929229 | 2028-03-01      | 5.0000%  |  | $26978.82          | $27203.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1509 | 2055-11-01      | 5.0000%  |  | $920.99            | $934.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2585 | 2052-09-01      | 4.5000%  |  | $657.67            | $655.62            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4483 | 2032-07-01      | 4.7000%  |  | $921.60            | $954.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  |  | $149.99            | $141.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  |  | $327.93            | $319.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  |  | $6592951.75        | $6443159.89        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5426 | 2035-11-01      | 4.4800%  |  | $921.60            | $929.61            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4674 | 2030-08-01      | 4.2300%  |  | $9755100.00        | $9877648.45        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4543 | 2030-08-01      | 4.5700%  |  | $18144000.00       | $18634731.70       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4064 | 2032-06-01      | 4.6300%  |  | $37455619.50       | $38533498.59       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3843 | 2032-08-01      | 4.6500%  |  | $5571765.00        | $5747049.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  |  | $231.81            | $212.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4740 | 2047-10-01      | 4.0000%  |  | $113.44            | $110.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1846 | 2052-10-01      | 4.5000%  |  | $699.10            | $691.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $700.86            | $735.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8295 | 2046-11-01      | 3.0000%  |  | $1207593.16        | $1117249.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6672 | 2053-07-01      | 5.0000%  |  | $670201.71         | $677557.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE0084 | 2046-12-01      | 3.0000%  |  | $275.01            | $254.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD7043 | 2047-03-01      | 4.0000%  |  | $142349.81         | $138934.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4786 | 2045-04-01      | 3.0000%  |  | $61321.50          | $56955.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4009 | 2039-12-01      | 3.5000%  |  | $66.85             | $64.94             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $130.42            | $124.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS0024 | 2043-07-01      | 3.5000%  |  | $68570.41          | $65678.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH8528 | 2047-12-01      | 3.5000%  |  | $210340.92         | $198573.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  |  | $459.60            | $418.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZT0936 | 2043-09-01      | 3.0000%  |  | $106.23            | $101.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  |  | $119.67            | $112.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH4128 | 2053-11-01      | 7.0000%  |  | $7768752.58        | $8307127.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1456 | 2048-12-01      | 3.0000%  |  | $646.92            | $591.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIBU3967 | 2038-05-01      | 4.5000%  |  | $590.31            | $592.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU3953 | 2053-03-01      | 6.0000%  |  | $3269283.60        | $3383407.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU3117 | 2051-11-01      | 3.0000%  |  | $4002835.45        | $3609148.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  |  | $2054582.37        | $2065327.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ7705 | 2054-11-01      | 5.0000%  |  | $850.52            | $855.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ3703 | 2054-09-01      | 5.5000%  |  | $2160.25           | $2236.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2855 | 2054-09-01      | 6.5000%  |  | $1114735.90        | $1185878.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1785 | 2054-07-01      | 7.0000%  |  | $743212.50         | $795917.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0742 | 2054-08-01      | 6.5000%  |  | $721.33            | $752.57            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ0160 | 2054-07-01      | 4.5000%  |  | $880.15            | $865.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  |  | $3469159.11        | $3533987.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $876.52            | $862.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  |  | $2512.56           | $2682.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH5868 | 2053-11-01      | 6.5000%  |  | $1740963.33        | $1856511.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH4725 | 2053-11-01      | 7.0000%  |  | $1282631.17        | $1375197.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH4699 | 2053-11-01      | 6.0000%  |  | $734.18            | $764.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  |  | $23389.79          | $22215.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA2908 | 2045-11-01      | 4.0000%  |  | $24203.66          | $23660.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ8516 | 2045-09-01      | 4.0000%  |  | $1656821.49        | $1627679.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  |  | $758.26            | $748.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $25295.97          | $23528.16          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $12651.55          | $11323.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  |  | $3593178.92        | $3216671.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  |  | $665.79            | $573.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  |  | $598.05            | $492.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4253 | 2053-11-01      | 6.5000%  |  | $1734357.97        | $1844805.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  |  | $494.86            | $426.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  |  | $1381405.41        | $1427316.43        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBY6060 | 2053-08-01      | 5.0500%  |  | $1818781.12        | $1853169.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U4BF0316 | 2052-07-01      | 4.0000%  |  | $331.99            | $322.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC2016 | 2054-09-01      | 5.0000%  |  | $834083.05         | $836791.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  |  | $649.71            | $667.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $166.49            | $174.43            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX JUBM1537 | 2051-04-01      | 6.3290%  |  | $129.47            | $136.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA1419 | 2053-05-01      | 4.0000%  |  | $854.21            | $833.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE2540 | 2055-07-01      | 7.0000%  |  | $896.55            | $952.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ6441 | 2055-10-01      | 4.5000%  |  | $1888140.46        | $1869474.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF1741 | 2050-10-01      | 4.5000%  |  | $1064419.97        | $1050286.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7709 | 2055-06-01      | 6.5000%  |  | $1290540.31        | $1346353.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC5706 | 2054-11-01      | 4.5000%  |  | $3056838.28        | $3016992.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8570 | 2055-01-01      | 5.5000%  |  | $2189676.17        | $2256995.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CISB8375 | 2040-02-01      | 6.5000%  |  | $627.72            | $658.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA4030 | 2049-08-01      | 4.0000%  |  | $106.19            | $103.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $704.31            | $660.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5549 | 2050-04-01      | 3.0000%  |  | $756715.28         | $687430.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  |  | $224890.89         | $227373.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  |  | $869.41            | $885.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8432 | 2055-06-01      | 5.5000%  |  | $2411579.52        | $2491742.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $656.46            | $595.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS5623 | 2030-08-01      | 3.0000%  |  | $88.26             | $86.93             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1185 | 2054-10-01      | 6.0000%  |  | $875.60            | $908.10            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4989 | 2030-10-01      | 4.2950%  |  | $907.20            | $920.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG5435 | 2053-06-01      | 5.0000%  |  | $795.67            | $799.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  |  | $3100432.67        | $3202849.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD1735 | 2055-02-01      | 5.0000%  |  | $1540558.06        | $1570138.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $1712.77           | $1694.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKBM5598 | 2043-02-01      | 3.0000%  |  | $143.85            | $133.55            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBL3399 | 2029-08-01      | 2.5600%  |  | $844.17            | $806.78            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  |  | $126781.13         | $120074.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4238 | 2055-07-01      | 7.0000%  |  | $895.64            | $955.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7565 | 2053-09-01      | 5.5000%  |  | $1423.26           | $1470.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  |  | $176.99            | $166.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7270 | 2054-12-01      | 6.0000%  |  | $832.08            | $860.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  |  | $94.58             | $91.73             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  |  | $96.35             | $96.12             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6985 | 2054-11-01      | 5.0000%  |  | $71388.73          | $71729.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5495 | 2054-11-01      | 5.5000%  |  | $821.19            | $835.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC4977 | 2054-11-01      | 4.5000%  |  | $1961264.05        | $1935394.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC4702 | 2054-09-01      | 7.0000%  |  | $438176.19         | $464794.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0469 | 2053-09-01      | 6.5000%  |  | $4135169.97        | $4394118.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $740.70            | $755.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  |  | $20551.41          | $21337.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  |  | $848.14            | $860.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7096 | 2054-11-01      | 5.0000%  |  | $3292198.02        | $3313926.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  |  | $873.19            | $880.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4697 | 2054-10-01      | 5.0000%  |  | $888.54            | $893.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  |  | $1272844.97        | $1328449.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4444 | 2054-10-01      | 6.0000%  |  | $890.59            | $916.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2541 | 2054-09-01      | 6.5000%  |  | $1259289.35        | $1341413.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2284 | 2054-10-01      | 5.5000%  |  | $879.95            | $909.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2008 | 2054-09-01      | 6.5000%  |  | $689.73            | $733.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  |  | $4580804.04        | $4840576.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1614 | 2054-09-01      | 6.0000%  |  | $1158201.89        | $1197368.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7008 | 2054-07-01      | 6.0000%  |  | $855699.30         | $887882.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4843 | 2054-10-01      | 6.5000%  |  | $891.36            | $933.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4131 | 2054-08-01      | 5.5000%  |  | $6650.95           | $6770.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4475 | 2054-09-01      | 5.5000%  |  | $777.40            | $791.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB2541 | 2054-08-01      | 6.0000%  |  | $759057.34         | $781441.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB2307 | 2054-10-01      | 4.5000%  |  | $1492515.71        | $1475508.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1997 | 2054-10-01      | 6.5000%  |  | $890.76            | $937.16            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC C03532 G | 2040-10-01      | 4.5000%  |  | $19.98             | $20.28             | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  |  | $55643.86          | $54965.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $2798759.35        | $2506031.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1943 | 2051-07-01      | 3.0000%  |  | $510.69            | $458.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  |  | $2191857.04        | $1974665.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1808 | 2051-10-01      | 2.5000%  |  | $37053.18          | $32227.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2668 | 2052-01-01      | 3.0000%  |  | $2141.33           | $1915.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2621 | 2052-01-01      | 2.5000%  |  | $492168.27         | $430895.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $1456.03           | $1300.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  |  | $579.61            | $502.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  |  | $418511.31         | $346529.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBT6754 | 2036-09-01      | 2.0000%  |  | $170812.04         | $158540.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  |  | $14.03             | $14.86             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL791406 | 2034-10-01      | 5.5000%  |  | $303811.20         | $317314.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $161937.25         | $158076.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $210879.24         | $200568.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5424 | 2050-03-01      | 3.0000%  |  | $276.32            | $249.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  |  | $2131116.94        | $1907648.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  |  | $286.48            | $279.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBP3785 | 2036-03-01      | 2.0000%  |  | $5470974.85        | $5083230.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP2099 | 2050-02-01      | 3.0000%  |  | $262.52            | $238.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBO7258 | 2035-01-01      | 3.0000%  |  | $89671.76          | $87161.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  |  | $7116531.72        | $6469503.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  |  | $1583117.50        | $1356498.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 REBT1311 | 2051-07-01      | 2.0000%  |  | $267758.36         | $220537.84         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS8402 | 2033-06-01      | 4.3400%  |  | $808587.00         | $817361.78         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS8920 | 2028-08-01      | 4.6500%  |  | $6107037.36        | $6230341.49        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7220 | 2032-11-01      | 5.2300%  |  | $900.00            | $956.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR9603 | 2051-05-01      | 2.5000%  |  | $42159.32          | $36072.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  |  | $7674531.57        | $6321580.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR7265 | 2051-04-01      | 2.5000%  |  | $7823638.69        | $6810555.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR6524 | 2051-04-01      | 2.5000%  |  | $545.34            | $477.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  |  | $62054.61          | $51894.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  |  | $719.13            | $589.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  |  | $628.55            | $517.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ4495 | 2051-02-01      | 2.0000%  |  | $257868.68         | $212411.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ1567 | 2050-09-01      | 3.0000%  |  | $108549.77         | $98923.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP9679 | 2050-07-01      | 3.0000%  |  | $1140684.77        | $1029887.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP9369 | 2050-07-01      | 2.0000%  |  | $528.28            | $435.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0367 | 2052-04-01      | 3.5000%  |  | $825.42            | $767.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD7059 | 2052-02-01      | 3.0000%  |  | $2751.60           | $2458.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT7713 | 2051-09-01      | 2.5000%  |  | $1105987.85        | $965744.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  |  | $711.70            | $717.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG4973 | 2053-06-01      | 6.5000%  |  | $793.86            | $847.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG4302 | 2053-06-01      | 6.5000%  |  | $4322310.82        | $4625499.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  |  | $4214943.22        | $4425058.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2759 | 2053-05-01      | 5.5000%  |  | $761796.71         | $784483.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8701 | 2053-03-01      | 5.5000%  |  | $5388690.16        | $5508739.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8171 | 2053-02-01      | 5.5000%  |  | $987626.80         | $1009626.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO1146 | 2049-06-01      | 3.5000%  |  | $107.41            | $100.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  |  | $339.15            | $341.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN4325 | 2049-01-01      | 4.5000%  |  | $123.31            | $123.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3898 | 2048-12-01      | 4.5000%  |  | $86316.63          | $86299.79          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX XXBM7581 | 2031-09-01      | 4.7051%  |  | $809100.00         | $835241.01         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM7269 | 2053-08-01      | 5.3500%  |  | $5029092.27        | $5149111.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  |  | $8.15              | $8.54              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL735504 | 2035-04-01      | 6.0000%  |  | $76961.67          | $80476.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $270924.38         | $284419.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL708631 | 2033-06-01      | 6.0000%  |  | $16.96             | $17.46             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ7024 | 2045-10-01      | 3.5000%  |  | $607526.04         | $579937.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ6816 | 2045-07-01      | 3.5000%  |  | $523844.71         | $499785.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKAZ1909 | 2045-06-01      | 3.0000%  |  | $598383.07         | $543625.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $50769.85          | $50533.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4804 | 2049-12-01      | 3.5000%  |  | $1657605.78        | $1566528.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4792 | 2049-12-01      | 3.0000%  |  | $238.44            | $215.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $548144.88         | $492396.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5317 | 2050-03-01      | 3.0000%  |  | $240.16            | $217.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4345 | 2049-10-01      | 3.0000%  |  | $340.36            | $307.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  |  | $332.91            | $304.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  |  | $2732625.52        | $2728723.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3493 | 2049-05-01      | 4.0000%  |  | $154.26            | $150.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  |  | $215.69            | $211.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  |  | $182.42            | $182.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2041 | 2048-07-01      | 4.0000%  |  | $3500726.65        | $3387079.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO2256 | 2049-10-01      | 3.0000%  |  | $356133.13         | $323752.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3828 | 2052-11-01      | 5.5000%  |  | $3143.10           | $3231.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9123 | 2052-09-01      | 5.0000%  |  | $4630143.94        | $4657943.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8707 | 2052-09-01      | 5.0000%  |  | $6248210.56        | $6302526.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE7674 | 2052-08-01      | 4.0000%  |  | $732.72            | $705.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE7031 | 2052-08-01      | 4.0000%  |  | $7135795.82        | $6864171.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  |  | $409071.25         | $422398.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE1088 | 2052-04-01      | 3.5000%  |  | $10602.49          | $9925.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  |  | $825.83            | $837.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 ZLSI2086 | 2050-12-01      | 3.5000%  |  | $709.54            | $665.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VSF5002 | 2047-10-01      | 4.0000%  |  | $4336122.10        | $4264393.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PRE6054 | 2050-04-01      | 4.5000%  |  | $47.84             | $46.54             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PRE6046 | 2050-05-01      | 3.5000%  |  | $197974.71         | $181997.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  |  | $645.21            | $516.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTRB5279 | 2044-02-01      | 6.0000%  |  | $6804.90           | $7045.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9434 | 2053-07-01      | 5.5000%  |  | $3616952.18        | $3723391.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6884 | 2053-02-01      | 5.5000%  |  | $5841229.44        | $6014912.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $753.04            | $771.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7187 | 2053-02-01      | 6.0000%  |  | $7212574.12        | $7450776.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7642 | 2052-08-01      | 4.5000%  |  | $734.96            | $726.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  |  | $687.71            | $643.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7390 | 2052-05-01      | 4.0000%  |  | $690.56            | $667.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6987 | 2052-03-01      | 3.5000%  |  | $662.99            | $621.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  |  | $18816.89          | $16911.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  |  | $619.53            | $516.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA4215 | 2050-12-01      | 2.0000%  |  | $1242.32           | $1023.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA3174 | 2050-07-01      | 3.0000%  |  | $314.59            | $283.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3513 | 2050-09-01      | 2.5000%  |  | $487.10            | $422.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2319 | 2050-03-01      | 3.0000%  |  | $363.28            | $328.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1871 | 2049-12-01      | 3.0000%  |  | $641805.87         | $574516.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1021 | 2049-06-01      | 3.0000%  |  | $9194116.78        | $8432200.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN7193 | 2036-08-01      | 1.5000%  |  | $37161.70          | $33667.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQN0951 | 2034-11-01      | 2.5000%  |  | $304.65            | $291.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7031 | 2050-09-01      | 2.5000%  |  | $532931.01         | $466402.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  |  | $877280.72         | $724549.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6740 | 2050-08-01      | 3.0000%  |  | $334.43            | $299.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  |  | $78224.77          | $68307.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $415.04            | $358.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $267.94            | $241.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA7144 | 2035-09-01      | 2.5000%  |  | $136045.95         | $129639.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6080 | 2050-06-01      | 2.5000%  |  | $425.90            | $367.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8810 | 2043-03-01      | 3.5000%  |  | $213783.23         | $204521.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR6195 | 2043-04-01      | 3.5000%  |  | $127316.26         | $121695.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR3391 | 2043-01-01      | 3.0000%  |  | $173.02            | $161.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMB0302 | 2055-02-01      | 5.5000%  |  | $741183.02         | $754408.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTCA1864 | 2038-06-01      | 4.5000%  |  | $1267626.84        | $1290070.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  |  | $97.82             | $95.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL8130 | 2040-06-01      | 6.5000%  |  | $2040.80           | $2150.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  |  | $285404.35         | $262991.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL9566 | 2046-06-01      | 3.5000%  |  | $3443.22           | $3294.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5695 | 2049-02-01      | 4.0000%  |  | $63338.84          | $61691.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $61732.58          | $56244.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM4614 | 2033-03-01      | 3.0000%  |  | $52338.29          | $51391.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4503 | 2048-09-01      | 4.0000%  |  | $109243.03         | $106535.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $246.45            | $246.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  |  | $794743.03         | $692368.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC4690 | 2051-08-01      | 2.5000%  |  | $647.88            | $566.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC3242 | 2051-06-01      | 3.0000%  |  | $547.79            | $498.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  |  | $661.37            | $541.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7172 | 2051-01-01      | 2.0000%  |  | $615.78            | $505.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB6059 | 2050-12-01      | 2.0000%  |  | $612.08            | $504.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB4948 | 2050-11-01      | 2.0000%  |  | $594.00            | $489.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB2781 | 2050-09-01      | 2.5000%  |  | $524.74            | $451.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA8518 | 2050-04-01      | 3.0000%  |  | $207563.57         | $188431.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4289 | 2049-11-01      | 3.5000%  |  | $6825.54           | $6497.88           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G61431 G | 2044-02-01      | 3.5000%  |  | $5915667.51        | $5675136.47        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G60988 G | 2047-05-01      | 3.0000%  |  | $239.67            | $220.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8642 | 2055-09-01      | 5.5000%  |  | $1108731.55        | $1134914.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7936 | 2055-08-01      | 6.5000%  |  | $1032352.65        | $1088229.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9500 | 2043-08-01      | 3.0000%  |  | $689055.10         | $643087.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  |  | $5442064.76        | $5193629.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  |  | $27.41             | $27.06             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  |  | $82120.69          | $80760.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP8743 | 2042-10-01      | 3.5000%  |  | $109.05            | $104.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP6591 | 2042-09-01      | 3.5000%  |  | $4100636.26        | $3942507.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5673 | 2055-11-01      | 5.0000%  |  | $900.00            | $903.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5622 | 2055-11-01      | 6.0000%  |  | $2429510.40        | $2513010.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5445 | 2055-11-01      | 5.0000%  |  | $900.00            | $907.22            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODF4901 | 2055-11-01      | 5.6920%  |  | $900.00            | $927.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4856 | 2055-11-01      | 6.0000%  |  | $6377307.30        | $6625231.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF4689 | 2055-11-01      | 4.5000%  |  | $5851886.40        | $5760725.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  |  | $899.31            | $948.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3079 | 2055-11-01      | 5.0000%  |  | $2704492.80        | $2727591.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $116.65            | $112.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAO9750 | 2042-08-01      | 3.0000%  |  | $95.99             | $89.59             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8131 | 2042-08-01      | 3.5000%  |  | $2083110.88        | $1997620.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO7689 | 2042-07-01      | 3.5000%  |  | $3872457.85        | $3713528.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO4151 | 2042-06-01      | 3.5000%  |  | $72687.04          | $69883.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  |  | $107.93            | $103.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO2977 | 2042-05-01      | 3.5000%  |  | $67906.96          | $65372.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  |  | $243.55            | $238.21            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX HYAN5478 | 2027-05-01      | 3.1200%  |  | $7440720.81        | $7367950.56        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX HYAN3336 | 2026-11-01      | 2.2800%  |  | $798260.81         | $786119.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL8387 | 2046-03-01      | 4.0000%  |  | $79.07             | $77.34             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF2867 | 2055-11-01      | 5.0000%  |  | $907.20            | $911.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2486 | 2055-10-01      | 6.0000%  |  | $899.03            | $937.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAQ9950 | 2028-01-01      | 2.5000%  |  | $42477.11          | $41848.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL7227 | 2030-08-01      | 3.0000%  |  | $70.91             | $69.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7016 | 2045-06-01      | 3.5000%  |  | $9027942.30        | $8639235.22        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX JUAL7034 | 2043-11-01      | 5.9020%  |  | $100.99            | $105.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL6324 | 2036-12-01      | 6.5000%  |  | $47.30             | $49.32             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CVAL5759 | 2029-07-01      | 3.5000%  |  | $43.50             | $43.18             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAL5218 | 2044-03-01      | 5.0000%  |  | $29181.10          | $29922.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2158 | 2042-04-01      | 3.5000%  |  | $9649604.97        | $9277554.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  |  | $20.31             | $21.65             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $1259959.57        | $1214491.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7709 | 2041-12-01      | 3.5000%  |  | $2690530.39        | $2595097.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $58.85             | $60.90             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  |  | $53.88             | $55.76             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 K2602324 | 2031-09-01      | 7.5000%  |  | $67360.09          | $69379.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CT257536 | 2029-01-01      | 5.0000%  |  | $47213.28          | $47723.65          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G60961 G | 2047-04-01      | 4.5000%  |  | $2067052.11        | $2079313.87        | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  |  | $230937.15         | $243253.03         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60023 G | 2045-04-01      | 3.5000%  |  | $727425.56         | $696913.70         | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.160 WNWN2709 | 2032-07-01      | 4.1600%  |  | $900.00            | $898.77            | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.750 WNWN2662 | 2032-04-01      | 4.7500%  |  | $5343300.00        | $5520807.10        | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.350 WNWN1643 | 2035-06-01      | 4.3500%  |  | $33432300.00       | $33355489.29       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U49046 G | 2029-02-01      | 4.0000%  |  | $20.27             | $20.21             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q18473 G | 2043-05-01      | 4.0000%  |  | $28174.65          | $27440.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6216 | 2055-10-01      | 5.5000%  |  | $1004395.50        | $1028820.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4455 | 2055-06-01      | 6.5000%  |  | $1194328.51        | $1243564.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  |  | $897.67            | $922.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3033 | 2055-06-01      | 6.5000%  |  | $1170001.74        | $1230708.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW7312 | 2052-08-01      | 4.5000%  |  | $3512898.88        | $3472335.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2632 | 2047-02-01      | 3.5000%  |  | $315.92            | $296.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ1155 | 2054-08-01      | 4.5000%  |  | $863.77            | $850.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I3BF0292 | 2048-05-01      | 3.0000%  |  | $150428.80         | $137418.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6943 | 2050-09-01      | 2.0000%  |  | $567.12            | $468.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX8367 | 2044-11-01      | 4.0000%  |  | $107.24            | $105.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $747.69            | $762.23            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $108973.12         | $106951.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ1092 | 2050-08-01      | 3.0000%  |  | $410.95            | $373.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  |  | $778.91            | $724.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7311 | 2055-06-01      | 5.5000%  |  | $938379.38         | $969894.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDD7992 | 2055-04-01      | 4.5000%  |  | $1728999.36        | $1709157.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  |  | $108104.70         | $110039.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  |  | $677.13            | $706.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD3771 | 2052-03-01      | 2.5000%  |  | $780.39            | $674.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3747 | 2053-09-01      | 5.0000%  |  | $6510296.60        | $6588289.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3737 | 2053-09-01      | 6.0000%  |  | $716.54            | $743.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3676 | 2053-08-01      | 6.0000%  |  | $905104.02         | $952686.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $14153.93          | $14397.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $42281.25          | $43484.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $13440.04          | $13684.72          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  |  | $757.73            | $771.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  |  | $783.29            | $787.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $9311.22           | $9498.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  |  | $877937.68         | $906284.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  |  | $8263.41           | $8426.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $739.92            | $745.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1682 | 2055-10-01      | 5.5000%  |  | $898.58            | $919.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0231 | 2055-10-01      | 5.5000%  |  | $900.36            | $925.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0890 | 2055-11-01      | 6.5000%  |  | $1269583.20        | $1325795.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0809 | 2055-10-01      | 5.5000%  |  | $137488.03         | $140469.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9930 | 2055-09-01      | 6.0000%  |  | $6584577.34        | $6875773.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9794 | 2055-09-01      | 6.0000%  |  | $4927017.37        | $5103315.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5864 | 2054-06-01      | 5.0000%  |  | $4884521.61        | $4907811.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $30341.73          | $31239.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1125 | 2055-10-01      | 5.5000%  |  | $1111723.75        | $1139288.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD5514 | 2053-07-01      | 4.5000%  |  | $75066.69          | $75027.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD5125 | 2054-04-01      | 7.0000%  |  | $2997168.25        | $3209077.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  |  | $815.28            | $757.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5290 | 2054-05-01      | 5.5000%  |  | $790.63            | $811.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  |  | $146985.97         | $153072.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD3132 | 2052-01-01      | 2.5000%  |  | $2028624.94        | $1788052.34        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782350 X     | 2038-06-15      | 5.5000%  |  | $5.54              | $5.82              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782244 X     | 2037-12-15      | 6.0000%  |  | $6.03              | $6.37              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782011 X     | 2035-12-15      | 5.0000%  |  | $18.85             | $19.08             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA0488 | 2055-12-01      | 4.5000%  |  | $900.00            | $887.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0387 | 2055-12-01      | 5.5000%  |  | $900.00            | $920.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0158 | 2055-12-01      | 5.5000%  |  | $900.00            | $920.45            | Agency Mortgage-Backed Securities |
| FMAC FMAR 8B0498 G        | 2055-10-01      | 5.2840%  |  | $898.41            | $919.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE3531 | 2055-08-01      | 5.5000%  |  | $765.33            | $779.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  |  | $820.79            | $843.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1852 | 2055-06-01      | 6.0000%  |  | $2537994.43        | $2650904.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1640 | 2055-06-01      | 6.5000%  |  | $1632940.34        | $1736636.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1559 | 2055-07-01      | 5.5000%  |  | $932.55            | $955.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1012 | 2055-06-01      | 5.5000%  |  | $268650.72         | $273915.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD9459 | 2055-05-01      | 7.0000%  |  | $1036185.95        | $1105931.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD9320 | 2055-05-01      | 6.5000%  |  | $934492.73         | $979099.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9296 | 2055-04-01      | 6.0000%  |  | $710168.01         | $730686.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8849 | 2055-08-01      | 6.5000%  |  | $897.59            | $961.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8350 | 2055-05-01      | 5.5000%  |  | $911.92            | $927.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8103 | 2055-04-01      | 5.5000%  |  | $904148.90         | $934201.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7565 | 2055-04-01      | 6.5000%  |  | $1410033.86        | $1486287.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  |  | $851.88            | $799.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA1188 | 2052-02-01      | 2.0000%  |  | $872.29            | $716.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  |  | $8180963.76        | $8660597.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1722 | 2051-11-01      | 3.0000%  |  | $9959476.89        | $9034460.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0565 | 2054-06-01      | 6.0000%  |  | $744.40            | $769.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1151 | 2051-01-01      | 2.5000%  |  | $716.63            | $614.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $449470.85         | $434701.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0952 | 2052-04-01      | 3.0000%  |  | $697.94            | $630.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  |  | $694.82            | $705.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  |  | $8462726.52        | $7379624.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  |  | $1124369.69        | $1118607.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0734 | 2051-10-01      | 3.0000%  |  | $11113.34          | $10102.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0662 | 2051-07-01      | 3.0000%  |  | $603.95            | $547.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBN7758 | 2049-09-01      | 3.0000%  |  | $1286161.06        | $1168434.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  |  | $200520.57         | $191415.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0516 | 2054-06-01      | 7.5000%  |  | $484206.03         | $516533.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8623 | 2054-05-01      | 5.5000%  |  | $953537.04         | $980764.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4576 | 2045-03-01      | 3.5000%  |  | $7265083.56        | $6935924.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $839127.19         | $864645.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  |  | $742.33            | $739.99            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS2372 | 2031-06-01      | 1.9800%  |  | $881100.00         | $788574.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7162 | 2046-05-01      | 3.5000%  |  | $1984673.52        | $1898727.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  |  | $622.12            | $536.24            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q39181 G | 2046-03-01      | 4.0000%  |  | $108.27            | $106.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICA9432 | 2036-03-01      | 2.0000%  |  | $231611.73         | $215915.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD7538 | 2051-04-01      | 2.0000%  |  | $578.67            | $486.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL9418 | 2031-08-01      | 3.5000%  |  | $78.19             | $77.82             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX8278 | 2053-03-01      | 5.5000%  |  | $757.96            | $775.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ2109 | 2045-10-01      | 4.0000%  |  | $224.86            | $219.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9389 | 2052-09-01      | 5.0000%  |  | $1523134.09        | $1546834.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF5620 | 2052-12-01      | 5.0000%  |  | $635.83            | $644.17            | Agency Mortgage-Backed Securities |

### Security 230: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.110%, 12/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **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:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FMFR 00SO GB 28 K7 | 2028-05-23      | 4.2300%  |  | $233585753.42      | $234393700.59      | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 Z3 | 2028-11-03      | 4.2350%  |  | $48594383.56       | $48732384.86       | Agency Debentures and Agency Strips |

### Security 231: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.080%, 12/1/2025
- **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):** $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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 TINT 08/15/29   | 2029-08-15      | 0.0000%  |  | $42007080.88       | $36766949.58       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28   | 2028-08-15      | 0.0000%  |  | $51328974.27       | $46643203.53       | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN C 35 | 2035-05-15      | 0.0000%  |  | $5891.72           | $4049.46           | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN F 34 | 2034-11-15      | 0.0000%  |  | $1029872.61        | $722414.44         | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 34 | 2034-08-15      | 0.0000%  |  | $384611.46         | $273935.29         | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34 | 2034-05-15      | 0.0000%  |  | $2261006.37        | $1628609.67        | U.S. Treasuries (including strips) |
| USTR 4 TPRN B 34     | 2034-02-15      | 0.0000%  |  | $799624.20         | $583113.16         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31 | 2031-05-15      | 0.0000%  |  | $235.67            | $193.47            | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33 | 2033-08-15      | 0.0000%  |  | $26866.24          | $20034.18          | U.S. Treasuries (including strips) |
| USTR 3 1/2 TPRN B 33 | 2033-02-15      | 0.0000%  |  | $235315.29         | $179291.19         | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN E 32 | 2032-08-15      | 0.0000%  |  | $92617.83          | $72076.59          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 32 | 2032-05-15      | 0.0000%  |  | $3998003.18        | $3145129.16        | U.S. Treasuries (including strips) |
| USTR 1 7/8 TPRN B 32 | 2032-02-15      | 0.0000%  |  | $106286.62         | $84501.37          | U.S. Treasuries (including strips) |
| USTR 1 3/8 TPRN F 31 | 2031-11-15      | 0.0000%  |  | $381783.44         | $306753.45         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TPRN F 30 | 2030-11-15      | 0.0000%  |  | $136452.23         | $114288.70         | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN E 30 | 2030-08-15      | 0.0000%  |  | $16732.48          | $14145.37          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN C 30 | 2030-05-15      | 0.0000%  |  | $290343.95         | $247876.21         | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN B 30 | 2030-02-15      | 0.0000%  |  | $50668.79          | $43664.84          | U.S. Treasuries (including strips) |
| USTR 1 3/4 TPRN F 29 | 2029-11-15      | 0.0000%  |  | $3289936.31        | $2865537.81        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN E 29 | 2029-08-15      | 0.0000%  |  | $266635.67         | $234382.62         | U.S. Treasuries (including strips) |
| USTR 2 5/8 TPRN B 29 | 2029-02-15      | 0.0000%  |  | $16449.68          | $14706.54          | U.S. Treasuries (including strips) |
| USTR 3 1/8 TPRN F 28 | 2028-11-15      | 0.0000%  |  | $250256.69         | $225811.86         | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN E 28 | 2028-08-15      | 0.0000%  |  | $99216.56          | $90302.45          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 28 | 2028-05-15      | 0.0000%  |  | $15860.51          | $14559.11          | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN B 28 | 2028-02-15      | 0.0000%  |  | $2306608.28        | $2135951.56        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN E 27 | 2027-08-15      | 0.0000%  |  | $1010642.04        | $951584.16         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 26 | 2026-05-15      | 0.0000%  |  | $3371760.51        | $3313624.62        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29   | 2029-08-15      | 0.0000%  |  | $18675314.01       | $16395114.20       | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29   | 2029-02-15      | 0.0000%  |  | $2453971.97        | $2199875.45        | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28   | 2028-08-15      | 0.0000%  |  | $2246984.08        | $2047890.05        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27   | 2027-11-15      | 0.0000%  |  | $1013870.70        | $947445.95         | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27   | 2027-02-15      | 0.0000%  |  | $4871957.32        | $4676499.27        | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26   | 2026-11-15      | 0.0000%  |  | $40841.40          | $39461.78          | U.S. Treasuries (including strips) |
| USTR 4 1/8 TPRN F 32 | 2032-11-15      | 0.0000%  |  | $147528.66         | $113698.57         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29 | 2029-05-15      | 0.0000%  |  | $271349.04         | $240367.50         | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28   | 2028-11-15      | 0.0000%  |  | $4350115.92        | $3925266.20        | U.S. Treasuries (including strips) |
| USTR 5 3/8 TPRN 31   | 2031-02-15      | 0.0000%  |  | $327131.85         | $271267.54         | U.S. Treasuries (including strips) |
| USTR 6 TPRN 26       | 2026-02-15      | 0.0000%  |  | $942.68            | $934.60            | U.S. Treasuries (including strips) |
| USTR 3 3/8 TPRN C 33 | 2033-05-15      | 0.0000%  |  | $163342.04         | $123118.24         | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27   | 2027-08-15      | 0.0000%  |  | $334578.98         | $315241.65         | U.S. Treasuries (including strips) |
| USTR 6 1/4 TPRN 30   | 2030-05-15      | 0.0000%  |  | $1431263.69        | $1221814.00        | U.S. Treasuries (including strips) |
| USTR 4 1/2 TPRN F 33 | 2033-11-15      | 0.0000%  |  | $683675.16         | $504328.71         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28   | 2028-02-15      | 0.0000%  |  | $53434117.49       | $49423085.46       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 27 | 2027-05-15      | 0.0000%  |  | $3757243.95        | $3567360.35        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN B 27 | 2027-02-15      | 0.0000%  |  | $2145764.33        | $2054698.09        | U.S. Treasuries (including strips) |

### Security 232: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.080%, 12/1/2025
- **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):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 1/8 TRIN A 35 | 2035-01-15      | 2.1250%  |  | $19631621.33       | $20406938.07       | U.S. Treasuries (including strips) |

### Security 233: Fixed Income Clearing Corporation ("FICC") - CREDITAG

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  4.090%, 12/1/2025
- **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:** 5.4700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $3787000.00        | $3932622.73        | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $53612704.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $53612704.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $53612704.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $53612704.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $53112704.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $53112704.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52749424.92       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $32793000.00       | $34596237.83       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $12826000.00       | $13182601.97       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49799261.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45236243.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $32644000.00       | $29533838.46       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51922666.04       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $51633152.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51390152.71       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2025-12-05

**By:** Stephen Van Meter

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

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